CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1819 |
1.1862 |
0.0043 |
0.4% |
1.1874 |
| High |
1.1871 |
1.1867 |
-0.0004 |
0.0% |
1.1995 |
| Low |
1.1812 |
1.1799 |
-0.0013 |
-0.1% |
1.1782 |
| Close |
1.1860 |
1.1842 |
-0.0018 |
-0.2% |
1.1816 |
| Range |
0.0059 |
0.0068 |
0.0009 |
14.4% |
0.0213 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
2,659 |
2,829 |
170 |
6.4% |
11,961 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2038 |
1.2008 |
1.1879 |
|
| R3 |
1.1971 |
1.1940 |
1.1861 |
|
| R2 |
1.1903 |
1.1903 |
1.1854 |
|
| R1 |
1.1873 |
1.1873 |
1.1848 |
1.1854 |
| PP |
1.1836 |
1.1836 |
1.1836 |
1.1827 |
| S1 |
1.1805 |
1.1805 |
1.1836 |
1.1787 |
| S2 |
1.1768 |
1.1768 |
1.1830 |
|
| S3 |
1.1701 |
1.1738 |
1.1823 |
|
| S4 |
1.1633 |
1.1670 |
1.1805 |
|
|
| 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 |
1.1910 |
1.1782 |
0.0129 |
1.1% |
0.0077 |
0.7% |
47% |
False |
False |
2,487 |
| 10 |
1.1995 |
1.1782 |
0.0213 |
1.8% |
0.0080 |
0.7% |
28% |
False |
False |
2,159 |
| 20 |
1.1995 |
1.1729 |
0.0266 |
2.2% |
0.0092 |
0.8% |
43% |
False |
False |
1,807 |
| 40 |
1.1995 |
1.1226 |
0.0769 |
6.5% |
0.0089 |
0.7% |
80% |
False |
False |
1,287 |
| 60 |
1.1995 |
1.1214 |
0.0781 |
6.6% |
0.0090 |
0.8% |
80% |
False |
False |
976 |
| 80 |
1.1995 |
1.0824 |
0.1171 |
9.9% |
0.0085 |
0.7% |
87% |
False |
False |
768 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.2% |
0.0083 |
0.7% |
87% |
False |
False |
630 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.7% |
0.0094 |
0.8% |
88% |
False |
False |
547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2153 |
|
2.618 |
1.2043 |
|
1.618 |
1.1976 |
|
1.000 |
1.1934 |
|
0.618 |
1.1908 |
|
HIGH |
1.1867 |
|
0.618 |
1.1841 |
|
0.500 |
1.1833 |
|
0.382 |
1.1825 |
|
LOW |
1.1799 |
|
0.618 |
1.1757 |
|
1.000 |
1.1732 |
|
1.618 |
1.1690 |
|
2.618 |
1.1622 |
|
4.250 |
1.1512 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1839 |
1.1841 |
| PP |
1.1836 |
1.1839 |
| S1 |
1.1833 |
1.1838 |
|