CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 03-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1167 |
1.1251 |
0.0084 |
0.7% |
1.0957 |
| High |
1.1290 |
1.1309 |
0.0019 |
0.2% |
1.1166 |
| Low |
1.1153 |
1.1208 |
0.0056 |
0.5% |
1.0937 |
| Close |
1.1272 |
1.1273 |
0.0001 |
0.0% |
1.1142 |
| Range |
0.0137 |
0.0101 |
-0.0037 |
-26.6% |
0.0229 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
4.8% |
0.0000 |
| Volume |
612 |
430 |
-182 |
-29.7% |
2,893 |
|
| Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1565 |
1.1519 |
1.1328 |
|
| R3 |
1.1464 |
1.1419 |
1.1300 |
|
| R2 |
1.1364 |
1.1364 |
1.1291 |
|
| R1 |
1.1318 |
1.1318 |
1.1282 |
1.1341 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1274 |
| S1 |
1.1218 |
1.1218 |
1.1263 |
1.1240 |
| S2 |
1.1163 |
1.1163 |
1.1254 |
|
| S3 |
1.1062 |
1.1117 |
1.1245 |
|
| S4 |
1.0962 |
1.1017 |
1.1217 |
|
|
| 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 |
1.1736 |
|
2.618 |
1.1572 |
|
1.618 |
1.1471 |
|
1.000 |
1.1409 |
|
0.618 |
1.1371 |
|
HIGH |
1.1309 |
|
0.618 |
1.1270 |
|
0.500 |
1.1258 |
|
0.382 |
1.1246 |
|
LOW |
1.1208 |
|
0.618 |
1.1146 |
|
1.000 |
1.1108 |
|
1.618 |
1.1045 |
|
2.618 |
1.0945 |
|
4.250 |
1.0781 |
|
|
| Fisher Pivots for day following 03-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1268 |
1.1245 |
| PP |
1.1263 |
1.1217 |
| S1 |
1.1258 |
1.1190 |
|