CME Euro FX (E) Future September 2020
Trading Metrics calculated at close of trading on 13-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.1333 |
1.1250 |
-0.0083 |
-0.7% |
1.1429 |
High |
1.1403 |
1.1287 |
-0.0116 |
-1.0% |
1.1572 |
Low |
1.1135 |
1.1142 |
0.0008 |
0.1% |
1.1135 |
Close |
1.1245 |
1.1157 |
-0.0089 |
-0.8% |
1.1157 |
Range |
0.0268 |
0.0145 |
-0.0124 |
-46.1% |
0.0437 |
ATR |
0.0102 |
0.0105 |
0.0003 |
3.0% |
0.0000 |
Volume |
420 |
529 |
109 |
26.0% |
1,977 |
|
Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1629 |
1.1537 |
1.1236 |
|
R3 |
1.1484 |
1.1393 |
1.1196 |
|
R2 |
1.1340 |
1.1340 |
1.1183 |
|
R1 |
1.1248 |
1.1248 |
1.1170 |
1.1222 |
PP |
1.1195 |
1.1195 |
1.1195 |
1.1182 |
S1 |
1.1104 |
1.1104 |
1.1143 |
1.1077 |
S2 |
1.1051 |
1.1051 |
1.1130 |
|
S3 |
1.0906 |
1.0959 |
1.1117 |
|
S4 |
1.0762 |
1.0815 |
1.1077 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2599 |
1.2315 |
1.1397 |
|
R3 |
1.2162 |
1.1878 |
1.1277 |
|
R2 |
1.1725 |
1.1725 |
1.1237 |
|
R1 |
1.1441 |
1.1441 |
1.1197 |
1.1364 |
PP |
1.1288 |
1.1288 |
1.1288 |
1.1249 |
S1 |
1.1004 |
1.1004 |
1.1116 |
1.0927 |
S2 |
1.0851 |
1.0851 |
1.1076 |
|
S3 |
1.0414 |
1.0567 |
1.1036 |
|
S4 |
0.9977 |
1.0130 |
1.0916 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1901 |
2.618 |
1.1665 |
1.618 |
1.1520 |
1.000 |
1.1431 |
0.618 |
1.1376 |
HIGH |
1.1287 |
0.618 |
1.1231 |
0.500 |
1.1214 |
0.382 |
1.1197 |
LOW |
1.1142 |
0.618 |
1.1053 |
1.000 |
1.0998 |
1.618 |
1.0908 |
2.618 |
1.0764 |
4.250 |
1.0528 |
|
|
Fisher Pivots for day following 13-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1214 |
1.1285 |
PP |
1.1195 |
1.1242 |
S1 |
1.1176 |
1.1199 |
|