CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 23-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0744 |
-0.0006 |
-0.1% |
1.1190 |
| High |
1.0904 |
1.0903 |
-0.0001 |
0.0% |
1.1304 |
| Low |
1.0709 |
1.0701 |
-0.0008 |
-0.1% |
1.0709 |
| Close |
1.0723 |
1.0804 |
0.0081 |
0.8% |
1.0723 |
| Range |
0.0195 |
0.0202 |
0.0007 |
3.6% |
0.0596 |
| ATR |
0.0143 |
0.0148 |
0.0004 |
2.9% |
0.0000 |
| Volume |
740 |
1,101 |
361 |
48.8% |
5,016 |
|
| Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1308 |
1.0915 |
|
| R3 |
1.1206 |
1.1106 |
1.0860 |
|
| R2 |
1.1004 |
1.1004 |
1.0841 |
|
| R1 |
1.0904 |
1.0904 |
1.0823 |
1.0954 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0827 |
| S1 |
1.0702 |
1.0702 |
1.0785 |
1.0752 |
| S2 |
1.0600 |
1.0600 |
1.0767 |
|
| S3 |
1.0398 |
1.0500 |
1.0748 |
|
| S4 |
1.0196 |
1.0298 |
1.0693 |
|
|
| 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 |
1.1761 |
|
2.618 |
1.1431 |
|
1.618 |
1.1229 |
|
1.000 |
1.1105 |
|
0.618 |
1.1027 |
|
HIGH |
1.0903 |
|
0.618 |
1.0825 |
|
0.500 |
1.0802 |
|
0.382 |
1.0778 |
|
LOW |
1.0701 |
|
0.618 |
1.0576 |
|
1.000 |
1.0499 |
|
1.618 |
1.0374 |
|
2.618 |
1.0172 |
|
4.250 |
0.9842 |
|
|
| Fisher Pivots for day following 23-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0883 |
| PP |
1.0802 |
1.0856 |
| S1 |
1.0802 |
1.0830 |
|