CME Euro FX (E) Future September 2020
| Trading Metrics calculated at close of trading on 27-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.1114 |
0.0152 |
1.4% |
1.0744 |
| High |
1.1127 |
1.1219 |
0.0093 |
0.8% |
1.1219 |
| Low |
1.0944 |
1.1026 |
0.0083 |
0.8% |
1.0701 |
| Close |
1.1112 |
1.1190 |
0.0078 |
0.7% |
1.1190 |
| Range |
0.0183 |
0.0193 |
0.0010 |
5.5% |
0.0519 |
| ATR |
0.0150 |
0.0153 |
0.0003 |
2.0% |
0.0000 |
| Volume |
939 |
1,051 |
112 |
11.9% |
4,204 |
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1650 |
1.1296 |
|
| R3 |
1.1531 |
1.1457 |
1.1243 |
|
| R2 |
1.1338 |
1.1338 |
1.1225 |
|
| R1 |
1.1264 |
1.1264 |
1.1208 |
1.1301 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1164 |
| S1 |
1.1071 |
1.1071 |
1.1172 |
1.1108 |
| S2 |
1.0952 |
1.0952 |
1.1155 |
|
| S3 |
1.0759 |
1.0878 |
1.1137 |
|
| S4 |
1.0566 |
1.0685 |
1.1084 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2592 |
1.2410 |
1.1475 |
|
| R3 |
1.2074 |
1.1891 |
1.1333 |
|
| R2 |
1.1555 |
1.1555 |
1.1285 |
|
| R1 |
1.1373 |
1.1373 |
1.1238 |
1.1464 |
| PP |
1.1037 |
1.1037 |
1.1037 |
1.1082 |
| S1 |
1.0854 |
1.0854 |
1.1142 |
1.0945 |
| S2 |
1.0518 |
1.0518 |
1.1095 |
|
| S3 |
1.0000 |
1.0336 |
1.1047 |
|
| S4 |
0.9481 |
0.9817 |
1.0905 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2039 |
|
2.618 |
1.1724 |
|
1.618 |
1.1531 |
|
1.000 |
1.1412 |
|
0.618 |
1.1338 |
|
HIGH |
1.1219 |
|
0.618 |
1.1145 |
|
0.500 |
1.1123 |
|
0.382 |
1.1100 |
|
LOW |
1.1026 |
|
0.618 |
1.0907 |
|
1.000 |
1.0833 |
|
1.618 |
1.0714 |
|
2.618 |
1.0521 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 27-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1136 |
| PP |
1.1145 |
1.1082 |
| S1 |
1.1123 |
1.1028 |
|