CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1867 |
-0.0007 |
-0.1% |
1.1933 |
| High |
1.1891 |
1.1874 |
-0.0017 |
-0.1% |
1.2038 |
| Low |
1.1807 |
1.1791 |
-0.0016 |
-0.1% |
1.1807 |
| Close |
1.1877 |
1.1807 |
-0.0070 |
-0.6% |
1.1877 |
| Range |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0231 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
29,329 |
167,118 |
137,789 |
469.8% |
83,879 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.2023 |
1.1852 |
|
| R3 |
1.1990 |
1.1940 |
1.1829 |
|
| R2 |
1.1907 |
1.1907 |
1.1822 |
|
| R1 |
1.1857 |
1.1857 |
1.1814 |
1.1840 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1816 |
| S1 |
1.1774 |
1.1774 |
1.1799 |
1.1757 |
| S2 |
1.1741 |
1.1741 |
1.1791 |
|
| S3 |
1.1658 |
1.1691 |
1.1784 |
|
| S4 |
1.1575 |
1.1608 |
1.1761 |
|
|
| 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 |
1.1791 |
0.0247 |
2.1% |
0.0092 |
0.8% |
6% |
False |
True |
48,940 |
| 10 |
1.2038 |
1.1789 |
0.0249 |
2.1% |
0.0092 |
0.8% |
7% |
False |
False |
27,082 |
| 20 |
1.2038 |
1.1742 |
0.0296 |
2.5% |
0.0089 |
0.8% |
22% |
False |
False |
14,521 |
| 40 |
1.2038 |
1.1364 |
0.0674 |
5.7% |
0.0091 |
0.8% |
66% |
False |
False |
7,768 |
| 60 |
1.2038 |
1.1214 |
0.0824 |
7.0% |
0.0089 |
0.8% |
72% |
False |
False |
5,354 |
| 80 |
1.2038 |
1.0850 |
0.1188 |
10.1% |
0.0089 |
0.8% |
81% |
False |
False |
4,061 |
| 100 |
1.2038 |
1.0789 |
0.1249 |
10.6% |
0.0085 |
0.7% |
82% |
False |
False |
3,279 |
| 120 |
1.2038 |
1.0730 |
0.1308 |
11.1% |
0.0090 |
0.8% |
82% |
False |
False |
2,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2227 |
|
2.618 |
1.2091 |
|
1.618 |
1.2008 |
|
1.000 |
1.1957 |
|
0.618 |
1.1925 |
|
HIGH |
1.1874 |
|
0.618 |
1.1842 |
|
0.500 |
1.1833 |
|
0.382 |
1.1823 |
|
LOW |
1.1791 |
|
0.618 |
1.1740 |
|
1.000 |
1.1708 |
|
1.618 |
1.1657 |
|
2.618 |
1.1574 |
|
4.250 |
1.1438 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1833 |
1.1841 |
| PP |
1.1824 |
1.1829 |
| S1 |
1.1815 |
1.1818 |
|