CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1962 |
1.1870 |
-0.0092 |
-0.8% |
1.1818 |
| High |
1.1982 |
1.1897 |
-0.0085 |
-0.7% |
1.1894 |
| Low |
1.1860 |
1.1831 |
-0.0029 |
-0.2% |
1.1742 |
| Close |
1.1884 |
1.1880 |
-0.0004 |
0.0% |
1.1868 |
| Range |
0.0122 |
0.0066 |
-0.0057 |
-46.3% |
0.0153 |
| ATR |
0.0092 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
3,279 |
2,598 |
-681 |
-20.8% |
6,917 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2038 |
1.1916 |
|
| R3 |
1.2000 |
1.1973 |
1.1898 |
|
| R2 |
1.1935 |
1.1935 |
1.1892 |
|
| R1 |
1.1907 |
1.1907 |
1.1886 |
1.1921 |
| PP |
1.1869 |
1.1869 |
1.1869 |
1.1876 |
| S1 |
1.1842 |
1.1842 |
1.1874 |
1.1856 |
| S2 |
1.1804 |
1.1804 |
1.1868 |
|
| S3 |
1.1738 |
1.1776 |
1.1862 |
|
| S4 |
1.1673 |
1.1711 |
1.1844 |
|
|
| 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% |
0.0081 |
0.7% |
37% |
False |
False |
2,100 |
| 10 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0087 |
0.7% |
55% |
False |
False |
1,784 |
| 20 |
1.1995 |
1.1617 |
0.0378 |
3.2% |
0.0095 |
0.8% |
70% |
False |
False |
1,496 |
| 40 |
1.1995 |
1.1226 |
0.0769 |
6.5% |
0.0087 |
0.7% |
85% |
False |
False |
1,080 |
| 60 |
1.1995 |
1.1041 |
0.0954 |
8.0% |
0.0090 |
0.8% |
88% |
False |
False |
816 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.9% |
0.0085 |
0.7% |
90% |
False |
False |
653 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.2% |
0.0084 |
0.7% |
91% |
False |
False |
533 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.6% |
0.0094 |
0.8% |
91% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2175 |
|
2.618 |
1.2068 |
|
1.618 |
1.2002 |
|
1.000 |
1.1962 |
|
0.618 |
1.1937 |
|
HIGH |
1.1897 |
|
0.618 |
1.1871 |
|
0.500 |
1.1864 |
|
0.382 |
1.1856 |
|
LOW |
1.1831 |
|
0.618 |
1.1791 |
|
1.000 |
1.1766 |
|
1.618 |
1.1725 |
|
2.618 |
1.1660 |
|
4.250 |
1.1553 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1875 |
1.1913 |
| PP |
1.1869 |
1.1902 |
| S1 |
1.1864 |
1.1891 |
|