CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 10-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1490 |
1.1508 |
0.0018 |
0.2% |
1.1206 |
| High |
1.1601 |
1.1521 |
-0.0080 |
-0.7% |
1.1452 |
| Low |
1.1469 |
1.1391 |
-0.0079 |
-0.7% |
1.1195 |
| Close |
1.1574 |
1.1404 |
-0.0171 |
-1.5% |
1.1435 |
| Range |
0.0132 |
0.0131 |
-0.0002 |
-1.1% |
0.0258 |
| ATR |
0.0077 |
0.0084 |
0.0008 |
9.9% |
0.0000 |
| Volume |
183 |
248 |
65 |
35.5% |
517 |
|
| Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1830 |
1.1747 |
1.1475 |
|
| R3 |
1.1699 |
1.1617 |
1.1439 |
|
| R2 |
1.1569 |
1.1569 |
1.1427 |
|
| R1 |
1.1486 |
1.1486 |
1.1415 |
1.1462 |
| PP |
1.1438 |
1.1438 |
1.1438 |
1.1426 |
| S1 |
1.1356 |
1.1356 |
1.1392 |
1.1332 |
| S2 |
1.1308 |
1.1308 |
1.1380 |
|
| S3 |
1.1177 |
1.1225 |
1.1368 |
|
| S4 |
1.1047 |
1.1095 |
1.1332 |
|
|
| 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 |
1.2076 |
|
2.618 |
1.1863 |
|
1.618 |
1.1732 |
|
1.000 |
1.1652 |
|
0.618 |
1.1602 |
|
HIGH |
1.1521 |
|
0.618 |
1.1471 |
|
0.500 |
1.1456 |
|
0.382 |
1.1440 |
|
LOW |
1.1391 |
|
0.618 |
1.1310 |
|
1.000 |
1.1260 |
|
1.618 |
1.1179 |
|
2.618 |
1.1049 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 10-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1456 |
1.1490 |
| PP |
1.1438 |
1.1461 |
| S1 |
1.1421 |
1.1432 |
|