CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 09-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2020 |
09-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1325 |
1.1429 |
0.0104 |
0.9% |
1.1167 |
| High |
1.1431 |
1.1572 |
0.0141 |
1.2% |
1.1431 |
| Low |
1.1305 |
1.1428 |
0.0123 |
1.1% |
1.1153 |
| Close |
1.1399 |
1.1542 |
0.0143 |
1.3% |
1.1399 |
| Range |
0.0126 |
0.0144 |
0.0018 |
14.3% |
0.0279 |
| ATR |
0.0073 |
0.0081 |
0.0007 |
9.6% |
0.0000 |
| Volume |
508 |
494 |
-14 |
-2.8% |
2,303 |
|
| Daily Pivots for day following 09-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1888 |
1.1621 |
|
| R3 |
1.1802 |
1.1744 |
1.1582 |
|
| R2 |
1.1658 |
1.1658 |
1.1568 |
|
| R1 |
1.1600 |
1.1600 |
1.1555 |
1.1629 |
| PP |
1.1514 |
1.1514 |
1.1514 |
1.1528 |
| S1 |
1.1456 |
1.1456 |
1.1529 |
1.1485 |
| S2 |
1.1370 |
1.1370 |
1.1516 |
|
| S3 |
1.1226 |
1.1312 |
1.1502 |
|
| S4 |
1.1082 |
1.1168 |
1.1463 |
|
|
| 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 |
1.2184 |
|
2.618 |
1.1948 |
|
1.618 |
1.1804 |
|
1.000 |
1.1716 |
|
0.618 |
1.1660 |
|
HIGH |
1.1572 |
|
0.618 |
1.1516 |
|
0.500 |
1.1500 |
|
0.382 |
1.1483 |
|
LOW |
1.1428 |
|
0.618 |
1.1339 |
|
1.000 |
1.1284 |
|
1.618 |
1.1195 |
|
2.618 |
1.1051 |
|
4.250 |
1.0816 |
|
|
| Fisher Pivots for day following 09-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1528 |
1.1492 |
| PP |
1.1514 |
1.1442 |
| S1 |
1.1500 |
1.1392 |
|