CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 01-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.1019 |
-0.0009 |
-0.1% |
1.0797 |
| High |
1.1141 |
1.1121 |
-0.0020 |
-0.2% |
1.1243 |
| Low |
1.1024 |
1.0995 |
-0.0029 |
-0.3% |
1.0730 |
| Close |
1.1109 |
1.1015 |
-0.0095 |
-0.9% |
1.1218 |
| Range |
0.0117 |
0.0126 |
0.0009 |
7.7% |
0.0513 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
26 |
1 |
-25 |
-96.2% |
519 |
|
| Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1422 |
1.1344 |
1.1084 |
|
| R3 |
1.1296 |
1.1218 |
1.1049 |
|
| R2 |
1.1170 |
1.1170 |
1.1038 |
|
| R1 |
1.1092 |
1.1092 |
1.1026 |
1.1068 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1031 |
| S1 |
1.0966 |
1.0966 |
1.1003 |
1.0942 |
| S2 |
1.0918 |
1.0918 |
1.0991 |
|
| S3 |
1.0792 |
1.0840 |
1.0980 |
|
| S4 |
1.0666 |
1.0714 |
1.0945 |
|
|
| 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 |
1.1657 |
|
2.618 |
1.1451 |
|
1.618 |
1.1325 |
|
1.000 |
1.1247 |
|
0.618 |
1.1199 |
|
HIGH |
1.1121 |
|
0.618 |
1.1073 |
|
0.500 |
1.1058 |
|
0.382 |
1.1043 |
|
LOW |
1.0995 |
|
0.618 |
1.0917 |
|
1.000 |
1.0869 |
|
1.618 |
1.0791 |
|
2.618 |
1.0665 |
|
4.250 |
1.0460 |
|
|
| Fisher Pivots for day following 01-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1058 |
1.1118 |
| PP |
1.1044 |
1.1083 |
| S1 |
1.1029 |
1.1049 |
|