CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 19-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1106 |
1.1030 |
-0.0077 |
-0.7% |
1.1490 |
| High |
1.1147 |
1.1091 |
-0.0056 |
-0.5% |
1.1601 |
| Low |
1.0917 |
1.0776 |
-0.0141 |
-1.3% |
1.1165 |
| Close |
1.0985 |
1.0781 |
-0.0205 |
-1.9% |
1.1183 |
| Range |
0.0230 |
0.0315 |
0.0085 |
36.7% |
0.0436 |
| ATR |
0.0120 |
0.0134 |
0.0014 |
11.6% |
0.0000 |
| Volume |
418 |
213 |
-205 |
-49.0% |
611 |
|
| Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1618 |
1.0953 |
|
| R3 |
1.1511 |
1.1303 |
1.0867 |
|
| R2 |
1.1197 |
1.1197 |
1.0838 |
|
| R1 |
1.0989 |
1.0989 |
1.0809 |
1.0936 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0856 |
| S1 |
1.0674 |
1.0674 |
1.0752 |
1.0621 |
| S2 |
1.0568 |
1.0568 |
1.0723 |
|
| S3 |
1.0253 |
1.0360 |
1.0694 |
|
| S4 |
0.9939 |
1.0045 |
1.0608 |
|
|
| 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 |
1.2427 |
|
2.618 |
1.1914 |
|
1.618 |
1.1599 |
|
1.000 |
1.1405 |
|
0.618 |
1.1285 |
|
HIGH |
1.1091 |
|
0.618 |
1.0970 |
|
0.500 |
1.0933 |
|
0.382 |
1.0896 |
|
LOW |
1.0776 |
|
0.618 |
1.0582 |
|
1.000 |
1.0462 |
|
1.618 |
1.0267 |
|
2.618 |
0.9953 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 19-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.1036 |
| PP |
1.0882 |
1.0951 |
| S1 |
1.0831 |
1.0866 |
|