CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 26-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.1068 |
0.0100 |
0.9% |
1.0892 |
| High |
1.0972 |
1.1068 |
0.0096 |
0.9% |
1.1074 |
| Low |
1.0962 |
1.0957 |
-0.0005 |
0.0% |
1.0885 |
| Close |
1.0962 |
1.1068 |
0.0106 |
1.0% |
1.0962 |
| Range |
0.0010 |
0.0111 |
0.0101 |
1,010.0% |
0.0190 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
5.5% |
0.0000 |
| Volume |
8 |
0 |
-8 |
-100.0% |
135 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1364 |
1.1327 |
1.1129 |
|
| R3 |
1.1253 |
1.1216 |
1.1099 |
|
| R2 |
1.1142 |
1.1142 |
1.1088 |
|
| R1 |
1.1105 |
1.1105 |
1.1078 |
1.1124 |
| PP |
1.1031 |
1.1031 |
1.1031 |
1.1040 |
| S1 |
1.0994 |
1.0994 |
1.1058 |
1.1013 |
| S2 |
1.0920 |
1.0920 |
1.1048 |
|
| S3 |
1.0809 |
1.0883 |
1.1037 |
|
| S4 |
1.0698 |
1.0772 |
1.1007 |
|
|
| 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 |
1.1540 |
|
2.618 |
1.1359 |
|
1.618 |
1.1248 |
|
1.000 |
1.1179 |
|
0.618 |
1.1137 |
|
HIGH |
1.1068 |
|
0.618 |
1.1026 |
|
0.500 |
1.1013 |
|
0.382 |
1.0999 |
|
LOW |
1.0957 |
|
0.618 |
1.0888 |
|
1.000 |
1.0846 |
|
1.618 |
1.0777 |
|
2.618 |
1.0666 |
|
4.250 |
1.0485 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1050 |
1.1051 |
| PP |
1.1031 |
1.1033 |
| S1 |
1.1013 |
1.1016 |
|