CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 18-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1297 |
1.1106 |
-0.0191 |
-1.7% |
1.1490 |
| High |
1.1297 |
1.1147 |
-0.0150 |
-1.3% |
1.1601 |
| Low |
1.1066 |
1.0917 |
-0.0149 |
-1.3% |
1.1165 |
| Close |
1.1106 |
1.0985 |
-0.0121 |
-1.1% |
1.1183 |
| Range |
0.0231 |
0.0230 |
-0.0001 |
-0.4% |
0.0436 |
| ATR |
0.0111 |
0.0120 |
0.0008 |
7.6% |
0.0000 |
| Volume |
212 |
418 |
206 |
97.2% |
611 |
|
| Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1576 |
1.1112 |
|
| R3 |
1.1476 |
1.1346 |
1.1048 |
|
| R2 |
1.1246 |
1.1246 |
1.1027 |
|
| R1 |
1.1116 |
1.1116 |
1.1006 |
1.1066 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.0991 |
| S1 |
1.0886 |
1.0886 |
1.0964 |
1.0836 |
| S2 |
1.0786 |
1.0786 |
1.0943 |
|
| S3 |
1.0556 |
1.0656 |
1.0922 |
|
| S4 |
1.0326 |
1.0426 |
1.0859 |
|
|
| 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 |
1.2124 |
|
2.618 |
1.1749 |
|
1.618 |
1.1519 |
|
1.000 |
1.1377 |
|
0.618 |
1.1289 |
|
HIGH |
1.1147 |
|
0.618 |
1.1059 |
|
0.500 |
1.1032 |
|
0.382 |
1.1004 |
|
LOW |
1.0917 |
|
0.618 |
1.0774 |
|
1.000 |
1.0687 |
|
1.618 |
1.0544 |
|
2.618 |
1.0314 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 18-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1123 |
| PP |
1.1016 |
1.1077 |
| S1 |
1.1001 |
1.1031 |
|