CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1839 |
1.1938 |
0.0099 |
0.8% |
1.1789 |
| High |
1.1904 |
1.1965 |
0.0061 |
0.5% |
1.1965 |
| Low |
1.1793 |
1.1825 |
0.0033 |
0.3% |
1.1762 |
| Close |
1.1896 |
1.1847 |
-0.0049 |
-0.4% |
1.1847 |
| Range |
0.0111 |
0.0140 |
0.0029 |
25.7% |
0.0203 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.9% |
0.0000 |
| Volume |
6 |
448 |
442 |
7,366.7% |
506 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2297 |
1.2212 |
1.1924 |
|
| R3 |
1.2158 |
1.2072 |
1.1885 |
|
| R2 |
1.2018 |
1.2018 |
1.1873 |
|
| R1 |
1.1933 |
1.1933 |
1.1860 |
1.1906 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1865 |
| S1 |
1.1793 |
1.1793 |
1.1834 |
1.1766 |
| S2 |
1.1739 |
1.1739 |
1.1821 |
|
| S3 |
1.1600 |
1.1654 |
1.1809 |
|
| S4 |
1.1460 |
1.1514 |
1.1770 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2467 |
1.2360 |
1.1959 |
|
| R3 |
1.2264 |
1.2157 |
1.1903 |
|
| R2 |
1.2061 |
1.2061 |
1.1884 |
|
| R1 |
1.1954 |
1.1954 |
1.1866 |
1.2007 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1884 |
| S1 |
1.1751 |
1.1751 |
1.1828 |
1.1804 |
| S2 |
1.1655 |
1.1655 |
1.1810 |
|
| S3 |
1.1452 |
1.1548 |
1.1791 |
|
| S4 |
1.1249 |
1.1345 |
1.1735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0088 |
0.7% |
42% |
True |
False |
101 |
| 10 |
1.1965 |
1.1469 |
0.0496 |
4.2% |
0.0086 |
0.7% |
76% |
True |
False |
65 |
| 20 |
1.1965 |
1.1289 |
0.0676 |
5.7% |
0.0080 |
0.7% |
83% |
True |
False |
39 |
| 40 |
1.1965 |
1.1248 |
0.0717 |
6.0% |
0.0079 |
0.7% |
84% |
True |
False |
30 |
| 60 |
1.1965 |
1.0854 |
0.1111 |
9.4% |
0.0073 |
0.6% |
89% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2557 |
|
2.618 |
1.2330 |
|
1.618 |
1.2190 |
|
1.000 |
1.2104 |
|
0.618 |
1.2051 |
|
HIGH |
1.1965 |
|
0.618 |
1.1911 |
|
0.500 |
1.1895 |
|
0.382 |
1.1878 |
|
LOW |
1.1825 |
|
0.618 |
1.1739 |
|
1.000 |
1.1686 |
|
1.618 |
1.1599 |
|
2.618 |
1.1460 |
|
4.250 |
1.1232 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1895 |
1.1871 |
| PP |
1.1879 |
1.1863 |
| S1 |
1.1863 |
1.1855 |
|