CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 05-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2020 |
05-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1298 |
1.1320 |
0.0022 |
0.2% |
1.0985 |
| High |
1.1298 |
1.1354 |
0.0056 |
0.5% |
1.1196 |
| Low |
1.1241 |
1.1262 |
0.0022 |
0.2% |
1.0980 |
| Close |
1.1266 |
1.1323 |
0.0057 |
0.5% |
1.1189 |
| Range |
0.0058 |
0.0092 |
0.0035 |
60.0% |
0.0216 |
| ATR |
|
|
|
|
|
| Volume |
61 |
137 |
76 |
124.6% |
673 |
|
| Daily Pivots for day following 05-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1548 |
1.1374 |
|
| R3 |
1.1497 |
1.1456 |
1.1348 |
|
| R2 |
1.1405 |
1.1405 |
1.1340 |
|
| R1 |
1.1364 |
1.1364 |
1.1331 |
1.1385 |
| PP |
1.1313 |
1.1313 |
1.1313 |
1.1323 |
| S1 |
1.1272 |
1.1272 |
1.1315 |
1.1293 |
| S2 |
1.1221 |
1.1221 |
1.1306 |
|
| S3 |
1.1129 |
1.1180 |
1.1298 |
|
| S4 |
1.1037 |
1.1088 |
1.1272 |
|
|
| Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1769 |
1.1695 |
1.1307 |
|
| R3 |
1.1553 |
1.1479 |
1.1248 |
|
| R2 |
1.1337 |
1.1337 |
1.1228 |
|
| R1 |
1.1263 |
1.1263 |
1.1208 |
1.1300 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1140 |
| S1 |
1.1047 |
1.1047 |
1.1169 |
1.1084 |
| S2 |
1.0905 |
1.0905 |
1.1149 |
|
| S3 |
1.0689 |
1.0831 |
1.1129 |
|
| S4 |
1.0473 |
1.0615 |
1.1070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1745 |
|
2.618 |
1.1595 |
|
1.618 |
1.1503 |
|
1.000 |
1.1446 |
|
0.618 |
1.1411 |
|
HIGH |
1.1354 |
|
0.618 |
1.1319 |
|
0.500 |
1.1308 |
|
0.382 |
1.1297 |
|
LOW |
1.1262 |
|
0.618 |
1.1205 |
|
1.000 |
1.1170 |
|
1.618 |
1.1113 |
|
2.618 |
1.1021 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 05-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1314 |
| PP |
1.1313 |
1.1306 |
| S1 |
1.1308 |
1.1297 |
|