CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 27-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1173 |
0.0109 |
1.0% |
1.0797 |
| High |
1.1148 |
1.1243 |
0.0095 |
0.9% |
1.1243 |
| Low |
1.1032 |
1.1053 |
0.0021 |
0.2% |
1.0730 |
| Close |
1.1139 |
1.1218 |
0.0079 |
0.7% |
1.1218 |
| Range |
0.0117 |
0.0191 |
0.0074 |
63.5% |
0.0513 |
| ATR |
0.0145 |
0.0148 |
0.0003 |
2.2% |
0.0000 |
| Volume |
48 |
322 |
274 |
570.8% |
519 |
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1743 |
1.1671 |
1.1323 |
|
| R3 |
1.1552 |
1.1480 |
1.1270 |
|
| R2 |
1.1362 |
1.1362 |
1.1253 |
|
| R1 |
1.1290 |
1.1290 |
1.1235 |
1.1326 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1189 |
| S1 |
1.1099 |
1.1099 |
1.1201 |
1.1135 |
| S2 |
1.0981 |
1.0981 |
1.1183 |
|
| S3 |
1.0790 |
1.0909 |
1.1166 |
|
| S4 |
1.0600 |
1.0718 |
1.1113 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2603 |
1.2423 |
1.1500 |
|
| R3 |
1.2090 |
1.1910 |
1.1359 |
|
| R2 |
1.1577 |
1.1577 |
1.1312 |
|
| R1 |
1.1397 |
1.1397 |
1.1265 |
1.1487 |
| PP |
1.1064 |
1.1064 |
1.1064 |
1.1109 |
| S1 |
1.0884 |
1.0884 |
1.1171 |
1.0974 |
| S2 |
1.0551 |
1.0551 |
1.1124 |
|
| S3 |
1.0038 |
1.0371 |
1.1077 |
|
| S4 |
0.9525 |
0.9858 |
1.0936 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2053 |
|
2.618 |
1.1742 |
|
1.618 |
1.1551 |
|
1.000 |
1.1434 |
|
0.618 |
1.1361 |
|
HIGH |
1.1243 |
|
0.618 |
1.1170 |
|
0.500 |
1.1148 |
|
0.382 |
1.1125 |
|
LOW |
1.1053 |
|
0.618 |
1.0935 |
|
1.000 |
1.0862 |
|
1.618 |
1.0744 |
|
2.618 |
1.0554 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 27-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1180 |
| PP |
1.1171 |
1.1143 |
| S1 |
1.1148 |
1.1105 |
|