CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1790 |
1.1782 |
-0.0008 |
-0.1% |
1.1835 |
| High |
1.1863 |
1.1869 |
0.0007 |
0.1% |
1.1970 |
| Low |
1.1781 |
1.1769 |
-0.0012 |
-0.1% |
1.1756 |
| Close |
1.1802 |
1.1841 |
0.0039 |
0.3% |
1.1838 |
| Range |
0.0082 |
0.0101 |
0.0019 |
22.6% |
0.0214 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
164 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2085 |
1.1896 |
|
| R3 |
1.2027 |
1.1984 |
1.1869 |
|
| R2 |
1.1927 |
1.1927 |
1.1859 |
|
| R1 |
1.1884 |
1.1884 |
1.1850 |
1.1905 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1837 |
| S1 |
1.1783 |
1.1783 |
1.1832 |
1.1805 |
| S2 |
1.1726 |
1.1726 |
1.1823 |
|
| S3 |
1.1625 |
1.1683 |
1.1813 |
|
| S4 |
1.1525 |
1.1582 |
1.1786 |
|
|
| 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 |
1.1769 |
0.0202 |
1.7% |
0.0091 |
0.8% |
36% |
False |
True |
6 |
| 10 |
1.1970 |
1.1756 |
0.0214 |
1.8% |
0.0098 |
0.8% |
40% |
False |
False |
64 |
| 20 |
1.1970 |
1.1436 |
0.0534 |
4.5% |
0.0086 |
0.7% |
76% |
False |
False |
43 |
| 40 |
1.1970 |
1.1248 |
0.0722 |
6.1% |
0.0079 |
0.7% |
82% |
False |
False |
31 |
| 60 |
1.1970 |
1.0957 |
0.1013 |
8.6% |
0.0078 |
0.7% |
87% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2296 |
|
2.618 |
1.2132 |
|
1.618 |
1.2032 |
|
1.000 |
1.1970 |
|
0.618 |
1.1931 |
|
HIGH |
1.1869 |
|
0.618 |
1.1831 |
|
0.500 |
1.1819 |
|
0.382 |
1.1807 |
|
LOW |
1.1769 |
|
0.618 |
1.1706 |
|
1.000 |
1.1668 |
|
1.618 |
1.1606 |
|
2.618 |
1.1505 |
|
4.250 |
1.1341 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1834 |
1.1834 |
| PP |
1.1826 |
1.1826 |
| S1 |
1.1819 |
1.1819 |
|