CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1894 |
1.1917 |
0.0023 |
0.2% |
1.1802 |
| High |
1.1901 |
1.1935 |
0.0035 |
0.3% |
1.1916 |
| Low |
1.1842 |
1.1886 |
0.0044 |
0.4% |
1.1769 |
| Close |
1.1894 |
1.1921 |
0.0028 |
0.2% |
1.1894 |
| Range |
0.0059 |
0.0050 |
-0.0009 |
-15.4% |
0.0147 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
37 |
2 |
-35 |
-94.6% |
77 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2062 |
1.2041 |
1.1948 |
|
| R3 |
1.2013 |
1.1992 |
1.1935 |
|
| R2 |
1.1963 |
1.1963 |
1.1930 |
|
| R1 |
1.1942 |
1.1942 |
1.1926 |
1.1953 |
| PP |
1.1914 |
1.1914 |
1.1914 |
1.1919 |
| S1 |
1.1893 |
1.1893 |
1.1916 |
1.1903 |
| S2 |
1.1864 |
1.1864 |
1.1912 |
|
| S3 |
1.1815 |
1.1843 |
1.1907 |
|
| S4 |
1.1765 |
1.1794 |
1.1894 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2300 |
1.2244 |
1.1974 |
|
| R3 |
1.2153 |
1.2097 |
1.1934 |
|
| R2 |
1.2006 |
1.2006 |
1.1920 |
|
| R1 |
1.1950 |
1.1950 |
1.1907 |
1.1978 |
| PP |
1.1859 |
1.1859 |
1.1859 |
1.1873 |
| S1 |
1.1803 |
1.1803 |
1.1880 |
1.1831 |
| S2 |
1.1712 |
1.1712 |
1.1867 |
|
| S3 |
1.1565 |
1.1656 |
1.1853 |
|
| S4 |
1.1418 |
1.1509 |
1.1813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1935 |
1.1769 |
0.0167 |
1.4% |
0.0070 |
0.6% |
92% |
True |
False |
14 |
| 10 |
1.1970 |
1.1769 |
0.0202 |
1.7% |
0.0081 |
0.7% |
76% |
False |
False |
24 |
| 20 |
1.1970 |
1.1489 |
0.0482 |
4.0% |
0.0085 |
0.7% |
90% |
False |
False |
43 |
| 40 |
1.1970 |
1.1251 |
0.0720 |
6.0% |
0.0078 |
0.7% |
93% |
False |
False |
32 |
| 60 |
1.1970 |
1.0957 |
0.1013 |
8.5% |
0.0078 |
0.7% |
95% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2145 |
|
2.618 |
1.2065 |
|
1.618 |
1.2015 |
|
1.000 |
1.1985 |
|
0.618 |
1.1966 |
|
HIGH |
1.1935 |
|
0.618 |
1.1916 |
|
0.500 |
1.1910 |
|
0.382 |
1.1904 |
|
LOW |
1.1886 |
|
0.618 |
1.1855 |
|
1.000 |
1.1836 |
|
1.618 |
1.1805 |
|
2.618 |
1.1756 |
|
4.250 |
1.1675 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1910 |
| PP |
1.1914 |
1.1899 |
| S1 |
1.1910 |
1.1889 |
|