CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 11-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1508 |
1.1426 |
-0.0082 |
-0.7% |
1.1206 |
| High |
1.1521 |
1.1468 |
-0.0054 |
-0.5% |
1.1452 |
| Low |
1.1391 |
1.1370 |
-0.0021 |
-0.2% |
1.1195 |
| Close |
1.1404 |
1.1387 |
-0.0017 |
-0.1% |
1.1435 |
| Range |
0.0131 |
0.0098 |
-0.0033 |
-24.9% |
0.0258 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.1% |
0.0000 |
| Volume |
248 |
49 |
-199 |
-80.2% |
517 |
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1702 |
1.1642 |
1.1440 |
|
| R3 |
1.1604 |
1.1544 |
1.1413 |
|
| R2 |
1.1506 |
1.1506 |
1.1404 |
|
| R1 |
1.1446 |
1.1446 |
1.1395 |
1.1427 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1398 |
| S1 |
1.1348 |
1.1348 |
1.1378 |
1.1329 |
| S2 |
1.1310 |
1.1310 |
1.1369 |
|
| S3 |
1.1212 |
1.1250 |
1.1360 |
|
| S4 |
1.1114 |
1.1152 |
1.1333 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2133 |
1.2042 |
1.1577 |
|
| R3 |
1.1876 |
1.1784 |
1.1506 |
|
| R2 |
1.1618 |
1.1618 |
1.1482 |
|
| R1 |
1.1527 |
1.1527 |
1.1459 |
1.1572 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1383 |
| S1 |
1.1269 |
1.1269 |
1.1411 |
1.1315 |
| S2 |
1.1103 |
1.1103 |
1.1388 |
|
| S3 |
1.0846 |
1.1012 |
1.1364 |
|
| S4 |
1.0588 |
1.0754 |
1.1293 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1884 |
|
2.618 |
1.1724 |
|
1.618 |
1.1626 |
|
1.000 |
1.1566 |
|
0.618 |
1.1528 |
|
HIGH |
1.1468 |
|
0.618 |
1.1430 |
|
0.500 |
1.1419 |
|
0.382 |
1.1407 |
|
LOW |
1.1370 |
|
0.618 |
1.1309 |
|
1.000 |
1.1272 |
|
1.618 |
1.1211 |
|
2.618 |
1.1113 |
|
4.250 |
1.0953 |
|
|
| Fisher Pivots for day following 11-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1419 |
1.1485 |
| PP |
1.1408 |
1.1452 |
| S1 |
1.1397 |
1.1419 |
|