CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 19-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1088 |
1.1011 |
-0.0077 |
-0.7% |
1.1429 |
| High |
1.1120 |
1.1065 |
-0.0056 |
-0.5% |
1.1572 |
| Low |
1.0883 |
1.0743 |
-0.0140 |
-1.3% |
1.1135 |
| Close |
1.0957 |
1.0754 |
-0.0203 |
-1.9% |
1.1157 |
| Range |
0.0238 |
0.0322 |
0.0084 |
35.4% |
0.0437 |
| ATR |
0.0125 |
0.0139 |
0.0014 |
11.2% |
0.0000 |
| Volume |
1,069 |
1,441 |
372 |
34.8% |
1,977 |
|
| Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1818 |
1.1608 |
1.0931 |
|
| R3 |
1.1497 |
1.1286 |
1.0842 |
|
| R2 |
1.1175 |
1.1175 |
1.0813 |
|
| R1 |
1.0965 |
1.0965 |
1.0783 |
1.0909 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0826 |
| S1 |
1.0643 |
1.0643 |
1.0725 |
1.0588 |
| S2 |
1.0532 |
1.0532 |
1.0695 |
|
| S3 |
1.0211 |
1.0322 |
1.0666 |
|
| S4 |
0.9889 |
1.0000 |
1.0577 |
|
|
| 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 |
1.2431 |
|
2.618 |
1.1906 |
|
1.618 |
1.1585 |
|
1.000 |
1.1386 |
|
0.618 |
1.1263 |
|
HIGH |
1.1065 |
|
0.618 |
1.0942 |
|
0.500 |
1.0904 |
|
0.382 |
1.0866 |
|
LOW |
1.0743 |
|
0.618 |
1.0544 |
|
1.000 |
1.0422 |
|
1.618 |
1.0223 |
|
2.618 |
0.9901 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 19-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.1007 |
| PP |
1.0854 |
1.0923 |
| S1 |
1.0804 |
1.0838 |
|