CME Euro FX (E) Future September 2020
Trading Metrics calculated at close of trading on 04-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.1251 |
1.1243 |
-0.0008 |
-0.1% |
1.0957 |
High |
1.1309 |
1.1243 |
-0.0066 |
-0.6% |
1.1166 |
Low |
1.1208 |
1.1190 |
-0.0018 |
-0.2% |
1.0937 |
Close |
1.1273 |
1.1229 |
-0.0044 |
-0.4% |
1.1142 |
Range |
0.0101 |
0.0053 |
-0.0048 |
-47.8% |
0.0229 |
ATR |
0.0063 |
0.0064 |
0.0001 |
2.2% |
0.0000 |
Volume |
430 |
404 |
-26 |
-6.0% |
2,893 |
|
Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1378 |
1.1356 |
1.1257 |
|
R3 |
1.1325 |
1.1303 |
1.1243 |
|
R2 |
1.1273 |
1.1273 |
1.1238 |
|
R1 |
1.1251 |
1.1251 |
1.1233 |
1.1236 |
PP |
1.1220 |
1.1220 |
1.1220 |
1.1213 |
S1 |
1.1198 |
1.1198 |
1.1224 |
1.1183 |
S2 |
1.1168 |
1.1168 |
1.1219 |
|
S3 |
1.1115 |
1.1146 |
1.1214 |
|
S4 |
1.1063 |
1.1093 |
1.1200 |
|
|
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 |
1.1466 |
2.618 |
1.1380 |
1.618 |
1.1327 |
1.000 |
1.1295 |
0.618 |
1.1275 |
HIGH |
1.1243 |
0.618 |
1.1222 |
0.500 |
1.1216 |
0.382 |
1.1210 |
LOW |
1.1190 |
0.618 |
1.1158 |
1.000 |
1.1138 |
1.618 |
1.1105 |
2.618 |
1.1053 |
4.250 |
1.0967 |
|
|
Fisher Pivots for day following 04-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1224 |
1.1231 |
PP |
1.1220 |
1.1230 |
S1 |
1.1216 |
1.1229 |
|