CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 31-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1095 |
-0.0100 |
-0.9% |
1.0744 |
| High |
1.1215 |
1.1116 |
-0.0099 |
-0.9% |
1.1219 |
| Low |
1.1080 |
1.0993 |
-0.0087 |
-0.8% |
1.0701 |
| Close |
1.1096 |
1.1080 |
-0.0016 |
-0.1% |
1.1190 |
| Range |
0.0135 |
0.0123 |
-0.0012 |
-8.9% |
0.0519 |
| ATR |
0.0152 |
0.0150 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
586 |
561 |
-25 |
-4.3% |
4,204 |
|
| Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1432 |
1.1379 |
1.1148 |
|
| R3 |
1.1309 |
1.1256 |
1.1114 |
|
| R2 |
1.1186 |
1.1186 |
1.1103 |
|
| R1 |
1.1133 |
1.1133 |
1.1091 |
1.1098 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1046 |
| S1 |
1.1010 |
1.1010 |
1.1069 |
1.0975 |
| S2 |
1.0940 |
1.0940 |
1.1057 |
|
| S3 |
1.0817 |
1.0887 |
1.1046 |
|
| S4 |
1.0694 |
1.0764 |
1.1012 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2592 |
1.2410 |
1.1475 |
|
| R3 |
1.2074 |
1.1891 |
1.1333 |
|
| R2 |
1.1555 |
1.1555 |
1.1285 |
|
| R1 |
1.1373 |
1.1373 |
1.1238 |
1.1464 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1082 |
| S1 |
1.0854 |
1.0854 |
1.1142 |
1.0945 |
| S2 |
1.0518 |
1.0518 |
1.1095 |
|
| S3 |
1.0000 |
1.0336 |
1.1047 |
|
| S4 |
0.9481 |
0.9817 |
1.0905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1219 |
1.0836 |
0.0383 |
3.5% |
0.0153 |
1.4% |
64% |
False |
False |
713 |
| 10 |
1.1219 |
1.0701 |
0.0519 |
4.7% |
0.0187 |
1.7% |
73% |
False |
False |
860 |
| 20 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0166 |
1.5% |
44% |
False |
False |
680 |
| 40 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0113 |
1.0% |
44% |
False |
False |
489 |
| 60 |
1.1572 |
1.0701 |
0.0871 |
7.9% |
0.0086 |
0.8% |
44% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1639 |
|
2.618 |
1.1438 |
|
1.618 |
1.1315 |
|
1.000 |
1.1239 |
|
0.618 |
1.1192 |
|
HIGH |
1.1116 |
|
0.618 |
1.1069 |
|
0.500 |
1.1055 |
|
0.382 |
1.1040 |
|
LOW |
1.0993 |
|
0.618 |
1.0917 |
|
1.000 |
1.0870 |
|
1.618 |
1.0794 |
|
2.618 |
1.0671 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 31-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1072 |
1.1106 |
| PP |
1.1063 |
1.1097 |
| S1 |
1.1055 |
1.1089 |
|