CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1849 |
1.1852 |
0.0003 |
0.0% |
1.1917 |
| High |
1.1935 |
1.1902 |
-0.0033 |
-0.3% |
1.2019 |
| Low |
1.1808 |
1.1841 |
0.0033 |
0.3% |
1.1808 |
| Close |
1.1842 |
1.1846 |
0.0004 |
0.0% |
1.1842 |
| Range |
0.0127 |
0.0061 |
-0.0066 |
-52.2% |
0.0211 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
18 |
7 |
-11 |
-61.1% |
35 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2044 |
1.2005 |
1.1879 |
|
| R3 |
1.1984 |
1.1945 |
1.1862 |
|
| R2 |
1.1923 |
1.1923 |
1.1857 |
|
| R1 |
1.1884 |
1.1884 |
1.1851 |
1.1874 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1857 |
| S1 |
1.1824 |
1.1824 |
1.1840 |
1.1813 |
| S2 |
1.1802 |
1.1802 |
1.1834 |
|
| S3 |
1.1742 |
1.1763 |
1.1829 |
|
| S4 |
1.1681 |
1.1703 |
1.1812 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2523 |
1.2393 |
1.1958 |
|
| R3 |
1.2312 |
1.2182 |
1.1900 |
|
| R2 |
1.2101 |
1.2101 |
1.1880 |
|
| R1 |
1.1971 |
1.1971 |
1.1861 |
1.1930 |
| PP |
1.1890 |
1.1890 |
1.1890 |
1.1869 |
| S1 |
1.1760 |
1.1760 |
1.1822 |
1.1719 |
| S2 |
1.1679 |
1.1679 |
1.1803 |
|
| S3 |
1.1468 |
1.1549 |
1.1783 |
|
| S4 |
1.1257 |
1.1338 |
1.1725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2019 |
1.1808 |
0.0211 |
1.8% |
0.0082 |
0.7% |
18% |
False |
False |
8 |
| 10 |
1.2019 |
1.1769 |
0.0251 |
2.1% |
0.0076 |
0.6% |
31% |
False |
False |
11 |
| 20 |
1.2019 |
1.1756 |
0.0263 |
2.2% |
0.0086 |
0.7% |
34% |
False |
False |
38 |
| 40 |
1.2019 |
1.1255 |
0.0765 |
6.5% |
0.0080 |
0.7% |
77% |
False |
False |
33 |
| 60 |
1.2019 |
1.1186 |
0.0833 |
7.0% |
0.0079 |
0.7% |
79% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2159 |
|
2.618 |
1.2060 |
|
1.618 |
1.1999 |
|
1.000 |
1.1962 |
|
0.618 |
1.1939 |
|
HIGH |
1.1902 |
|
0.618 |
1.1878 |
|
0.500 |
1.1871 |
|
0.382 |
1.1864 |
|
LOW |
1.1841 |
|
0.618 |
1.1804 |
|
1.000 |
1.1781 |
|
1.618 |
1.1743 |
|
2.618 |
1.1683 |
|
4.250 |
1.1584 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1871 |
1.1871 |
| PP |
1.1863 |
1.1863 |
| S1 |
1.1854 |
1.1854 |
|