CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1879 |
1.1874 |
-0.0005 |
0.0% |
1.1933 |
| High |
1.1890 |
1.1891 |
0.0001 |
0.0% |
1.2038 |
| Low |
1.1815 |
1.1807 |
-0.0008 |
-0.1% |
1.1807 |
| Close |
1.1882 |
1.1877 |
-0.0005 |
0.0% |
1.1877 |
| Range |
0.0076 |
0.0084 |
0.0009 |
11.3% |
0.0231 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
23,687 |
29,329 |
5,642 |
23.8% |
83,879 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2110 |
1.2077 |
1.1923 |
|
| R3 |
1.2026 |
1.1993 |
1.1900 |
|
| R2 |
1.1942 |
1.1942 |
1.1892 |
|
| R1 |
1.1909 |
1.1909 |
1.1884 |
1.1926 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1866 |
| S1 |
1.1825 |
1.1825 |
1.1869 |
1.1842 |
| S2 |
1.1774 |
1.1774 |
1.1861 |
|
| S3 |
1.1690 |
1.1741 |
1.1853 |
|
| S4 |
1.1606 |
1.1657 |
1.1830 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2469 |
1.2004 |
|
| R3 |
1.2369 |
1.2238 |
1.1940 |
|
| R2 |
1.2138 |
1.2138 |
1.1919 |
|
| R1 |
1.2007 |
1.2007 |
1.1898 |
1.1957 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1882 |
| S1 |
1.1776 |
1.1776 |
1.1855 |
1.1726 |
| S2 |
1.1676 |
1.1676 |
1.1834 |
|
| S3 |
1.1445 |
1.1545 |
1.1813 |
|
| S4 |
1.1214 |
1.1314 |
1.1749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2038 |
1.1807 |
0.0231 |
1.9% |
0.0091 |
0.8% |
30% |
False |
True |
16,775 |
| 10 |
1.2038 |
1.1789 |
0.0249 |
2.1% |
0.0090 |
0.8% |
35% |
False |
False |
10,523 |
| 20 |
1.2038 |
1.1742 |
0.0296 |
2.5% |
0.0088 |
0.7% |
46% |
False |
False |
6,205 |
| 40 |
1.2038 |
1.1342 |
0.0696 |
5.9% |
0.0091 |
0.8% |
77% |
False |
False |
3,598 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
6.9% |
0.0090 |
0.8% |
80% |
False |
False |
2,581 |
| 80 |
1.2038 |
1.0826 |
0.1212 |
10.2% |
0.0088 |
0.7% |
87% |
False |
False |
1,972 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.5% |
0.0084 |
0.7% |
87% |
False |
False |
1,609 |
| 120 |
1.2038 |
1.0730 |
0.1308 |
11.0% |
0.0091 |
0.8% |
88% |
False |
False |
1,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2248 |
|
2.618 |
1.2110 |
|
1.618 |
1.2026 |
|
1.000 |
1.1975 |
|
0.618 |
1.1942 |
|
HIGH |
1.1891 |
|
0.618 |
1.1858 |
|
0.500 |
1.1849 |
|
0.382 |
1.1839 |
|
LOW |
1.1807 |
|
0.618 |
1.1755 |
|
1.000 |
1.1723 |
|
1.618 |
1.1671 |
|
2.618 |
1.1587 |
|
4.250 |
1.1450 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1867 |
1.1881 |
| PP |
1.1858 |
1.1879 |
| S1 |
1.1849 |
1.1878 |
|