CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1899 |
1.1962 |
0.0063 |
0.5% |
1.1818 |
| High |
1.1995 |
1.1982 |
-0.0013 |
-0.1% |
1.1894 |
| Low |
1.1899 |
1.1860 |
-0.0040 |
-0.3% |
1.1742 |
| Close |
1.1968 |
1.1884 |
-0.0084 |
-0.7% |
1.1868 |
| Range |
0.0096 |
0.0122 |
0.0027 |
27.7% |
0.0153 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.5% |
0.0000 |
| Volume |
2,366 |
3,279 |
913 |
38.6% |
6,917 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2274 |
1.2201 |
1.1951 |
|
| R3 |
1.2152 |
1.2079 |
1.1918 |
|
| R2 |
1.2030 |
1.2030 |
1.1906 |
|
| R1 |
1.1957 |
1.1957 |
1.1895 |
1.1933 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1896 |
| S1 |
1.1835 |
1.1835 |
1.1873 |
1.1811 |
| S2 |
1.1786 |
1.1786 |
1.1862 |
|
| S3 |
1.1664 |
1.1713 |
1.1850 |
|
| S4 |
1.1542 |
1.1591 |
1.1817 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2292 |
1.2232 |
1.1951 |
|
| R3 |
1.2139 |
1.2080 |
1.1909 |
|
| R2 |
1.1987 |
1.1987 |
1.1895 |
|
| R1 |
1.1927 |
1.1927 |
1.1881 |
1.1957 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1849 |
| S1 |
1.1775 |
1.1775 |
1.1854 |
1.1805 |
| S2 |
1.1682 |
1.1682 |
1.1840 |
|
| S3 |
1.1529 |
1.1622 |
1.1826 |
|
| S4 |
1.1377 |
1.1470 |
1.1784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1995 |
1.1812 |
0.0183 |
1.5% |
0.0083 |
0.7% |
40% |
False |
False |
1,832 |
| 10 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0090 |
0.8% |
56% |
False |
False |
1,656 |
| 20 |
1.1995 |
1.1577 |
0.0418 |
3.5% |
0.0096 |
0.8% |
74% |
False |
False |
1,404 |
| 40 |
1.1995 |
1.1226 |
0.0769 |
6.5% |
0.0087 |
0.7% |
86% |
False |
False |
1,023 |
| 60 |
1.1995 |
1.0984 |
0.1011 |
8.5% |
0.0090 |
0.8% |
89% |
False |
False |
774 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.9% |
0.0085 |
0.7% |
91% |
False |
False |
621 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.1% |
0.0085 |
0.7% |
91% |
False |
False |
509 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.6% |
0.0095 |
0.8% |
91% |
False |
False |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2500 |
|
2.618 |
1.2301 |
|
1.618 |
1.2179 |
|
1.000 |
1.2104 |
|
0.618 |
1.2057 |
|
HIGH |
1.1982 |
|
0.618 |
1.1935 |
|
0.500 |
1.1921 |
|
0.382 |
1.1906 |
|
LOW |
1.1860 |
|
0.618 |
1.1784 |
|
1.000 |
1.1738 |
|
1.618 |
1.1662 |
|
2.618 |
1.1540 |
|
4.250 |
1.1341 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1921 |
1.1927 |
| PP |
1.1908 |
1.1912 |
| S1 |
1.1896 |
1.1898 |
|