CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 02-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2020 |
02-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1167 |
0.0023 |
0.2% |
1.0957 |
| High |
1.1166 |
1.1290 |
0.0124 |
1.1% |
1.1166 |
| Low |
1.1071 |
1.1153 |
0.0082 |
0.7% |
1.0937 |
| Close |
1.1142 |
1.1272 |
0.0130 |
1.2% |
1.1142 |
| Range |
0.0095 |
0.0137 |
0.0043 |
45.0% |
0.0229 |
| ATR |
0.0053 |
0.0060 |
0.0007 |
12.7% |
0.0000 |
| Volume |
899 |
612 |
-287 |
-31.9% |
2,893 |
|
| Daily Pivots for day following 02-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1597 |
1.1347 |
|
| R3 |
1.1512 |
1.1460 |
1.1309 |
|
| R2 |
1.1375 |
1.1375 |
1.1297 |
|
| R1 |
1.1323 |
1.1323 |
1.1284 |
1.1349 |
| PP |
1.1238 |
1.1238 |
1.1238 |
1.1251 |
| S1 |
1.1186 |
1.1186 |
1.1259 |
1.1212 |
| S2 |
1.1101 |
1.1101 |
1.1246 |
|
| S3 |
1.0964 |
1.1049 |
1.1234 |
|
| S4 |
1.0827 |
1.0912 |
1.1196 |
|
|
| Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1684 |
1.1267 |
|
| R3 |
1.1539 |
1.1455 |
1.1204 |
|
| R2 |
1.1310 |
1.1310 |
1.1183 |
|
| R1 |
1.1226 |
1.1226 |
1.1162 |
1.1268 |
| PP |
1.1081 |
1.1081 |
1.1081 |
1.1102 |
| S1 |
1.0997 |
1.0997 |
1.1121 |
1.1039 |
| S2 |
1.0852 |
1.0852 |
1.1100 |
|
| S3 |
1.0623 |
1.0768 |
1.1079 |
|
| S4 |
1.0394 |
1.0539 |
1.1016 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1872 |
|
2.618 |
1.1648 |
|
1.618 |
1.1511 |
|
1.000 |
1.1427 |
|
0.618 |
1.1374 |
|
HIGH |
1.1290 |
|
0.618 |
1.1237 |
|
0.500 |
1.1221 |
|
0.382 |
1.1205 |
|
LOW |
1.1153 |
|
0.618 |
1.1068 |
|
1.000 |
1.1016 |
|
1.618 |
1.0931 |
|
2.618 |
1.0794 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 02-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1230 |
| PP |
1.1238 |
1.1189 |
| S1 |
1.1221 |
1.1147 |
|