CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1838 |
1.1850 |
0.0012 |
0.1% |
1.1917 |
| High |
1.1894 |
1.1890 |
-0.0005 |
0.0% |
1.2019 |
| Low |
1.1838 |
1.1830 |
-0.0008 |
-0.1% |
1.1808 |
| Close |
1.1886 |
1.1868 |
-0.0018 |
-0.2% |
1.1842 |
| Range |
0.0056 |
0.0060 |
0.0004 |
6.3% |
0.0211 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
11 |
13 |
2 |
18.2% |
35 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.2014 |
1.1901 |
|
| R3 |
1.1982 |
1.1955 |
1.1884 |
|
| R2 |
1.1922 |
1.1922 |
1.1879 |
|
| R1 |
1.1895 |
1.1895 |
1.1873 |
1.1909 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1869 |
| S1 |
1.1836 |
1.1836 |
1.1863 |
1.1849 |
| S2 |
1.1803 |
1.1803 |
1.1857 |
|
| S3 |
1.1744 |
1.1776 |
1.1852 |
|
| S4 |
1.1684 |
1.1717 |
1.1835 |
|
|
| 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 |
1.1935 |
1.1808 |
0.0127 |
1.1% |
0.0072 |
0.6% |
47% |
False |
False |
10 |
| 10 |
1.2019 |
1.1808 |
0.0211 |
1.8% |
0.0069 |
0.6% |
28% |
False |
False |
11 |
| 20 |
1.2019 |
1.1756 |
0.0263 |
2.2% |
0.0084 |
0.7% |
43% |
False |
False |
38 |
| 40 |
1.2019 |
1.1255 |
0.0765 |
6.4% |
0.0079 |
0.7% |
80% |
False |
False |
32 |
| 60 |
1.2019 |
1.1248 |
0.0771 |
6.5% |
0.0080 |
0.7% |
80% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2142 |
|
2.618 |
1.2045 |
|
1.618 |
1.1986 |
|
1.000 |
1.1949 |
|
0.618 |
1.1926 |
|
HIGH |
1.1890 |
|
0.618 |
1.1867 |
|
0.500 |
1.1860 |
|
0.382 |
1.1853 |
|
LOW |
1.1830 |
|
0.618 |
1.1793 |
|
1.000 |
1.1771 |
|
1.618 |
1.1734 |
|
2.618 |
1.1674 |
|
4.250 |
1.1577 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1865 |
1.1867 |
| PP |
1.1863 |
1.1867 |
| S1 |
1.1860 |
1.1866 |
|