CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 25-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0882 |
0.0069 |
0.6% |
1.1190 |
| High |
1.0961 |
1.0967 |
0.0006 |
0.1% |
1.1304 |
| Low |
1.0810 |
1.0836 |
0.0027 |
0.2% |
1.0709 |
| Close |
1.0832 |
1.0941 |
0.0110 |
1.0% |
1.0723 |
| Range |
0.0152 |
0.0131 |
-0.0021 |
-13.9% |
0.0596 |
| ATR |
0.0148 |
0.0147 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
681 |
432 |
-249 |
-36.6% |
5,016 |
|
| Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1306 |
1.1254 |
1.1013 |
|
| R3 |
1.1176 |
1.1124 |
1.0977 |
|
| R2 |
1.1045 |
1.1045 |
1.0965 |
|
| R1 |
1.0993 |
1.0993 |
1.0953 |
1.1019 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0928 |
| S1 |
1.0863 |
1.0863 |
1.0929 |
1.0889 |
| S2 |
1.0784 |
1.0784 |
1.0917 |
|
| S3 |
1.0654 |
1.0732 |
1.0905 |
|
| S4 |
1.0523 |
1.0602 |
1.0869 |
|
|
| 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 |
1.1521 |
|
2.618 |
1.1308 |
|
1.618 |
1.1178 |
|
1.000 |
1.1097 |
|
0.618 |
1.1047 |
|
HIGH |
1.0967 |
|
0.618 |
1.0917 |
|
0.500 |
1.0901 |
|
0.382 |
1.0886 |
|
LOW |
1.0836 |
|
0.618 |
1.0755 |
|
1.000 |
1.0706 |
|
1.618 |
1.0625 |
|
2.618 |
1.0494 |
|
4.250 |
1.0281 |
|
|
| Fisher Pivots for day following 25-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0905 |
| PP |
1.0915 |
1.0869 |
| S1 |
1.0901 |
1.0834 |
|