CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1920 |
1.1900 |
-0.0020 |
-0.2% |
1.1835 |
| High |
1.1970 |
1.1937 |
-0.0033 |
-0.3% |
1.1970 |
| Low |
1.1879 |
1.1813 |
-0.0066 |
-0.6% |
1.1756 |
| Close |
1.1931 |
1.1838 |
-0.0093 |
-0.8% |
1.1838 |
| Range |
0.0092 |
0.0124 |
0.0033 |
35.5% |
0.0214 |
| ATR |
0.0089 |
0.0092 |
0.0002 |
2.8% |
0.0000 |
| Volume |
7 |
2 |
-5 |
-71.4% |
164 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2235 |
1.2160 |
1.1906 |
|
| R3 |
1.2111 |
1.2036 |
1.1872 |
|
| R2 |
1.1987 |
1.1987 |
1.1861 |
|
| R1 |
1.1912 |
1.1912 |
1.1849 |
1.1888 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1850 |
| S1 |
1.1788 |
1.1788 |
1.1827 |
1.1764 |
| S2 |
1.1739 |
1.1739 |
1.1815 |
|
| S3 |
1.1615 |
1.1664 |
1.1804 |
|
| S4 |
1.1491 |
1.1540 |
1.1770 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2497 |
1.2381 |
1.1956 |
|
| R3 |
1.2283 |
1.2167 |
1.1897 |
|
| R2 |
1.2069 |
1.2069 |
1.1877 |
|
| R1 |
1.1953 |
1.1953 |
1.1858 |
1.2011 |
| PP |
1.1855 |
1.1855 |
1.1855 |
1.1884 |
| S1 |
1.1739 |
1.1739 |
1.1818 |
1.1797 |
| S2 |
1.1641 |
1.1641 |
1.1799 |
|
| S3 |
1.1427 |
1.1525 |
1.1779 |
|
| S4 |
1.1213 |
1.1311 |
1.1720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1970 |
1.1756 |
0.0214 |
1.8% |
0.0098 |
0.8% |
38% |
False |
False |
32 |
| 10 |
1.1970 |
1.1756 |
0.0214 |
1.8% |
0.0093 |
0.8% |
38% |
False |
False |
67 |
| 20 |
1.1970 |
1.1391 |
0.0579 |
4.9% |
0.0083 |
0.7% |
77% |
False |
False |
44 |
| 40 |
1.1970 |
1.1248 |
0.0722 |
6.1% |
0.0081 |
0.7% |
82% |
False |
False |
30 |
| 60 |
1.1970 |
1.0857 |
0.1114 |
9.4% |
0.0077 |
0.6% |
88% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2464 |
|
2.618 |
1.2262 |
|
1.618 |
1.2138 |
|
1.000 |
1.2061 |
|
0.618 |
1.2014 |
|
HIGH |
1.1937 |
|
0.618 |
1.1890 |
|
0.500 |
1.1875 |
|
0.382 |
1.1860 |
|
LOW |
1.1813 |
|
0.618 |
1.1736 |
|
1.000 |
1.1689 |
|
1.618 |
1.1612 |
|
2.618 |
1.1488 |
|
4.250 |
1.1286 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1875 |
1.1892 |
| PP |
1.1863 |
1.1874 |
| S1 |
1.1850 |
1.1856 |
|