CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1933 |
1.1964 |
0.0031 |
0.3% |
1.1824 |
| High |
1.1992 |
1.2038 |
0.0046 |
0.4% |
1.1947 |
| Low |
1.1911 |
1.1928 |
0.0017 |
0.1% |
1.1789 |
| Close |
1.1963 |
1.1936 |
-0.0027 |
-0.2% |
1.1918 |
| Range |
0.0081 |
0.0110 |
0.0029 |
35.2% |
0.0158 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.4% |
0.0000 |
| Volume |
6,294 |
12,245 |
5,951 |
94.6% |
21,359 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2296 |
1.2225 |
1.1996 |
|
| R3 |
1.2186 |
1.2116 |
1.1966 |
|
| R2 |
1.2077 |
1.2077 |
1.1956 |
|
| R1 |
1.2006 |
1.2006 |
1.1946 |
1.1987 |
| PP |
1.1967 |
1.1967 |
1.1967 |
1.1957 |
| S1 |
1.1897 |
1.1897 |
1.1926 |
1.1877 |
| S2 |
1.1858 |
1.1858 |
1.1916 |
|
| S3 |
1.1748 |
1.1787 |
1.1906 |
|
| S4 |
1.1639 |
1.1678 |
1.1876 |
|
|
| 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 |
1.2038 |
1.1789 |
0.0249 |
2.1% |
0.0102 |
0.9% |
59% |
True |
False |
7,141 |
| 10 |
1.2038 |
1.1782 |
0.0256 |
2.1% |
0.0095 |
0.8% |
60% |
True |
False |
4,859 |
| 20 |
1.2038 |
1.1742 |
0.0296 |
2.5% |
0.0092 |
0.8% |
66% |
True |
False |
3,165 |
| 40 |
1.2038 |
1.1293 |
0.0745 |
6.2% |
0.0090 |
0.8% |
86% |
True |
False |
2,055 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0091 |
0.8% |
88% |
True |
False |
1,509 |
| 80 |
1.2038 |
1.0826 |
0.1212 |
10.1% |
0.0088 |
0.7% |
92% |
True |
False |
1,161 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0084 |
0.7% |
92% |
True |
False |
956 |
| 120 |
1.2038 |
1.0730 |
0.1308 |
11.0% |
0.0093 |
0.8% |
92% |
True |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2503 |
|
2.618 |
1.2324 |
|
1.618 |
1.2215 |
|
1.000 |
1.2147 |
|
0.618 |
1.2105 |
|
HIGH |
1.2038 |
|
0.618 |
1.1996 |
|
0.500 |
1.1983 |
|
0.382 |
1.1970 |
|
LOW |
1.1928 |
|
0.618 |
1.1860 |
|
1.000 |
1.1819 |
|
1.618 |
1.1751 |
|
2.618 |
1.1641 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1983 |
1.1938 |
| PP |
1.1967 |
1.1937 |
| S1 |
1.1952 |
1.1937 |
|