CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1800 |
1.1874 |
0.0074 |
0.6% |
1.1789 |
| High |
1.1862 |
1.1959 |
0.0098 |
0.8% |
1.1965 |
| Low |
1.1783 |
1.1857 |
0.0075 |
0.6% |
1.1762 |
| Close |
1.1838 |
1.1917 |
0.0079 |
0.7% |
1.1847 |
| Range |
0.0079 |
0.0102 |
0.0023 |
29.1% |
0.0203 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.8% |
0.0000 |
| Volume |
78 |
75 |
-3 |
-3.8% |
506 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2217 |
1.2169 |
1.1973 |
|
| R3 |
1.2115 |
1.2067 |
1.1945 |
|
| R2 |
1.2013 |
1.2013 |
1.1935 |
|
| R1 |
1.1965 |
1.1965 |
1.1926 |
1.1989 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1923 |
| S1 |
1.1863 |
1.1863 |
1.1907 |
1.1887 |
| S2 |
1.1809 |
1.1809 |
1.1898 |
|
| S3 |
1.1707 |
1.1761 |
1.1888 |
|
| S4 |
1.1605 |
1.1659 |
1.1860 |
|
|
| 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 |
1.1756 |
0.0209 |
1.7% |
0.0105 |
0.9% |
77% |
False |
False |
121 |
| 10 |
1.1965 |
1.1607 |
0.0358 |
3.0% |
0.0086 |
0.7% |
87% |
False |
False |
69 |
| 20 |
1.1965 |
1.1325 |
0.0640 |
5.4% |
0.0079 |
0.7% |
93% |
False |
False |
44 |
| 40 |
1.1965 |
1.1248 |
0.0717 |
6.0% |
0.0080 |
0.7% |
93% |
False |
False |
32 |
| 60 |
1.1965 |
1.0857 |
0.1108 |
9.3% |
0.0076 |
0.6% |
96% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2393 |
|
2.618 |
1.2226 |
|
1.618 |
1.2124 |
|
1.000 |
1.2061 |
|
0.618 |
1.2022 |
|
HIGH |
1.1959 |
|
0.618 |
1.1920 |
|
0.500 |
1.1908 |
|
0.382 |
1.1896 |
|
LOW |
1.1857 |
|
0.618 |
1.1794 |
|
1.000 |
1.1755 |
|
1.618 |
1.1692 |
|
2.618 |
1.1590 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1914 |
1.1897 |
| PP |
1.1911 |
1.1877 |
| S1 |
1.1908 |
1.1858 |
|