CME Euro FX (E) Future September 2020
Trading Metrics calculated at close of trading on 10-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.1429 |
1.1478 |
0.0049 |
0.4% |
1.1167 |
High |
1.1572 |
1.1487 |
-0.0085 |
-0.7% |
1.1431 |
Low |
1.1428 |
1.1358 |
-0.0070 |
-0.6% |
1.1153 |
Close |
1.1542 |
1.1372 |
-0.0170 |
-1.5% |
1.1399 |
Range |
0.0144 |
0.0129 |
-0.0016 |
-10.8% |
0.0279 |
ATR |
0.0081 |
0.0088 |
0.0007 |
9.2% |
0.0000 |
Volume |
494 |
252 |
-242 |
-49.0% |
2,303 |
|
Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1791 |
1.1710 |
1.1443 |
|
R3 |
1.1663 |
1.1582 |
1.1407 |
|
R2 |
1.1534 |
1.1534 |
1.1396 |
|
R1 |
1.1453 |
1.1453 |
1.1384 |
1.1429 |
PP |
1.1406 |
1.1406 |
1.1406 |
1.1394 |
S1 |
1.1325 |
1.1325 |
1.1360 |
1.1301 |
S2 |
1.1277 |
1.1277 |
1.1348 |
|
S3 |
1.1149 |
1.1196 |
1.1337 |
|
S4 |
1.1020 |
1.1068 |
1.1301 |
|
|
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 |
1.2033 |
2.618 |
1.1823 |
1.618 |
1.1694 |
1.000 |
1.1615 |
0.618 |
1.1566 |
HIGH |
1.1487 |
0.618 |
1.1437 |
0.500 |
1.1422 |
0.382 |
1.1407 |
LOW |
1.1358 |
0.618 |
1.1279 |
1.000 |
1.1230 |
1.618 |
1.1150 |
2.618 |
1.1022 |
4.250 |
1.0812 |
|
|
Fisher Pivots for day following 10-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1422 |
1.1438 |
PP |
1.1406 |
1.1416 |
S1 |
1.1389 |
1.1394 |
|