CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 04-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1298 |
0.0036 |
0.3% |
1.0985 |
| High |
1.1348 |
1.1298 |
-0.0050 |
-0.4% |
1.1196 |
| Low |
1.1262 |
1.1241 |
-0.0022 |
-0.2% |
1.0980 |
| Close |
1.1312 |
1.1266 |
-0.0046 |
-0.4% |
1.1189 |
| Range |
0.0086 |
0.0058 |
-0.0028 |
-32.7% |
0.0216 |
| ATR |
|
|
|
|
|
| Volume |
31 |
61 |
30 |
96.8% |
673 |
|
| Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1411 |
1.1298 |
|
| R3 |
1.1383 |
1.1353 |
1.1282 |
|
| R2 |
1.1326 |
1.1326 |
1.1277 |
|
| R1 |
1.1296 |
1.1296 |
1.1271 |
1.1282 |
| PP |
1.1268 |
1.1268 |
1.1268 |
1.1261 |
| S1 |
1.1238 |
1.1238 |
1.1261 |
1.1225 |
| S2 |
1.1211 |
1.1211 |
1.1255 |
|
| S3 |
1.1153 |
1.1181 |
1.1250 |
|
| S4 |
1.1096 |
1.1123 |
1.1234 |
|
|
| 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 |
1.1542 |
|
2.618 |
1.1449 |
|
1.618 |
1.1391 |
|
1.000 |
1.1356 |
|
0.618 |
1.1334 |
|
HIGH |
1.1298 |
|
0.618 |
1.1276 |
|
0.500 |
1.1269 |
|
0.382 |
1.1262 |
|
LOW |
1.1241 |
|
0.618 |
1.1205 |
|
1.000 |
1.1183 |
|
1.618 |
1.1147 |
|
2.618 |
1.1090 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 04-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1269 |
1.1271 |
| PP |
1.1268 |
1.1269 |
| S1 |
1.1267 |
1.1268 |
|