CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 20-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.0838 |
-0.0192 |
-1.7% |
1.1239 |
| High |
1.1091 |
1.0929 |
-0.0162 |
-1.5% |
1.1330 |
| Low |
1.0776 |
1.0739 |
-0.0038 |
-0.3% |
1.0739 |
| Close |
1.0781 |
1.0749 |
-0.0032 |
-0.3% |
1.0749 |
| Range |
0.0315 |
0.0191 |
-0.0124 |
-39.4% |
0.0592 |
| ATR |
0.0134 |
0.0138 |
0.0004 |
3.0% |
0.0000 |
| Volume |
213 |
166 |
-47 |
-22.1% |
1,178 |
|
| Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1253 |
1.0853 |
|
| R3 |
1.1186 |
1.1063 |
1.0801 |
|
| R2 |
1.0996 |
1.0996 |
1.0783 |
|
| R1 |
1.0872 |
1.0872 |
1.0766 |
1.0839 |
| PP |
1.0805 |
1.0805 |
1.0805 |
1.0789 |
| S1 |
1.0682 |
1.0682 |
1.0731 |
1.0648 |
| S2 |
1.0615 |
1.0615 |
1.0714 |
|
| S3 |
1.0424 |
1.0491 |
1.0696 |
|
| S4 |
1.0234 |
1.0301 |
1.0644 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2323 |
1.1074 |
|
| R3 |
1.2122 |
1.1731 |
1.0911 |
|
| R2 |
1.1531 |
1.1531 |
1.0857 |
|
| R1 |
1.1140 |
1.1140 |
1.0803 |
1.1039 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0889 |
| S1 |
1.0548 |
1.0548 |
1.0694 |
1.0448 |
| S2 |
1.0348 |
1.0348 |
1.0640 |
|
| S3 |
0.9756 |
0.9957 |
1.0586 |
|
| S4 |
0.9165 |
0.9365 |
1.0423 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1739 |
|
2.618 |
1.1428 |
|
1.618 |
1.1237 |
|
1.000 |
1.1120 |
|
0.618 |
1.1047 |
|
HIGH |
1.0929 |
|
0.618 |
1.0856 |
|
0.500 |
1.0834 |
|
0.382 |
1.0811 |
|
LOW |
1.0739 |
|
0.618 |
1.0621 |
|
1.000 |
1.0548 |
|
1.618 |
1.0430 |
|
2.618 |
1.0240 |
|
4.250 |
0.9929 |
|
|
| Fisher Pivots for day following 20-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0834 |
1.0943 |
| PP |
1.0805 |
1.0878 |
| S1 |
1.0777 |
1.0813 |
|