CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 31-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1028 |
-0.0098 |
-0.9% |
1.0797 |
| High |
1.1240 |
1.1141 |
-0.0099 |
-0.9% |
1.1243 |
| Low |
1.1105 |
1.1024 |
-0.0081 |
-0.7% |
1.0730 |
| Close |
1.1126 |
1.1109 |
-0.0017 |
-0.1% |
1.1218 |
| Range |
0.0135 |
0.0117 |
-0.0018 |
-13.3% |
0.0513 |
| ATR |
0.0147 |
0.0145 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
205 |
26 |
-179 |
-87.3% |
519 |
|
| Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1393 |
1.1173 |
|
| R3 |
1.1325 |
1.1276 |
1.1141 |
|
| R2 |
1.1208 |
1.1208 |
1.1130 |
|
| R1 |
1.1159 |
1.1159 |
1.1120 |
1.1184 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1104 |
| S1 |
1.1042 |
1.1042 |
1.1098 |
1.1067 |
| S2 |
1.0974 |
1.0974 |
1.1088 |
|
| S3 |
1.0857 |
1.0925 |
1.1077 |
|
| S4 |
1.0740 |
1.0808 |
1.1045 |
|
|
| 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 |
1.1638 |
|
2.618 |
1.1447 |
|
1.618 |
1.1330 |
|
1.000 |
1.1258 |
|
0.618 |
1.1213 |
|
HIGH |
1.1141 |
|
0.618 |
1.1096 |
|
0.500 |
1.1083 |
|
0.382 |
1.1069 |
|
LOW |
1.1024 |
|
0.618 |
1.0952 |
|
1.000 |
1.0907 |
|
1.618 |
1.0835 |
|
2.618 |
1.0718 |
|
4.250 |
1.0527 |
|
|
| Fisher Pivots for day following 31-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1100 |
1.1134 |
| PP |
1.1091 |
1.1125 |
| S1 |
1.1083 |
1.1117 |
|