CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 13-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1335 |
1.1232 |
-0.0103 |
-0.9% |
1.1490 |
| High |
1.1426 |
1.1297 |
-0.0129 |
-1.1% |
1.1601 |
| Low |
1.1190 |
1.1165 |
-0.0025 |
-0.2% |
1.1165 |
| Close |
1.1275 |
1.1183 |
-0.0092 |
-0.8% |
1.1183 |
| Range |
0.0236 |
0.0132 |
-0.0104 |
-44.1% |
0.0436 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.7% |
0.0000 |
| Volume |
36 |
95 |
59 |
163.9% |
611 |
|
| Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1529 |
1.1256 |
|
| R3 |
1.1479 |
1.1397 |
1.1219 |
|
| R2 |
1.1347 |
1.1347 |
1.1207 |
|
| R1 |
1.1265 |
1.1265 |
1.1195 |
1.1240 |
| PP |
1.1215 |
1.1215 |
1.1215 |
1.1203 |
| S1 |
1.1133 |
1.1133 |
1.1171 |
1.1108 |
| S2 |
1.1083 |
1.1083 |
1.1159 |
|
| S3 |
1.0951 |
1.1001 |
1.1147 |
|
| S4 |
1.0819 |
1.0869 |
1.1110 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2624 |
1.2340 |
1.1423 |
|
| R3 |
1.2188 |
1.1904 |
1.1303 |
|
| R2 |
1.1752 |
1.1752 |
1.1263 |
|
| R1 |
1.1468 |
1.1468 |
1.1223 |
1.1392 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1279 |
| S1 |
1.1032 |
1.1032 |
1.1143 |
1.0956 |
| S2 |
1.0880 |
1.0880 |
1.1103 |
|
| S3 |
1.0444 |
1.0596 |
1.1063 |
|
| S4 |
1.0008 |
1.0160 |
1.0943 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1858 |
|
2.618 |
1.1643 |
|
1.618 |
1.1511 |
|
1.000 |
1.1429 |
|
0.618 |
1.1379 |
|
HIGH |
1.1297 |
|
0.618 |
1.1247 |
|
0.500 |
1.1231 |
|
0.382 |
1.1215 |
|
LOW |
1.1165 |
|
0.618 |
1.1083 |
|
1.000 |
1.1033 |
|
1.618 |
1.0951 |
|
2.618 |
1.0819 |
|
4.250 |
1.0604 |
|
|
| Fisher Pivots for day following 13-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1231 |
1.1316 |
| PP |
1.1215 |
1.1272 |
| S1 |
1.1199 |
1.1227 |
|