CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 05-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2020 |
05-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1243 |
1.1222 |
-0.0021 |
-0.2% |
1.0957 |
| High |
1.1243 |
1.1329 |
0.0086 |
0.8% |
1.1166 |
| Low |
1.1190 |
1.1213 |
0.0023 |
0.2% |
1.0937 |
| Close |
1.1229 |
1.1288 |
0.0059 |
0.5% |
1.1142 |
| Range |
0.0053 |
0.0116 |
0.0063 |
120.0% |
0.0229 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.7% |
0.0000 |
| Volume |
404 |
349 |
-55 |
-13.6% |
2,893 |
|
| Daily Pivots for day following 05-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1571 |
1.1351 |
|
| R3 |
1.1507 |
1.1455 |
1.1319 |
|
| R2 |
1.1392 |
1.1392 |
1.1309 |
|
| R1 |
1.1340 |
1.1340 |
1.1298 |
1.1366 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1289 |
| S1 |
1.1224 |
1.1224 |
1.1277 |
1.1250 |
| S2 |
1.1161 |
1.1161 |
1.1266 |
|
| S3 |
1.1045 |
1.1109 |
1.1256 |
|
| S4 |
1.0930 |
1.0993 |
1.1224 |
|
|
| 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 |
1.1819 |
|
2.618 |
1.1631 |
|
1.618 |
1.1515 |
|
1.000 |
1.1444 |
|
0.618 |
1.1400 |
|
HIGH |
1.1329 |
|
0.618 |
1.1284 |
|
0.500 |
1.1271 |
|
0.382 |
1.1257 |
|
LOW |
1.1213 |
|
0.618 |
1.1142 |
|
1.000 |
1.1098 |
|
1.618 |
1.1026 |
|
2.618 |
1.0911 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 05-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1282 |
1.1278 |
| PP |
1.1276 |
1.1269 |
| S1 |
1.1271 |
1.1259 |
|