CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1942 |
1.1879 |
-0.0063 |
-0.5% |
1.1824 |
| High |
1.1955 |
1.1890 |
-0.0065 |
-0.5% |
1.1947 |
| Low |
1.1848 |
1.1815 |
-0.0034 |
-0.3% |
1.1789 |
| Close |
1.1852 |
1.1882 |
0.0030 |
0.3% |
1.1918 |
| Range |
0.0107 |
0.0076 |
-0.0031 |
-29.1% |
0.0158 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
12,324 |
23,687 |
11,363 |
92.2% |
21,359 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2089 |
1.2061 |
1.1923 |
|
| R3 |
1.2013 |
1.1985 |
1.1902 |
|
| R2 |
1.1938 |
1.1938 |
1.1895 |
|
| R1 |
1.1910 |
1.1910 |
1.1888 |
1.1924 |
| PP |
1.1862 |
1.1862 |
1.1862 |
1.1869 |
| S1 |
1.1834 |
1.1834 |
1.1875 |
1.1848 |
| S2 |
1.1787 |
1.1787 |
1.1868 |
|
| S3 |
1.1711 |
1.1759 |
1.1861 |
|
| S4 |
1.1636 |
1.1683 |
1.1840 |
|
|
| 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 |
1.1815 |
0.0223 |
1.9% |
0.0096 |
0.8% |
30% |
False |
True |
12,543 |
| 10 |
1.2038 |
1.1782 |
0.0256 |
2.2% |
0.0094 |
0.8% |
39% |
False |
False |
7,872 |
| 20 |
1.2038 |
1.1742 |
0.0296 |
2.5% |
0.0090 |
0.8% |
47% |
False |
False |
4,828 |
| 40 |
1.2038 |
1.1293 |
0.0745 |
6.3% |
0.0091 |
0.8% |
79% |
False |
False |
2,872 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0090 |
0.8% |
81% |
False |
False |
2,101 |
| 80 |
1.2038 |
1.0826 |
0.1212 |
10.2% |
0.0088 |
0.7% |
87% |
False |
False |
1,606 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0084 |
0.7% |
88% |
False |
False |
1,316 |
| 120 |
1.2038 |
1.0730 |
0.1308 |
11.0% |
0.0092 |
0.8% |
88% |
False |
False |
1,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2088 |
|
1.618 |
1.2012 |
|
1.000 |
1.1966 |
|
0.618 |
1.1937 |
|
HIGH |
1.1890 |
|
0.618 |
1.1861 |
|
0.500 |
1.1852 |
|
0.382 |
1.1843 |
|
LOW |
1.1815 |
|
0.618 |
1.1768 |
|
1.000 |
1.1739 |
|
1.618 |
1.1692 |
|
2.618 |
1.1617 |
|
4.250 |
1.1494 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1926 |
| PP |
1.1862 |
1.1911 |
| S1 |
1.1852 |
1.1896 |
|