CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1802 |
-0.0098 |
-0.8% |
1.1835 |
| High |
1.1937 |
1.1855 |
-0.0083 |
-0.7% |
1.1970 |
| Low |
1.1813 |
1.1798 |
-0.0016 |
-0.1% |
1.1756 |
| Close |
1.1838 |
1.1801 |
-0.0038 |
-0.3% |
1.1838 |
| Range |
0.0124 |
0.0057 |
-0.0067 |
-54.0% |
0.0214 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
164 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1989 |
1.1952 |
1.1832 |
|
| R3 |
1.1932 |
1.1895 |
1.1816 |
|
| R2 |
1.1875 |
1.1875 |
1.1811 |
|
| R1 |
1.1838 |
1.1838 |
1.1806 |
1.1828 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1813 |
| S1 |
1.1781 |
1.1781 |
1.1795 |
1.1771 |
| S2 |
1.1761 |
1.1761 |
1.1790 |
|
| S3 |
1.1704 |
1.1724 |
1.1785 |
|
| S4 |
1.1647 |
1.1667 |
1.1769 |
|
|
| 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 |
1.1783 |
0.0188 |
1.6% |
0.0091 |
0.8% |
10% |
False |
False |
33 |
| 10 |
1.1970 |
1.1756 |
0.0214 |
1.8% |
0.0095 |
0.8% |
21% |
False |
False |
65 |
| 20 |
1.1970 |
1.1392 |
0.0579 |
4.9% |
0.0083 |
0.7% |
71% |
False |
False |
44 |
| 40 |
1.1970 |
1.1248 |
0.0722 |
6.1% |
0.0080 |
0.7% |
77% |
False |
False |
31 |
| 60 |
1.1970 |
1.0885 |
0.1086 |
9.2% |
0.0077 |
0.7% |
84% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2097 |
|
2.618 |
1.2004 |
|
1.618 |
1.1947 |
|
1.000 |
1.1912 |
|
0.618 |
1.1890 |
|
HIGH |
1.1855 |
|
0.618 |
1.1833 |
|
0.500 |
1.1826 |
|
0.382 |
1.1819 |
|
LOW |
1.1798 |
|
0.618 |
1.1762 |
|
1.000 |
1.1741 |
|
1.618 |
1.1705 |
|
2.618 |
1.1648 |
|
4.250 |
1.1555 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1826 |
1.1884 |
| PP |
1.1818 |
1.1856 |
| S1 |
1.1809 |
1.1828 |
|