CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.0968 |
-0.0062 |
-0.6% |
1.0892 |
| High |
1.1074 |
1.0972 |
-0.0102 |
-0.9% |
1.1074 |
| Low |
1.1018 |
1.0962 |
-0.0056 |
-0.5% |
1.0885 |
| Close |
1.1031 |
1.0962 |
-0.0069 |
-0.6% |
1.0962 |
| Range |
0.0056 |
0.0010 |
-0.0046 |
-82.1% |
0.0190 |
| ATR |
0.0000 |
0.0063 |
0.0063 |
|
0.0000 |
| Volume |
82 |
8 |
-74 |
-90.2% |
135 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0989 |
1.0968 |
|
| R3 |
1.0985 |
1.0979 |
1.0965 |
|
| R2 |
1.0975 |
1.0975 |
1.0964 |
|
| R1 |
1.0969 |
1.0969 |
1.0963 |
1.0967 |
| PP |
1.0965 |
1.0965 |
1.0965 |
1.0965 |
| S1 |
1.0959 |
1.0959 |
1.0961 |
1.0957 |
| S2 |
1.0955 |
1.0955 |
1.0960 |
|
| S3 |
1.0945 |
1.0949 |
1.0959 |
|
| S4 |
1.0935 |
1.0939 |
1.0957 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1442 |
1.1066 |
|
| R3 |
1.1353 |
1.1252 |
1.1014 |
|
| R2 |
1.1163 |
1.1163 |
1.0997 |
|
| R1 |
1.1063 |
1.1063 |
1.0979 |
1.1113 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0999 |
| S1 |
1.0873 |
1.0873 |
1.0945 |
1.0923 |
| S2 |
1.0784 |
1.0784 |
1.0927 |
|
| S3 |
1.0595 |
1.0684 |
1.0910 |
|
| S4 |
1.0405 |
1.0494 |
1.0858 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0998 |
|
1.618 |
1.0988 |
|
1.000 |
1.0982 |
|
0.618 |
1.0978 |
|
HIGH |
1.0972 |
|
0.618 |
1.0968 |
|
0.500 |
1.0967 |
|
0.382 |
1.0966 |
|
LOW |
1.0962 |
|
0.618 |
1.0956 |
|
1.000 |
1.0952 |
|
1.618 |
1.0946 |
|
2.618 |
1.0936 |
|
4.250 |
1.0920 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.1018 |
| PP |
1.0965 |
1.0999 |
| S1 |
1.0964 |
1.0981 |
|