CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1824 |
-0.0066 |
-0.6% |
1.1874 |
| High |
1.1910 |
1.1877 |
-0.0033 |
-0.3% |
1.1995 |
| Low |
1.1782 |
1.1812 |
0.0030 |
0.3% |
1.1782 |
| Close |
1.1816 |
1.1820 |
0.0004 |
0.0% |
1.1816 |
| Range |
0.0129 |
0.0066 |
-0.0063 |
-49.0% |
0.0213 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
2,819 |
1,532 |
-1,287 |
-45.7% |
11,961 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1992 |
1.1856 |
|
| R3 |
1.1967 |
1.1926 |
1.1838 |
|
| R2 |
1.1902 |
1.1902 |
1.1832 |
|
| R1 |
1.1861 |
1.1861 |
1.1826 |
1.1848 |
| PP |
1.1836 |
1.1836 |
1.1836 |
1.1830 |
| S1 |
1.1795 |
1.1795 |
1.1813 |
1.1783 |
| S2 |
1.1771 |
1.1771 |
1.1807 |
|
| S3 |
1.1705 |
1.1730 |
1.1801 |
|
| S4 |
1.1640 |
1.1664 |
1.1783 |
|
|
| 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% |
0.0095 |
0.8% |
18% |
False |
False |
2,518 |
| 10 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0087 |
0.7% |
31% |
False |
False |
1,960 |
| 20 |
1.1995 |
1.1729 |
0.0266 |
2.2% |
0.0094 |
0.8% |
34% |
False |
False |
1,601 |
| 40 |
1.1995 |
1.1226 |
0.0769 |
6.5% |
0.0089 |
0.8% |
77% |
False |
False |
1,173 |
| 60 |
1.1995 |
1.1150 |
0.0845 |
7.1% |
0.0090 |
0.8% |
79% |
False |
False |
886 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.9% |
0.0085 |
0.7% |
85% |
False |
False |
701 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.2% |
0.0083 |
0.7% |
85% |
False |
False |
577 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.7% |
0.0095 |
0.8% |
86% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2048 |
|
1.618 |
1.1983 |
|
1.000 |
1.1943 |
|
0.618 |
1.1917 |
|
HIGH |
1.1877 |
|
0.618 |
1.1852 |
|
0.500 |
1.1844 |
|
0.382 |
1.1837 |
|
LOW |
1.1812 |
|
0.618 |
1.1771 |
|
1.000 |
1.1746 |
|
1.618 |
1.1706 |
|
2.618 |
1.1640 |
|
4.250 |
1.1533 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1844 |
1.1846 |
| PP |
1.1836 |
1.1837 |
| S1 |
1.1828 |
1.1828 |
|