CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 23-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0797 |
-0.0041 |
-0.4% |
1.1239 |
| High |
1.0929 |
1.0926 |
-0.0004 |
0.0% |
1.1330 |
| Low |
1.0739 |
1.0730 |
-0.0009 |
-0.1% |
1.0739 |
| Close |
1.0749 |
1.0832 |
0.0084 |
0.8% |
1.0749 |
| Range |
0.0191 |
0.0196 |
0.0005 |
2.6% |
0.0592 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
3.0% |
0.0000 |
| Volume |
166 |
77 |
-89 |
-53.6% |
1,178 |
|
| Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1416 |
1.1319 |
1.0940 |
|
| R3 |
1.1220 |
1.1124 |
1.0886 |
|
| R2 |
1.1025 |
1.1025 |
1.0868 |
|
| R1 |
1.0928 |
1.0928 |
1.0850 |
1.0977 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0853 |
| S1 |
1.0733 |
1.0733 |
1.0814 |
1.0781 |
| S2 |
1.0634 |
1.0634 |
1.0796 |
|
| S3 |
1.0438 |
1.0537 |
1.0778 |
|
| S4 |
1.0243 |
1.0342 |
1.0724 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2323 |
1.1074 |
|
| R3 |
1.2122 |
1.1731 |
1.0911 |
|
| R2 |
1.1531 |
1.1531 |
1.0857 |
|
| R1 |
1.1140 |
1.1140 |
1.0803 |
1.1039 |
| PP |
1.0939 |
1.0939 |
1.0939 |
1.0889 |
| S1 |
1.0548 |
1.0548 |
1.0694 |
1.0448 |
| S2 |
1.0348 |
1.0348 |
1.0640 |
|
| S3 |
0.9756 |
0.9957 |
1.0586 |
|
| S4 |
0.9165 |
0.9365 |
1.0423 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1756 |
|
2.618 |
1.1437 |
|
1.618 |
1.1242 |
|
1.000 |
1.1121 |
|
0.618 |
1.1046 |
|
HIGH |
1.0926 |
|
0.618 |
1.0851 |
|
0.500 |
1.0828 |
|
0.382 |
1.0805 |
|
LOW |
1.0730 |
|
0.618 |
1.0609 |
|
1.000 |
1.0535 |
|
1.618 |
1.0414 |
|
2.618 |
1.0218 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 23-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0910 |
| PP |
1.0829 |
1.0884 |
| S1 |
1.0828 |
1.0858 |
|