CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 24-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0813 |
0.0069 |
0.6% |
1.1190 |
| High |
1.0903 |
1.0961 |
0.0059 |
0.5% |
1.1304 |
| Low |
1.0701 |
1.0810 |
0.0109 |
1.0% |
1.0709 |
| Close |
1.0804 |
1.0832 |
0.0028 |
0.3% |
1.0723 |
| Range |
0.0202 |
0.0152 |
-0.0051 |
-25.0% |
0.0596 |
| ATR |
0.0148 |
0.0148 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,101 |
681 |
-420 |
-38.1% |
5,016 |
|
| Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1228 |
1.0915 |
|
| R3 |
1.1170 |
1.1077 |
1.0873 |
|
| R2 |
1.1019 |
1.1019 |
1.0859 |
|
| R1 |
1.0925 |
1.0925 |
1.0845 |
1.0972 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0891 |
| S1 |
1.0774 |
1.0774 |
1.0818 |
1.0821 |
| S2 |
1.0716 |
1.0716 |
1.0804 |
|
| S3 |
1.0564 |
1.0622 |
1.0790 |
|
| S4 |
1.0413 |
1.0471 |
1.0748 |
|
|
| 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 |
1.1605 |
|
2.618 |
1.1358 |
|
1.618 |
1.1206 |
|
1.000 |
1.1113 |
|
0.618 |
1.1055 |
|
HIGH |
1.0961 |
|
0.618 |
1.0903 |
|
0.500 |
1.0885 |
|
0.382 |
1.0867 |
|
LOW |
1.0810 |
|
0.618 |
1.0716 |
|
1.000 |
1.0658 |
|
1.618 |
1.0564 |
|
2.618 |
1.0413 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 24-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0831 |
| PP |
1.0867 |
1.0831 |
| S1 |
1.0849 |
1.0831 |
|