CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 06-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1222 |
1.1325 |
0.0104 |
0.9% |
1.1167 |
| High |
1.1329 |
1.1431 |
0.0103 |
0.9% |
1.1431 |
| Low |
1.1213 |
1.1305 |
0.0092 |
0.8% |
1.1153 |
| Close |
1.1288 |
1.1399 |
0.0112 |
1.0% |
1.1399 |
| Range |
0.0116 |
0.0126 |
0.0011 |
9.1% |
0.0279 |
| ATR |
0.0068 |
0.0073 |
0.0005 |
7.9% |
0.0000 |
| Volume |
349 |
508 |
159 |
45.6% |
2,303 |
|
| Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1756 |
1.1704 |
1.1468 |
|
| R3 |
1.1630 |
1.1578 |
1.1434 |
|
| R2 |
1.1504 |
1.1504 |
1.1422 |
|
| R1 |
1.1452 |
1.1452 |
1.1411 |
1.1478 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1392 |
| S1 |
1.1326 |
1.1326 |
1.1387 |
1.1352 |
| S2 |
1.1252 |
1.1252 |
1.1376 |
|
| S3 |
1.1126 |
1.1200 |
1.1364 |
|
| S4 |
1.1000 |
1.1074 |
1.1330 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2060 |
1.1552 |
|
| R3 |
1.1885 |
1.1781 |
1.1476 |
|
| R2 |
1.1606 |
1.1606 |
1.1450 |
|
| R1 |
1.1503 |
1.1503 |
1.1425 |
1.1554 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1353 |
| S1 |
1.1224 |
1.1224 |
1.1373 |
1.1276 |
| S2 |
1.1049 |
1.1049 |
1.1348 |
|
| S3 |
1.0771 |
1.0946 |
1.1322 |
|
| S4 |
1.0492 |
1.0667 |
1.1246 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1967 |
|
2.618 |
1.1761 |
|
1.618 |
1.1635 |
|
1.000 |
1.1557 |
|
0.618 |
1.1509 |
|
HIGH |
1.1431 |
|
0.618 |
1.1383 |
|
0.500 |
1.1368 |
|
0.382 |
1.1353 |
|
LOW |
1.1305 |
|
0.618 |
1.1227 |
|
1.000 |
1.1179 |
|
1.618 |
1.1101 |
|
2.618 |
1.0975 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 06-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1389 |
1.1370 |
| PP |
1.1378 |
1.1340 |
| S1 |
1.1368 |
1.1311 |
|