CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2010 |
1.1969 |
-0.0041 |
-0.3% |
1.1852 |
| High |
1.2061 |
1.1978 |
-0.0083 |
-0.7% |
1.1972 |
| Low |
1.1958 |
1.1876 |
-0.0083 |
-0.7% |
1.1820 |
| Close |
1.1963 |
1.1879 |
-0.0085 |
-0.7% |
1.1944 |
| Range |
0.0103 |
0.0103 |
0.0000 |
0.0% |
0.0153 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.2% |
0.0000 |
| Volume |
99 |
33 |
-66 |
-66.7% |
62 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2218 |
1.2151 |
1.1935 |
|
| R3 |
1.2116 |
1.2048 |
1.1907 |
|
| R2 |
1.2013 |
1.2013 |
1.1897 |
|
| R1 |
1.1946 |
1.1946 |
1.1888 |
1.1928 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1902 |
| S1 |
1.1843 |
1.1843 |
1.1869 |
1.1826 |
| S2 |
1.1808 |
1.1808 |
1.1860 |
|
| S3 |
1.1706 |
1.1741 |
1.1850 |
|
| S4 |
1.1603 |
1.1638 |
1.1822 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2369 |
1.2309 |
1.2028 |
|
| R3 |
1.2217 |
1.2157 |
1.1986 |
|
| R2 |
1.2064 |
1.2064 |
1.1972 |
|
| R1 |
1.2004 |
1.2004 |
1.1958 |
1.2034 |
| PP |
1.1912 |
1.1912 |
1.1912 |
1.1927 |
| S1 |
1.1852 |
1.1852 |
1.1930 |
1.1882 |
| S2 |
1.1759 |
1.1759 |
1.1916 |
|
| S3 |
1.1607 |
1.1699 |
1.1902 |
|
| S4 |
1.1454 |
1.1547 |
1.1860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2061 |
1.1820 |
0.0241 |
2.0% |
0.0104 |
0.9% |
24% |
False |
False |
36 |
| 10 |
1.2061 |
1.1808 |
0.0253 |
2.1% |
0.0088 |
0.7% |
28% |
False |
False |
23 |
| 20 |
1.2061 |
1.1769 |
0.0292 |
2.5% |
0.0083 |
0.7% |
38% |
False |
False |
16 |
| 40 |
1.2061 |
1.1325 |
0.0736 |
6.2% |
0.0081 |
0.7% |
75% |
False |
False |
30 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0081 |
0.7% |
78% |
False |
False |
27 |
| 80 |
1.2061 |
1.0857 |
0.1204 |
10.1% |
0.0078 |
0.7% |
85% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2414 |
|
2.618 |
1.2246 |
|
1.618 |
1.2144 |
|
1.000 |
1.2081 |
|
0.618 |
1.2041 |
|
HIGH |
1.1978 |
|
0.618 |
1.1939 |
|
0.500 |
1.1927 |
|
0.382 |
1.1915 |
|
LOW |
1.1876 |
|
0.618 |
1.1812 |
|
1.000 |
1.1773 |
|
1.618 |
1.1710 |
|
2.618 |
1.1607 |
|
4.250 |
1.1440 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1927 |
1.1968 |
| PP |
1.1911 |
1.1938 |
| S1 |
1.1895 |
1.1908 |
|