CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1845 |
1.1933 |
0.0088 |
0.7% |
1.1824 |
| High |
1.1947 |
1.1992 |
0.0046 |
0.4% |
1.1947 |
| Low |
1.1838 |
1.1911 |
0.0074 |
0.6% |
1.1789 |
| Close |
1.1918 |
1.1963 |
0.0045 |
0.4% |
1.1918 |
| Range |
0.0109 |
0.0081 |
-0.0028 |
-25.7% |
0.0158 |
| ATR |
0.0092 |
0.0092 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
8,165 |
6,294 |
-1,871 |
-22.9% |
21,359 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2198 |
1.2161 |
1.2007 |
|
| R3 |
1.2117 |
1.2080 |
1.1985 |
|
| R2 |
1.2036 |
1.2036 |
1.1977 |
|
| R1 |
1.1999 |
1.1999 |
1.1970 |
1.2018 |
| PP |
1.1955 |
1.1955 |
1.1955 |
1.1964 |
| S1 |
1.1918 |
1.1918 |
1.1955 |
1.1937 |
| S2 |
1.1874 |
1.1874 |
1.1948 |
|
| S3 |
1.1793 |
1.1837 |
1.1940 |
|
| S4 |
1.1712 |
1.1756 |
1.1918 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2296 |
1.2004 |
|
| R3 |
1.2200 |
1.2138 |
1.1961 |
|
| R2 |
1.2042 |
1.2042 |
1.1946 |
|
| R1 |
1.1980 |
1.1980 |
1.1932 |
1.2011 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1900 |
| S1 |
1.1822 |
1.1822 |
1.1903 |
1.1853 |
| S2 |
1.1726 |
1.1726 |
1.1889 |
|
| S3 |
1.1568 |
1.1664 |
1.1874 |
|
| S4 |
1.1410 |
1.1506 |
1.1831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1992 |
1.1789 |
0.0204 |
1.7% |
0.0091 |
0.8% |
86% |
True |
False |
5,224 |
| 10 |
1.1995 |
1.1782 |
0.0213 |
1.8% |
0.0093 |
0.8% |
85% |
False |
False |
3,871 |
| 20 |
1.1995 |
1.1742 |
0.0253 |
2.1% |
0.0091 |
0.8% |
87% |
False |
False |
2,592 |
| 40 |
1.1995 |
1.1293 |
0.0702 |
5.9% |
0.0090 |
0.7% |
95% |
False |
False |
1,752 |
| 60 |
1.1995 |
1.1214 |
0.0781 |
6.5% |
0.0090 |
0.8% |
96% |
False |
False |
1,307 |
| 80 |
1.1995 |
1.0826 |
0.1169 |
9.8% |
0.0087 |
0.7% |
97% |
False |
False |
1,009 |
| 100 |
1.1995 |
1.0789 |
0.1206 |
10.1% |
0.0083 |
0.7% |
97% |
False |
False |
834 |
| 120 |
1.1995 |
1.0730 |
0.1265 |
10.6% |
0.0094 |
0.8% |
97% |
False |
False |
715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2336 |
|
2.618 |
1.2204 |
|
1.618 |
1.2123 |
|
1.000 |
1.2073 |
|
0.618 |
1.2042 |
|
HIGH |
1.1992 |
|
0.618 |
1.1961 |
|
0.500 |
1.1952 |
|
0.382 |
1.1942 |
|
LOW |
1.1911 |
|
0.618 |
1.1861 |
|
1.000 |
1.1830 |
|
1.618 |
1.1780 |
|
2.618 |
1.1699 |
|
4.250 |
1.1567 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1959 |
1.1938 |
| PP |
1.1955 |
1.1914 |
| S1 |
1.1952 |
1.1890 |
|