CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 20-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0750 |
-0.0262 |
-2.4% |
1.1190 |
| High |
1.1065 |
1.0904 |
-0.0161 |
-1.5% |
1.1304 |
| Low |
1.0743 |
1.0709 |
-0.0035 |
-0.3% |
1.0709 |
| Close |
1.0754 |
1.0723 |
-0.0031 |
-0.3% |
1.0723 |
| Range |
0.0322 |
0.0195 |
-0.0127 |
-39.3% |
0.0596 |
| ATR |
0.0139 |
0.0143 |
0.0004 |
2.8% |
0.0000 |
| Volume |
1,441 |
740 |
-701 |
-48.6% |
5,016 |
|
| Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1238 |
1.0830 |
|
| R3 |
1.1168 |
1.1043 |
1.0777 |
|
| R2 |
1.0973 |
1.0973 |
1.0759 |
|
| R1 |
1.0848 |
1.0848 |
1.0741 |
1.0813 |
| PP |
1.0778 |
1.0778 |
1.0778 |
1.0761 |
| S1 |
1.0653 |
1.0653 |
1.0705 |
1.0618 |
| S2 |
1.0583 |
1.0583 |
1.0687 |
|
| S3 |
1.0388 |
1.0458 |
1.0669 |
|
| S4 |
1.0193 |
1.0263 |
1.0616 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2306 |
1.1051 |
|
| R3 |
1.2103 |
1.1711 |
1.0887 |
|
| R2 |
1.1507 |
1.1507 |
1.0832 |
|
| R1 |
1.1115 |
1.1115 |
1.0778 |
1.1014 |
| PP |
1.0912 |
1.0912 |
1.0912 |
1.0861 |
| S1 |
1.0520 |
1.0520 |
1.0668 |
1.0418 |
| S2 |
1.0316 |
1.0316 |
1.0614 |
|
| S3 |
0.9721 |
0.9924 |
1.0559 |
|
| S4 |
0.9125 |
0.9329 |
1.0395 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1414 |
|
1.618 |
1.1219 |
|
1.000 |
1.1099 |
|
0.618 |
1.1024 |
|
HIGH |
1.0904 |
|
0.618 |
1.0829 |
|
0.500 |
1.0806 |
|
0.382 |
1.0783 |
|
LOW |
1.0709 |
|
0.618 |
1.0588 |
|
1.000 |
1.0514 |
|
1.618 |
1.0393 |
|
2.618 |
1.0198 |
|
4.250 |
0.9880 |
|
|
| Fisher Pivots for day following 20-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0806 |
1.0914 |
| PP |
1.0778 |
1.0851 |
| S1 |
1.0751 |
1.0787 |
|