CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1087 |
1.1120 |
0.0033 |
0.3% |
1.0892 |
| High |
1.1092 |
1.1164 |
0.0072 |
0.6% |
1.1074 |
| Low |
1.1016 |
1.1120 |
0.0105 |
0.9% |
1.0885 |
| Close |
1.1065 |
1.1164 |
0.0099 |
0.9% |
1.0962 |
| Range |
0.0077 |
0.0044 |
-0.0033 |
-43.1% |
0.0190 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1 |
35 |
34 |
3,400.0% |
135 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1280 |
1.1265 |
1.1187 |
|
| R3 |
1.1236 |
1.1222 |
1.1175 |
|
| R2 |
1.1193 |
1.1193 |
1.1171 |
|
| R1 |
1.1178 |
1.1178 |
1.1167 |
1.1185 |
| PP |
1.1149 |
1.1149 |
1.1149 |
1.1153 |
| S1 |
1.1135 |
1.1135 |
1.1160 |
1.1142 |
| S2 |
1.1106 |
1.1106 |
1.1156 |
|
| S3 |
1.1062 |
1.1091 |
1.1152 |
|
| S4 |
1.1019 |
1.1048 |
1.1140 |
|
|
| 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 |
1.1348 |
|
2.618 |
1.1277 |
|
1.618 |
1.1234 |
|
1.000 |
1.1207 |
|
0.618 |
1.1190 |
|
HIGH |
1.1164 |
|
0.618 |
1.1147 |
|
0.500 |
1.1142 |
|
0.382 |
1.1137 |
|
LOW |
1.1120 |
|
0.618 |
1.1093 |
|
1.000 |
1.1077 |
|
1.618 |
1.1050 |
|
2.618 |
1.1006 |
|
4.250 |
1.0935 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1129 |
| PP |
1.1149 |
1.1095 |
| S1 |
1.1142 |
1.1060 |
|