CME Euro FX (E) Future December 2020
Trading Metrics calculated at close of trading on 03-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2020 |
03-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1.0945 |
1.0878 |
-0.0067 |
-0.6% |
1.1125 |
High |
1.1038 |
1.0929 |
-0.0109 |
-1.0% |
1.1240 |
Low |
1.0903 |
1.0854 |
-0.0049 |
-0.4% |
1.0854 |
Close |
1.0927 |
1.0888 |
-0.0039 |
-0.4% |
1.0888 |
Range |
0.0135 |
0.0075 |
-0.0060 |
-44.4% |
0.0386 |
ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.4% |
0.0000 |
Volume |
79 |
71 |
-8 |
-10.1% |
382 |
|
Daily Pivots for day following 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1115 |
1.1076 |
1.0929 |
|
R3 |
1.1040 |
1.1001 |
1.0908 |
|
R2 |
1.0965 |
1.0965 |
1.0901 |
|
R1 |
1.0926 |
1.0926 |
1.0894 |
1.0946 |
PP |
1.0890 |
1.0890 |
1.0890 |
1.0900 |
S1 |
1.0851 |
1.0851 |
1.0881 |
1.0871 |
S2 |
1.0815 |
1.0815 |
1.0874 |
|
S3 |
1.0740 |
1.0776 |
1.0867 |
|
S4 |
1.0665 |
1.0701 |
1.0846 |
|
|
Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2152 |
1.1906 |
1.1100 |
|
R3 |
1.1766 |
1.1520 |
1.0994 |
|
R2 |
1.1380 |
1.1380 |
1.0958 |
|
R1 |
1.1134 |
1.1134 |
1.0923 |
1.1064 |
PP |
1.0994 |
1.0994 |
1.0994 |
1.0959 |
S1 |
1.0748 |
1.0748 |
1.0852 |
1.0678 |
S2 |
1.0608 |
1.0608 |
1.0817 |
|
S3 |
1.0222 |
1.0362 |
1.0781 |
|
S4 |
0.9836 |
0.9976 |
1.0675 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1248 |
2.618 |
1.1125 |
1.618 |
1.1050 |
1.000 |
1.1004 |
0.618 |
1.0975 |
HIGH |
1.0929 |
0.618 |
1.0900 |
0.500 |
1.0892 |
0.382 |
1.0883 |
LOW |
1.0854 |
0.618 |
1.0808 |
1.000 |
1.0779 |
1.618 |
1.0733 |
2.618 |
1.0658 |
4.250 |
1.0535 |
|
|
Fisher Pivots for day following 03-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1.0892 |
1.0988 |
PP |
1.0890 |
1.0954 |
S1 |
1.0889 |
1.0921 |
|