CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 09-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2020 |
09-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1379 |
1.1490 |
0.0112 |
1.0% |
1.1206 |
| High |
1.1452 |
1.1601 |
0.0149 |
1.3% |
1.1452 |
| Low |
1.1379 |
1.1469 |
0.0091 |
0.8% |
1.1195 |
| Close |
1.1435 |
1.1574 |
0.0139 |
1.2% |
1.1435 |
| Range |
0.0074 |
0.0132 |
0.0059 |
79.6% |
0.0258 |
| ATR |
0.0070 |
0.0077 |
0.0007 |
9.8% |
0.0000 |
| Volume |
86 |
183 |
97 |
112.8% |
517 |
|
| Daily Pivots for day following 09-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1944 |
1.1891 |
1.1647 |
|
| R3 |
1.1812 |
1.1759 |
1.1610 |
|
| R2 |
1.1680 |
1.1680 |
1.1598 |
|
| R1 |
1.1627 |
1.1627 |
1.1586 |
1.1654 |
| PP |
1.1548 |
1.1548 |
1.1548 |
1.1561 |
| S1 |
1.1495 |
1.1495 |
1.1562 |
1.1522 |
| S2 |
1.1416 |
1.1416 |
1.1550 |
|
| S3 |
1.1284 |
1.1363 |
1.1538 |
|
| S4 |
1.1152 |
1.1231 |
1.1501 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2133 |
1.2042 |
1.1577 |
|
| R3 |
1.1876 |
1.1784 |
1.1506 |
|
| R2 |
1.1618 |
1.1618 |
1.1482 |
|
| R1 |
1.1527 |
1.1527 |
1.1459 |
1.1572 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1383 |
| S1 |
1.1269 |
1.1269 |
1.1411 |
1.1315 |
| S2 |
1.1103 |
1.1103 |
1.1388 |
|
| S3 |
1.0846 |
1.1012 |
1.1364 |
|
| S4 |
1.0588 |
1.0754 |
1.1293 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.1947 |
|
1.618 |
1.1815 |
|
1.000 |
1.1733 |
|
0.618 |
1.1683 |
|
HIGH |
1.1601 |
|
0.618 |
1.1551 |
|
0.500 |
1.1535 |
|
0.382 |
1.1519 |
|
LOW |
1.1469 |
|
0.618 |
1.1387 |
|
1.000 |
1.1337 |
|
1.618 |
1.1255 |
|
2.618 |
1.1123 |
|
4.250 |
1.0908 |
|
|
| Fisher Pivots for day following 09-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1561 |
1.1527 |
| PP |
1.1548 |
1.1479 |
| S1 |
1.1535 |
1.1432 |
|