CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 12-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1426 |
1.1335 |
-0.0092 |
-0.8% |
1.1206 |
| High |
1.1468 |
1.1426 |
-0.0042 |
-0.4% |
1.1452 |
| Low |
1.1370 |
1.1190 |
-0.0180 |
-1.6% |
1.1195 |
| Close |
1.1387 |
1.1275 |
-0.0112 |
-1.0% |
1.1435 |
| Range |
0.0098 |
0.0236 |
0.0138 |
140.8% |
0.0258 |
| ATR |
0.0085 |
0.0096 |
0.0011 |
12.6% |
0.0000 |
| Volume |
49 |
36 |
-13 |
-26.5% |
517 |
|
| Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1876 |
1.1405 |
|
| R3 |
1.1769 |
1.1640 |
1.1340 |
|
| R2 |
1.1533 |
1.1533 |
1.1318 |
|
| R1 |
1.1404 |
1.1404 |
1.1297 |
1.1350 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1270 |
| S1 |
1.1168 |
1.1168 |
1.1253 |
1.1114 |
| S2 |
1.1061 |
1.1061 |
1.1232 |
|
| S3 |
1.0825 |
1.0932 |
1.1210 |
|
| S4 |
1.0589 |
1.0696 |
1.1145 |
|
|
| 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 |
1.2429 |
|
2.618 |
1.2043 |
|
1.618 |
1.1807 |
|
1.000 |
1.1662 |
|
0.618 |
1.1571 |
|
HIGH |
1.1426 |
|
0.618 |
1.1335 |
|
0.500 |
1.1308 |
|
0.382 |
1.1280 |
|
LOW |
1.1190 |
|
0.618 |
1.1044 |
|
1.000 |
1.0954 |
|
1.618 |
1.0808 |
|
2.618 |
1.0572 |
|
4.250 |
1.0187 |
|
|
| Fisher Pivots for day following 12-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1308 |
1.1355 |
| PP |
1.1297 |
1.1329 |
| S1 |
1.1286 |
1.1302 |
|