CME Euro FX (E) Future December 2020
Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.1173 |
1.1125 |
-0.0048 |
-0.4% |
1.0797 |
High |
1.1243 |
1.1240 |
-0.0003 |
0.0% |
1.1243 |
Low |
1.1053 |
1.1105 |
0.0053 |
0.5% |
1.0730 |
Close |
1.1218 |
1.1126 |
-0.0093 |
-0.8% |
1.1218 |
Range |
0.0191 |
0.0135 |
-0.0056 |
-29.1% |
0.0513 |
ATR |
0.0148 |
0.0147 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
322 |
205 |
-117 |
-36.3% |
519 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1562 |
1.1479 |
1.1200 |
|
R3 |
1.1427 |
1.1344 |
1.1163 |
|
R2 |
1.1292 |
1.1292 |
1.1150 |
|
R1 |
1.1209 |
1.1209 |
1.1138 |
1.1250 |
PP |
1.1157 |
1.1157 |
1.1157 |
1.1178 |
S1 |
1.1074 |
1.1074 |
1.1113 |
1.1115 |
S2 |
1.1022 |
1.1022 |
1.1101 |
|
S3 |
1.0887 |
1.0939 |
1.1088 |
|
S4 |
1.0752 |
1.0804 |
1.1051 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2603 |
1.2423 |
1.1500 |
|
R3 |
1.2090 |
1.1910 |
1.1359 |
|
R2 |
1.1577 |
1.1577 |
1.1312 |
|
R1 |
1.1397 |
1.1397 |
1.1265 |
1.1487 |
PP |
1.1064 |
1.1064 |
1.1064 |
1.1109 |
S1 |
1.0884 |
1.0884 |
1.1171 |
1.0974 |
S2 |
1.0551 |
1.0551 |
1.1124 |
|
S3 |
1.0038 |
1.0371 |
1.1077 |
|
S4 |
0.9525 |
0.9858 |
1.0936 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1814 |
2.618 |
1.1593 |
1.618 |
1.1458 |
1.000 |
1.1375 |
0.618 |
1.1323 |
HIGH |
1.1240 |
0.618 |
1.1188 |
0.500 |
1.1173 |
0.382 |
1.1157 |
LOW |
1.1105 |
0.618 |
1.1022 |
1.000 |
1.0970 |
1.618 |
1.0887 |
2.618 |
1.0752 |
4.250 |
1.0531 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1173 |
1.1137 |
PP |
1.1157 |
1.1133 |
S1 |
1.1141 |
1.1129 |
|