CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 26-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0967 |
1.1065 |
0.0098 |
0.9% |
1.1239 |
| High |
1.0988 |
1.1148 |
0.0161 |
1.5% |
1.1330 |
| Low |
1.0967 |
1.1032 |
0.0065 |
0.6% |
1.0739 |
| Close |
1.0967 |
1.1139 |
0.0173 |
1.6% |
1.0749 |
| Range |
0.0021 |
0.0117 |
0.0096 |
454.8% |
0.0592 |
| ATR |
0.0142 |
0.0145 |
0.0003 |
2.0% |
0.0000 |
| Volume |
0 |
48 |
48 |
|
1,178 |
|
| Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1414 |
1.1203 |
|
| R3 |
1.1339 |
1.1297 |
1.1171 |
|
| R2 |
1.1223 |
1.1223 |
1.1160 |
|
| R1 |
1.1181 |
1.1181 |
1.1150 |
1.1202 |
| PP |
1.1106 |
1.1106 |
1.1106 |
1.1117 |
| S1 |
1.1064 |
1.1064 |
1.1128 |
1.1085 |
| S2 |
1.0990 |
1.0990 |
1.1118 |
|
| S3 |
1.0873 |
1.0948 |
1.1107 |
|
| S4 |
1.0757 |
1.0831 |
1.1075 |
|
|
| 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 |
1.1643 |
|
2.618 |
1.1453 |
|
1.618 |
1.1336 |
|
1.000 |
1.1265 |
|
0.618 |
1.1220 |
|
HIGH |
1.1148 |
|
0.618 |
1.1103 |
|
0.500 |
1.1090 |
|
0.382 |
1.1076 |
|
LOW |
1.1032 |
|
0.618 |
1.0960 |
|
1.000 |
1.0915 |
|
1.618 |
1.0843 |
|
2.618 |
1.0727 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 26-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1123 |
1.1093 |
| PP |
1.1106 |
1.1047 |
| S1 |
1.1090 |
1.1001 |
|