CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 03-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1262 |
0.0056 |
0.5% |
1.0985 |
| High |
1.1324 |
1.1348 |
0.0024 |
0.2% |
1.1196 |
| Low |
1.1195 |
1.1262 |
0.0068 |
0.6% |
1.0980 |
| Close |
1.1315 |
1.1312 |
-0.0003 |
0.0% |
1.1189 |
| Range |
0.0130 |
0.0086 |
-0.0044 |
-34.0% |
0.0216 |
| ATR |
|
|
|
|
|
| Volume |
202 |
31 |
-171 |
-84.7% |
673 |
|
| Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1523 |
1.1359 |
|
| R3 |
1.1478 |
1.1438 |
1.1336 |
|
| R2 |
1.1393 |
1.1393 |
1.1328 |
|
| R1 |
1.1352 |
1.1352 |
1.1320 |
1.1373 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1317 |
| S1 |
1.1267 |
1.1267 |
1.1304 |
1.1287 |
| S2 |
1.1222 |
1.1222 |
1.1296 |
|
| S3 |
1.1136 |
1.1181 |
1.1288 |
|
| S4 |
1.1051 |
1.1096 |
1.1265 |
|
|
| Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1769 |
1.1695 |
1.1307 |
|
| R3 |
1.1553 |
1.1479 |
1.1248 |
|
| R2 |
1.1337 |
1.1337 |
1.1228 |
|
| R1 |
1.1263 |
1.1263 |
1.1208 |
1.1300 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1140 |
| S1 |
1.1047 |
1.1047 |
1.1169 |
1.1084 |
| S2 |
1.0905 |
1.0905 |
1.1149 |
|
| S3 |
1.0689 |
1.0831 |
1.1129 |
|
| S4 |
1.0473 |
1.0615 |
1.1070 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1711 |
|
2.618 |
1.1571 |
|
1.618 |
1.1486 |
|
1.000 |
1.1433 |
|
0.618 |
1.1400 |
|
HIGH |
1.1348 |
|
0.618 |
1.1315 |
|
0.500 |
1.1305 |
|
0.382 |
1.1295 |
|
LOW |
1.1262 |
|
0.618 |
1.1209 |
|
1.000 |
1.1177 |
|
1.618 |
1.1124 |
|
2.618 |
1.1038 |
|
4.250 |
1.0899 |
|
|
| Fisher Pivots for day following 03-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1285 |
| PP |
1.1307 |
1.1258 |
| S1 |
1.1305 |
1.1231 |
|