CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 17-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1190 |
1.1260 |
0.0070 |
0.6% |
1.1429 |
| High |
1.1304 |
1.1271 |
-0.0033 |
-0.3% |
1.1572 |
| Low |
1.1163 |
1.1035 |
-0.0128 |
-1.1% |
1.1135 |
| Close |
1.1257 |
1.1079 |
-0.0179 |
-1.6% |
1.1157 |
| Range |
0.0141 |
0.0236 |
0.0095 |
67.4% |
0.0437 |
| ATR |
0.0108 |
0.0117 |
0.0009 |
8.5% |
0.0000 |
| Volume |
823 |
943 |
120 |
14.6% |
1,977 |
|
| Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1836 |
1.1693 |
1.1208 |
|
| R3 |
1.1600 |
1.1457 |
1.1143 |
|
| R2 |
1.1364 |
1.1364 |
1.1122 |
|
| R1 |
1.1221 |
1.1221 |
1.1100 |
1.1175 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1105 |
| S1 |
1.0985 |
1.0985 |
1.1057 |
1.0939 |
| S2 |
1.0892 |
1.0892 |
1.1035 |
|
| S3 |
1.0656 |
1.0749 |
1.1014 |
|
| S4 |
1.0420 |
1.0513 |
1.0949 |
|
|
| 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 |
1.2274 |
|
2.618 |
1.1889 |
|
1.618 |
1.1653 |
|
1.000 |
1.1507 |
|
0.618 |
1.1417 |
|
HIGH |
1.1271 |
|
0.618 |
1.1181 |
|
0.500 |
1.1153 |
|
0.382 |
1.1125 |
|
LOW |
1.1035 |
|
0.618 |
1.0889 |
|
1.000 |
1.0799 |
|
1.618 |
1.0653 |
|
2.618 |
1.0417 |
|
4.250 |
1.0032 |
|
|
| Fisher Pivots for day following 17-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1153 |
1.1170 |
| PP |
1.1128 |
1.1139 |
| S1 |
1.1103 |
1.1109 |
|