CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 17-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1297 |
0.0058 |
0.5% |
1.1490 |
| High |
1.1330 |
1.1297 |
-0.0034 |
-0.3% |
1.1601 |
| Low |
1.1206 |
1.1066 |
-0.0140 |
-1.2% |
1.1165 |
| Close |
1.1284 |
1.1106 |
-0.0178 |
-1.6% |
1.1183 |
| Range |
0.0125 |
0.0231 |
0.0107 |
85.5% |
0.0436 |
| ATR |
0.0102 |
0.0111 |
0.0009 |
9.0% |
0.0000 |
| Volume |
169 |
212 |
43 |
25.4% |
611 |
|
| Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1849 |
1.1709 |
1.1233 |
|
| R3 |
1.1618 |
1.1478 |
1.1170 |
|
| R2 |
1.1387 |
1.1387 |
1.1148 |
|
| R1 |
1.1247 |
1.1247 |
1.1127 |
1.1201 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1133 |
| S1 |
1.1016 |
1.1016 |
1.1085 |
1.0970 |
| S2 |
1.0925 |
1.0925 |
1.1064 |
|
| S3 |
1.0694 |
1.0785 |
1.1042 |
|
| S4 |
1.0463 |
1.0554 |
1.0979 |
|
|
| 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 |
1.2278 |
|
2.618 |
1.1901 |
|
1.618 |
1.1670 |
|
1.000 |
1.1528 |
|
0.618 |
1.1439 |
|
HIGH |
1.1297 |
|
0.618 |
1.1208 |
|
0.500 |
1.1181 |
|
0.382 |
1.1154 |
|
LOW |
1.1066 |
|
0.618 |
1.0923 |
|
1.000 |
1.0835 |
|
1.618 |
1.0692 |
|
2.618 |
1.0461 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 17-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1181 |
1.1198 |
| PP |
1.1156 |
1.1167 |
| S1 |
1.1131 |
1.1137 |
|