CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 18-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1088 |
-0.0172 |
-1.5% |
1.1429 |
| High |
1.1271 |
1.1120 |
-0.0151 |
-1.3% |
1.1572 |
| Low |
1.1035 |
1.0883 |
-0.0153 |
-1.4% |
1.1135 |
| Close |
1.1079 |
1.0957 |
-0.0122 |
-1.1% |
1.1157 |
| Range |
0.0236 |
0.0238 |
0.0002 |
0.6% |
0.0437 |
| ATR |
0.0117 |
0.0125 |
0.0009 |
7.4% |
0.0000 |
| Volume |
943 |
1,069 |
126 |
13.4% |
1,977 |
|
| Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1699 |
1.1566 |
1.1088 |
|
| R3 |
1.1462 |
1.1328 |
1.1022 |
|
| R2 |
1.1224 |
1.1224 |
1.1001 |
|
| R1 |
1.1091 |
1.1091 |
1.0979 |
1.1039 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0961 |
| S1 |
1.0853 |
1.0853 |
1.0935 |
1.0801 |
| S2 |
1.0749 |
1.0749 |
1.0913 |
|
| S3 |
1.0512 |
1.0616 |
1.0892 |
|
| S4 |
1.0274 |
1.0378 |
1.0826 |
|
|
| 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 |
1.2129 |
|
2.618 |
1.1742 |
|
1.618 |
1.1504 |
|
1.000 |
1.1358 |
|
0.618 |
1.1267 |
|
HIGH |
1.1120 |
|
0.618 |
1.1029 |
|
0.500 |
1.1001 |
|
0.382 |
1.0973 |
|
LOW |
1.0883 |
|
0.618 |
1.0736 |
|
1.000 |
1.0645 |
|
1.618 |
1.0498 |
|
2.618 |
1.0261 |
|
4.250 |
0.9873 |
|
|
| Fisher Pivots for day following 18-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.1093 |
| PP |
1.0987 |
1.1048 |
| S1 |
1.0972 |
1.1002 |
|