CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 25-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0967 |
0.0081 |
0.7% |
1.1239 |
| High |
1.0989 |
1.0988 |
-0.0001 |
0.0% |
1.1330 |
| Low |
1.0854 |
1.0967 |
0.0113 |
1.0% |
1.0739 |
| Close |
1.0858 |
1.0967 |
0.0109 |
1.0% |
1.0749 |
| Range |
0.0135 |
0.0021 |
-0.0114 |
-84.4% |
0.0592 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
72 |
0 |
-72 |
-100.0% |
1,178 |
|
| Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.1023 |
1.0978 |
|
| R3 |
1.1016 |
1.1002 |
1.0972 |
|
| R2 |
1.0995 |
1.0995 |
1.0970 |
|
| R1 |
1.0981 |
1.0981 |
1.0968 |
1.0977 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0972 |
| S1 |
1.0960 |
1.0960 |
1.0965 |
1.0956 |
| S2 |
1.0953 |
1.0953 |
1.0963 |
|
| S3 |
1.0932 |
1.0939 |
1.0961 |
|
| S4 |
1.0911 |
1.0918 |
1.0955 |
|
|
| 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 |
1.1077 |
|
2.618 |
1.1042 |
|
1.618 |
1.1021 |
|
1.000 |
1.1009 |
|
0.618 |
1.1000 |
|
HIGH |
1.0988 |
|
0.618 |
1.0979 |
|
0.500 |
1.0977 |
|
0.382 |
1.0975 |
|
LOW |
1.0967 |
|
0.618 |
1.0954 |
|
1.000 |
1.0946 |
|
1.618 |
1.0933 |
|
2.618 |
1.0912 |
|
4.250 |
1.0877 |
|
|
| Fisher Pivots for day following 25-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0931 |
| PP |
1.0974 |
1.0895 |
| S1 |
1.0970 |
1.0859 |
|