CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 06-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2020 |
06-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0892 |
0.0014 |
0.1% |
1.1125 |
| High |
1.0929 |
1.0903 |
-0.0026 |
-0.2% |
1.1240 |
| Low |
1.0854 |
1.0852 |
-0.0003 |
0.0% |
1.0854 |
| Close |
1.0888 |
1.0875 |
-0.0013 |
-0.1% |
1.0888 |
| Range |
0.0075 |
0.0052 |
-0.0024 |
-31.3% |
0.0386 |
| ATR |
0.0138 |
0.0132 |
-0.0006 |
-4.5% |
0.0000 |
| Volume |
71 |
3 |
-68 |
-95.8% |
382 |
|
| Daily Pivots for day following 06-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1031 |
1.1005 |
1.0903 |
|
| R3 |
1.0980 |
1.0953 |
1.0889 |
|
| R2 |
1.0928 |
1.0928 |
1.0884 |
|
| R1 |
1.0902 |
1.0902 |
1.0880 |
1.0889 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0870 |
| S1 |
1.0850 |
1.0850 |
1.0870 |
1.0838 |
| S2 |
1.0825 |
1.0825 |
1.0866 |
|
| S3 |
1.0774 |
1.0799 |
1.0861 |
|
| S4 |
1.0722 |
1.0747 |
1.0847 |
|
|
| 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 |
1.1122 |
|
2.618 |
1.1038 |
|
1.618 |
1.0986 |
|
1.000 |
1.0955 |
|
0.618 |
1.0935 |
|
HIGH |
1.0903 |
|
0.618 |
1.0883 |
|
0.500 |
1.0877 |
|
0.382 |
1.0871 |
|
LOW |
1.0852 |
|
0.618 |
1.0820 |
|
1.000 |
1.0800 |
|
1.618 |
1.0768 |
|
2.618 |
1.0717 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 06-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0877 |
1.0945 |
| PP |
1.0877 |
1.0922 |
| S1 |
1.0876 |
1.0898 |
|