CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 24-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0886 |
0.0089 |
0.8% |
1.1239 |
| High |
1.0926 |
1.0989 |
0.0063 |
0.6% |
1.1330 |
| Low |
1.0730 |
1.0854 |
0.0124 |
1.2% |
1.0739 |
| Close |
1.0832 |
1.0858 |
0.0026 |
0.2% |
1.0749 |
| Range |
0.0196 |
0.0135 |
-0.0061 |
-30.9% |
0.0592 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.7% |
0.0000 |
| Volume |
77 |
72 |
-5 |
-6.5% |
1,178 |
|
| Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1216 |
1.0932 |
|
| R3 |
1.1170 |
1.1081 |
1.0895 |
|
| R2 |
1.1035 |
1.1035 |
1.0882 |
|
| R1 |
1.0946 |
1.0946 |
1.0870 |
1.0923 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0888 |
| S1 |
1.0811 |
1.0811 |
1.0845 |
1.0788 |
| S2 |
1.0765 |
1.0765 |
1.0833 |
|
| S3 |
1.0630 |
1.0676 |
1.0820 |
|
| S4 |
1.0495 |
1.0541 |
1.0783 |
|
|
| 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 |
1.1562 |
|
2.618 |
1.1342 |
|
1.618 |
1.1207 |
|
1.000 |
1.1124 |
|
0.618 |
1.1072 |
|
HIGH |
1.0989 |
|
0.618 |
1.0937 |
|
0.500 |
1.0921 |
|
0.382 |
1.0905 |
|
LOW |
1.0854 |
|
0.618 |
1.0770 |
|
1.000 |
1.0719 |
|
1.618 |
1.0635 |
|
2.618 |
1.0500 |
|
4.250 |
1.0280 |
|
|
| Fisher Pivots for day following 24-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0859 |
| PP |
1.0900 |
1.0859 |
| S1 |
1.0879 |
1.0858 |
|