CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1881 |
1.1893 |
0.0012 |
0.1% |
1.1971 |
| High |
1.1915 |
1.1917 |
0.0002 |
0.0% |
1.2061 |
| Low |
1.1843 |
1.1839 |
-0.0005 |
0.0% |
1.1839 |
| Close |
1.1910 |
1.1905 |
-0.0006 |
0.0% |
1.1905 |
| Range |
0.0072 |
0.0079 |
0.0007 |
9.0% |
0.0222 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
168 |
61 |
-107 |
-63.7% |
378 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2092 |
1.1948 |
|
| R3 |
1.2044 |
1.2013 |
1.1926 |
|
| R2 |
1.1965 |
1.1965 |
1.1919 |
|
| R1 |
1.1935 |
1.1935 |
1.1912 |
1.1950 |
| PP |
1.1887 |
1.1887 |
1.1887 |
1.1894 |
| S1 |
1.1856 |
1.1856 |
1.1897 |
1.1872 |
| S2 |
1.1808 |
1.1808 |
1.1890 |
|
| S3 |
1.1730 |
1.1778 |
1.1883 |
|
| S4 |
1.1651 |
1.1699 |
1.1861 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2475 |
1.2027 |
|
| R3 |
1.2379 |
1.2253 |
1.1966 |
|
| R2 |
1.2157 |
1.2157 |
1.1945 |
|
| R1 |
1.2031 |
1.2031 |
1.1925 |
1.1983 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1911 |
| S1 |
1.1809 |
1.1809 |
1.1884 |
1.1761 |
| S2 |
1.1713 |
1.1713 |
1.1864 |
|
| S3 |
1.1491 |
1.1587 |
1.1843 |
|
| S4 |
1.1269 |
1.1365 |
1.1782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2061 |
1.1839 |
0.0222 |
1.9% |
0.0087 |
0.7% |
30% |
False |
True |
75 |
| 10 |
1.2061 |
1.1820 |
0.0241 |
2.0% |
0.0085 |
0.7% |
35% |
False |
False |
44 |
| 20 |
1.2061 |
1.1769 |
0.0292 |
2.5% |
0.0080 |
0.7% |
47% |
False |
False |
27 |
| 40 |
1.2061 |
1.1391 |
0.0670 |
5.6% |
0.0081 |
0.7% |
77% |
False |
False |
36 |
| 60 |
1.2061 |
1.1248 |
0.0813 |
6.8% |
0.0081 |
0.7% |
81% |
False |
False |
29 |
| 80 |
1.2061 |
1.0857 |
0.1204 |
10.1% |
0.0077 |
0.7% |
87% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2251 |
|
2.618 |
1.2123 |
|
1.618 |
1.2044 |
|
1.000 |
1.1996 |
|
0.618 |
1.1966 |
|
HIGH |
1.1917 |
|
0.618 |
1.1887 |
|
0.500 |
1.1878 |
|
0.382 |
1.1868 |
|
LOW |
1.1839 |
|
0.618 |
1.1790 |
|
1.000 |
1.1760 |
|
1.618 |
1.1711 |
|
2.618 |
1.1633 |
|
4.250 |
1.1505 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1896 |
1.1908 |
| PP |
1.1887 |
1.1907 |
| S1 |
1.1878 |
1.1906 |
|