CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1979 |
1.1988 |
0.0009 |
0.1% |
1.1802 |
| High |
1.2019 |
1.2007 |
-0.0012 |
-0.1% |
1.1916 |
| Low |
1.1975 |
1.1890 |
-0.0085 |
-0.7% |
1.1769 |
| Close |
1.1994 |
1.1910 |
-0.0084 |
-0.7% |
1.1894 |
| Range |
0.0044 |
0.0117 |
0.0073 |
165.9% |
0.0147 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.7% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
77 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2215 |
1.1974 |
|
| R3 |
1.2170 |
1.2098 |
1.1942 |
|
| R2 |
1.2053 |
1.2053 |
1.1931 |
|
| R1 |
1.1981 |
1.1981 |
1.1921 |
1.1959 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1924 |
| S1 |
1.1864 |
1.1864 |
1.1899 |
1.1842 |
| S2 |
1.1819 |
1.1819 |
1.1889 |
|
| S3 |
1.1702 |
1.1747 |
1.1878 |
|
| S4 |
1.1585 |
1.1630 |
1.1846 |
|
|
| 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 |
1.2019 |
1.1842 |
0.0177 |
1.5% |
0.0066 |
0.6% |
38% |
False |
False |
13 |
| 10 |
1.2019 |
1.1769 |
0.0251 |
2.1% |
0.0079 |
0.7% |
56% |
False |
False |
10 |
| 20 |
1.2019 |
1.1607 |
0.0413 |
3.5% |
0.0082 |
0.7% |
74% |
False |
False |
39 |
| 40 |
1.2019 |
1.1255 |
0.0765 |
6.4% |
0.0077 |
0.6% |
86% |
False |
False |
32 |
| 60 |
1.2019 |
1.1016 |
0.1004 |
8.4% |
0.0078 |
0.7% |
89% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2504 |
|
2.618 |
1.2313 |
|
1.618 |
1.2196 |
|
1.000 |
1.2124 |
|
0.618 |
1.2079 |
|
HIGH |
1.2007 |
|
0.618 |
1.1962 |
|
0.500 |
1.1949 |
|
0.382 |
1.1935 |
|
LOW |
1.1890 |
|
0.618 |
1.1818 |
|
1.000 |
1.1773 |
|
1.618 |
1.1701 |
|
2.618 |
1.1584 |
|
4.250 |
1.1393 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1949 |
1.1952 |
| PP |
1.1936 |
1.1938 |
| S1 |
1.1923 |
1.1924 |
|