CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 26-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0963 |
0.0081 |
0.7% |
1.1190 |
| High |
1.0967 |
1.1127 |
0.0160 |
1.5% |
1.1304 |
| Low |
1.0836 |
1.0944 |
0.0108 |
1.0% |
1.0709 |
| Close |
1.0941 |
1.1112 |
0.0171 |
1.6% |
1.0723 |
| Range |
0.0131 |
0.0183 |
0.0053 |
40.2% |
0.0596 |
| ATR |
0.0147 |
0.0150 |
0.0003 |
1.9% |
0.0000 |
| Volume |
432 |
939 |
507 |
117.4% |
5,016 |
|
| Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1544 |
1.1213 |
|
| R3 |
1.1427 |
1.1361 |
1.1162 |
|
| R2 |
1.1244 |
1.1244 |
1.1146 |
|
| R1 |
1.1178 |
1.1178 |
1.1129 |
1.1211 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1077 |
| S1 |
1.0995 |
1.0995 |
1.1095 |
1.1028 |
| S2 |
1.0878 |
1.0878 |
1.1078 |
|
| S3 |
1.0695 |
1.0812 |
1.1062 |
|
| S4 |
1.0512 |
1.0629 |
1.1011 |
|
|
| 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 |
1.1904 |
|
2.618 |
1.1606 |
|
1.618 |
1.1423 |
|
1.000 |
1.1310 |
|
0.618 |
1.1240 |
|
HIGH |
1.1127 |
|
0.618 |
1.1057 |
|
0.500 |
1.1035 |
|
0.382 |
1.1013 |
|
LOW |
1.0944 |
|
0.618 |
1.0830 |
|
1.000 |
1.0761 |
|
1.618 |
1.0647 |
|
2.618 |
1.0464 |
|
4.250 |
1.0166 |
|
|
| Fisher Pivots for day following 26-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1086 |
1.1064 |
| PP |
1.1061 |
1.1016 |
| S1 |
1.1035 |
1.0968 |
|