CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1850 |
1.1875 |
0.0025 |
0.2% |
1.1917 |
| High |
1.1890 |
1.1950 |
0.0060 |
0.5% |
1.2019 |
| Low |
1.1830 |
1.1820 |
-0.0011 |
-0.1% |
1.1808 |
| Close |
1.1868 |
1.1878 |
0.0010 |
0.1% |
1.1842 |
| Range |
0.0060 |
0.0130 |
0.0071 |
118.5% |
0.0211 |
| ATR |
0.0082 |
0.0086 |
0.0003 |
4.2% |
0.0000 |
| Volume |
13 |
4 |
-9 |
-69.2% |
35 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2272 |
1.2205 |
1.1949 |
|
| R3 |
1.2142 |
1.2075 |
1.1913 |
|
| R2 |
1.2012 |
1.2012 |
1.1901 |
|
| R1 |
1.1945 |
1.1945 |
1.1889 |
1.1979 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1899 |
| S1 |
1.1815 |
1.1815 |
1.1866 |
1.1849 |
| S2 |
1.1752 |
1.1752 |
1.1854 |
|
| S3 |
1.1622 |
1.1685 |
1.1842 |
|
| S4 |
1.1492 |
1.1555 |
1.1806 |
|
|
| 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 |
1.1950 |
1.1808 |
0.0142 |
1.2% |
0.0087 |
0.7% |
49% |
True |
False |
10 |
| 10 |
1.2019 |
1.1808 |
0.0211 |
1.8% |
0.0076 |
0.6% |
33% |
False |
False |
10 |
| 20 |
1.2019 |
1.1756 |
0.0263 |
2.2% |
0.0085 |
0.7% |
46% |
False |
False |
37 |
| 40 |
1.2019 |
1.1289 |
0.0731 |
6.2% |
0.0080 |
0.7% |
81% |
False |
False |
27 |
| 60 |
1.2019 |
1.1248 |
0.0771 |
6.5% |
0.0081 |
0.7% |
82% |
False |
False |
26 |
| 80 |
1.2019 |
1.0854 |
0.1166 |
9.8% |
0.0074 |
0.6% |
88% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2502 |
|
2.618 |
1.2290 |
|
1.618 |
1.2160 |
|
1.000 |
1.2080 |
|
0.618 |
1.2030 |
|
HIGH |
1.1950 |
|
0.618 |
1.1900 |
|
0.500 |
1.1885 |
|
0.382 |
1.1869 |
|
LOW |
1.1820 |
|
0.618 |
1.1739 |
|
1.000 |
1.1690 |
|
1.618 |
1.1609 |
|
2.618 |
1.1479 |
|
4.250 |
1.1267 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1885 |
| PP |
1.1882 |
1.1882 |
| S1 |
1.1880 |
1.1880 |
|