CME Euro FX (E) Future September 2020
Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.1114 |
1.1195 |
0.0081 |
0.7% |
1.0744 |
High |
1.1219 |
1.1215 |
-0.0004 |
0.0% |
1.1219 |
Low |
1.1026 |
1.1080 |
0.0054 |
0.5% |
1.0701 |
Close |
1.1190 |
1.1096 |
-0.0095 |
-0.8% |
1.1190 |
Range |
0.0193 |
0.0135 |
-0.0058 |
-30.1% |
0.0519 |
ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
1,051 |
586 |
-465 |
-44.2% |
4,204 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1535 |
1.1450 |
1.1170 |
|
R3 |
1.1400 |
1.1315 |
1.1133 |
|
R2 |
1.1265 |
1.1265 |
1.1120 |
|
R1 |
1.1180 |
1.1180 |
1.1108 |
1.1155 |
PP |
1.1130 |
1.1130 |
1.1130 |
1.1118 |
S1 |
1.1045 |
1.1045 |
1.1083 |
1.1020 |
S2 |
1.0995 |
1.0995 |
1.1071 |
|
S3 |
1.0860 |
1.0910 |
1.1058 |
|
S4 |
1.0725 |
1.0775 |
1.1021 |
|
|
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 |
1.1789 |
2.618 |
1.1568 |
1.618 |
1.1433 |
1.000 |
1.1350 |
0.618 |
1.1298 |
HIGH |
1.1215 |
0.618 |
1.1163 |
0.500 |
1.1148 |
0.382 |
1.1132 |
LOW |
1.1080 |
0.618 |
1.0997 |
1.000 |
1.0945 |
1.618 |
1.0862 |
2.618 |
1.0727 |
4.250 |
1.0506 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1148 |
1.1091 |
PP |
1.1130 |
1.1086 |
S1 |
1.1113 |
1.1081 |
|