CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1890 |
0.0020 |
0.2% |
1.1874 |
| High |
1.1897 |
1.1910 |
0.0014 |
0.1% |
1.1995 |
| Low |
1.1831 |
1.1782 |
-0.0050 |
-0.4% |
1.1782 |
| Close |
1.1880 |
1.1816 |
-0.0065 |
-0.5% |
1.1816 |
| Range |
0.0066 |
0.0129 |
0.0063 |
96.2% |
0.0213 |
| ATR |
0.0091 |
0.0093 |
0.0003 |
3.0% |
0.0000 |
| Volume |
2,598 |
2,819 |
221 |
8.5% |
11,961 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2221 |
1.2147 |
1.1886 |
|
| R3 |
1.2093 |
1.2018 |
1.1851 |
|
| R2 |
1.1964 |
1.1964 |
1.1839 |
|
| R1 |
1.1890 |
1.1890 |
1.1827 |
1.1863 |
| PP |
1.1836 |
1.1836 |
1.1836 |
1.1822 |
| S1 |
1.1761 |
1.1761 |
1.1804 |
1.1734 |
| S2 |
1.1707 |
1.1707 |
1.1792 |
|
| S3 |
1.1579 |
1.1633 |
1.1780 |
|
| S4 |
1.1450 |
1.1504 |
1.1745 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2503 |
1.2372 |
1.1933 |
|
| R3 |
1.2290 |
1.2159 |
1.1874 |
|
| R2 |
1.2077 |
1.2077 |
1.1855 |
|
| R1 |
1.1946 |
1.1946 |
1.1835 |
1.1905 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1843 |
| S1 |
1.1733 |
1.1733 |
1.1796 |
1.1692 |
| S2 |
1.1651 |
1.1651 |
1.1776 |
|
| S3 |
1.1438 |
1.1520 |
1.1757 |
|
| S4 |
1.1225 |
1.1307 |
1.1698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1995 |
1.1782 |
0.0213 |
1.8% |
0.0093 |
0.8% |
16% |
False |
True |
2,392 |
| 10 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0087 |
0.7% |
29% |
False |
False |
1,887 |
| 20 |
1.1995 |
1.1678 |
0.0317 |
2.7% |
0.0098 |
0.8% |
44% |
False |
False |
1,586 |
| 40 |
1.1995 |
1.1226 |
0.0769 |
6.5% |
0.0088 |
0.7% |
77% |
False |
False |
1,140 |
| 60 |
1.1995 |
1.1119 |
0.0876 |
7.4% |
0.0090 |
0.8% |
80% |
False |
False |
861 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.9% |
0.0086 |
0.7% |
85% |
False |
False |
686 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.2% |
0.0084 |
0.7% |
85% |
False |
False |
561 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.7% |
0.0095 |
0.8% |
86% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2456 |
|
2.618 |
1.2246 |
|
1.618 |
1.2118 |
|
1.000 |
1.2039 |
|
0.618 |
1.1989 |
|
HIGH |
1.1910 |
|
0.618 |
1.1861 |
|
0.500 |
1.1846 |
|
0.382 |
1.1831 |
|
LOW |
1.1782 |
|
0.618 |
1.1702 |
|
1.000 |
1.1653 |
|
1.618 |
1.1574 |
|
2.618 |
1.1445 |
|
4.250 |
1.1235 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1882 |
| PP |
1.1836 |
1.1860 |
| S1 |
1.1826 |
1.1838 |
|