CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1258 |
1.1299 |
0.0041 |
0.4% |
1.1068 |
| High |
1.1319 |
1.1426 |
0.0108 |
0.9% |
1.1209 |
| Low |
1.1258 |
1.1278 |
0.0021 |
0.2% |
1.0957 |
| Close |
1.1315 |
1.1426 |
0.0112 |
1.0% |
1.1172 |
| Range |
0.0061 |
0.0148 |
0.0087 |
142.6% |
0.0252 |
| ATR |
0.0068 |
0.0073 |
0.0006 |
8.5% |
0.0000 |
| Volume |
59 |
30 |
-29 |
-49.2% |
49 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1821 |
1.1771 |
1.1507 |
|
| R3 |
1.1673 |
1.1623 |
1.1467 |
|
| R2 |
1.1525 |
1.1525 |
1.1453 |
|
| R1 |
1.1475 |
1.1475 |
1.1440 |
1.1500 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1389 |
| S1 |
1.1327 |
1.1327 |
1.1412 |
1.1352 |
| S2 |
1.1229 |
1.1229 |
1.1399 |
|
| S3 |
1.1081 |
1.1179 |
1.1385 |
|
| S4 |
1.0933 |
1.1031 |
1.1345 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1867 |
1.1771 |
1.1310 |
|
| R3 |
1.1616 |
1.1520 |
1.1241 |
|
| R2 |
1.1364 |
1.1364 |
1.1218 |
|
| R1 |
1.1268 |
1.1268 |
1.1195 |
1.1316 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1137 |
| S1 |
1.1017 |
1.1017 |
1.1149 |
1.1065 |
| S2 |
1.0861 |
1.0861 |
1.1126 |
|
| S3 |
1.0610 |
1.0765 |
1.1103 |
|
| S4 |
1.0358 |
1.0514 |
1.1034 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2055 |
|
2.618 |
1.1813 |
|
1.618 |
1.1665 |
|
1.000 |
1.1574 |
|
0.618 |
1.1517 |
|
HIGH |
1.1426 |
|
0.618 |
1.1369 |
|
0.500 |
1.1352 |
|
0.382 |
1.1335 |
|
LOW |
1.1278 |
|
0.618 |
1.1187 |
|
1.000 |
1.1130 |
|
1.618 |
1.1039 |
|
2.618 |
1.0891 |
|
4.250 |
1.0649 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1401 |
1.1389 |
| PP |
1.1377 |
1.1351 |
| S1 |
1.1352 |
1.1314 |
|