CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1782 |
1.1895 |
0.0113 |
1.0% |
1.1835 |
| High |
1.1869 |
1.1916 |
0.0047 |
0.4% |
1.1970 |
| Low |
1.1769 |
1.1854 |
0.0086 |
0.7% |
1.1756 |
| Close |
1.1841 |
1.1855 |
0.0014 |
0.1% |
1.1838 |
| Range |
0.0101 |
0.0062 |
-0.0039 |
-38.8% |
0.0214 |
| ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
16 |
15 |
-1 |
-6.3% |
164 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2059 |
1.2019 |
1.1889 |
|
| R3 |
1.1998 |
1.1957 |
1.1872 |
|
| R2 |
1.1936 |
1.1936 |
1.1866 |
|
| R1 |
1.1896 |
1.1896 |
1.1861 |
1.1885 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1870 |
| S1 |
1.1834 |
1.1834 |
1.1849 |
1.1824 |
| S2 |
1.1813 |
1.1813 |
1.1844 |
|
| S3 |
1.1752 |
1.1773 |
1.1838 |
|
| S4 |
1.1690 |
1.1711 |
1.1821 |
|
|
| 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 |
1.1937 |
1.1769 |
0.0169 |
1.4% |
0.0085 |
0.7% |
51% |
False |
False |
8 |
| 10 |
1.1970 |
1.1756 |
0.0214 |
1.8% |
0.0093 |
0.8% |
46% |
False |
False |
65 |
| 20 |
1.1970 |
1.1441 |
0.0530 |
4.5% |
0.0085 |
0.7% |
78% |
False |
False |
43 |
| 40 |
1.1970 |
1.1248 |
0.0722 |
6.1% |
0.0079 |
0.7% |
84% |
False |
False |
31 |
| 60 |
1.1970 |
1.0957 |
0.1013 |
8.5% |
0.0078 |
0.7% |
89% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2177 |
|
2.618 |
1.2077 |
|
1.618 |
1.2015 |
|
1.000 |
1.1977 |
|
0.618 |
1.1954 |
|
HIGH |
1.1916 |
|
0.618 |
1.1892 |
|
0.500 |
1.1885 |
|
0.382 |
1.1877 |
|
LOW |
1.1854 |
|
0.618 |
1.1816 |
|
1.000 |
1.1793 |
|
1.618 |
1.1754 |
|
2.618 |
1.1693 |
|
4.250 |
1.1593 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1851 |
| PP |
1.1875 |
1.1846 |
| S1 |
1.1865 |
1.1842 |
|