CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 16-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1232 |
1.1239 |
0.0007 |
0.1% |
1.1490 |
| High |
1.1297 |
1.1330 |
0.0033 |
0.3% |
1.1601 |
| Low |
1.1165 |
1.1206 |
0.0041 |
0.4% |
1.1165 |
| Close |
1.1183 |
1.1284 |
0.0101 |
0.9% |
1.1183 |
| Range |
0.0132 |
0.0125 |
-0.0008 |
-5.7% |
0.0436 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.5% |
0.0000 |
| Volume |
95 |
169 |
74 |
77.9% |
611 |
|
| Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1647 |
1.1590 |
1.1352 |
|
| R3 |
1.1522 |
1.1465 |
1.1318 |
|
| R2 |
1.1398 |
1.1398 |
1.1307 |
|
| R1 |
1.1341 |
1.1341 |
1.1295 |
1.1369 |
| PP |
1.1273 |
1.1273 |
1.1273 |
1.1287 |
| S1 |
1.1216 |
1.1216 |
1.1273 |
1.1245 |
| S2 |
1.1149 |
1.1149 |
1.1261 |
|
| S3 |
1.1024 |
1.1092 |
1.1250 |
|
| S4 |
1.0900 |
1.0967 |
1.1216 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2340 |
1.1423 |
|
| R3 |
1.2188 |
1.1904 |
1.1303 |
|
| R2 |
1.1752 |
1.1752 |
1.1263 |
|
| R1 |
1.1468 |
1.1468 |
1.1223 |
1.1392 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1279 |
| S1 |
1.1032 |
1.1032 |
1.1143 |
1.0956 |
| S2 |
1.0880 |
1.0880 |
1.1103 |
|
| S3 |
1.0444 |
1.0596 |
1.1063 |
|
| S4 |
1.0008 |
1.0160 |
1.0943 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1859 |
|
2.618 |
1.1656 |
|
1.618 |
1.1531 |
|
1.000 |
1.1455 |
|
0.618 |
1.1407 |
|
HIGH |
1.1330 |
|
0.618 |
1.1282 |
|
0.500 |
1.1268 |
|
0.382 |
1.1253 |
|
LOW |
1.1206 |
|
0.618 |
1.1129 |
|
1.000 |
1.1081 |
|
1.618 |
1.1004 |
|
2.618 |
1.0880 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 16-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1279 |
1.1295 |
| PP |
1.1273 |
1.1292 |
| S1 |
1.1268 |
1.1288 |
|