CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 28-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0890 |
1.0909 |
0.0019 |
0.2% |
1.0956 |
| High |
1.0918 |
1.0946 |
0.0028 |
0.3% |
1.0957 |
| Low |
1.0878 |
1.0873 |
-0.0006 |
-0.1% |
1.0789 |
| Close |
1.0892 |
1.0895 |
0.0003 |
0.0% |
1.0860 |
| Range |
0.0040 |
0.0074 |
0.0034 |
83.8% |
0.0169 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
54 |
48 |
-6 |
-11.1% |
333 |
|
| Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1083 |
1.0935 |
|
| R3 |
1.1051 |
1.1010 |
1.0915 |
|
| R2 |
1.0978 |
1.0978 |
1.0908 |
|
| R1 |
1.0936 |
1.0936 |
1.0901 |
1.0920 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0896 |
| S1 |
1.0863 |
1.0863 |
1.0888 |
1.0847 |
| S2 |
1.0831 |
1.0831 |
1.0881 |
|
| S3 |
1.0757 |
1.0789 |
1.0874 |
|
| S4 |
1.0684 |
1.0716 |
1.0854 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1285 |
1.0952 |
|
| R3 |
1.1205 |
1.1117 |
1.0906 |
|
| R2 |
1.1037 |
1.1037 |
1.0890 |
|
| R1 |
1.0948 |
1.0948 |
1.0875 |
1.0908 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0848 |
| S1 |
1.0780 |
1.0780 |
1.0844 |
1.0740 |
| S2 |
1.0700 |
1.0700 |
1.0829 |
|
| S3 |
1.0531 |
1.0611 |
1.0813 |
|
| S4 |
1.0363 |
1.0443 |
1.0767 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1258 |
|
2.618 |
1.1138 |
|
1.618 |
1.1065 |
|
1.000 |
1.1020 |
|
0.618 |
1.0991 |
|
HIGH |
1.0946 |
|
0.618 |
1.0918 |
|
0.500 |
1.0909 |
|
0.382 |
1.0901 |
|
LOW |
1.0873 |
|
0.618 |
1.0827 |
|
1.000 |
1.0799 |
|
1.618 |
1.0754 |
|
2.618 |
1.0680 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 28-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0909 |
1.0885 |
| PP |
1.0904 |
1.0876 |
| S1 |
1.0899 |
1.0867 |
|