CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 17-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2020 |
17-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0945 |
0.0029 |
0.3% |
1.1000 |
| High |
1.0917 |
1.0955 |
0.0038 |
0.3% |
1.1055 |
| Low |
1.0891 |
1.0885 |
-0.0006 |
-0.1% |
1.0885 |
| Close |
1.0914 |
1.0934 |
0.0020 |
0.2% |
1.0934 |
| Range |
0.0027 |
0.0071 |
0.0044 |
166.0% |
0.0171 |
| ATR |
0.0117 |
0.0113 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
93 |
44 |
-49 |
-52.7% |
233 |
|
| Daily Pivots for day following 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1106 |
1.0973 |
|
| R3 |
1.1066 |
1.1035 |
1.0953 |
|
| R2 |
1.0995 |
1.0995 |
1.0947 |
|
| R1 |
1.0965 |
1.0965 |
1.0940 |
1.0945 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0915 |
| S1 |
1.0894 |
1.0894 |
1.0928 |
1.0874 |
| S2 |
1.0854 |
1.0854 |
1.0921 |
|
| S3 |
1.0784 |
1.0824 |
1.0915 |
|
| S4 |
1.0713 |
1.0753 |
1.0895 |
|
|
| Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1372 |
1.1028 |
|
| R3 |
1.1299 |
1.1202 |
1.0981 |
|
| R2 |
1.1128 |
1.1128 |
1.0965 |
|
| R1 |
1.1031 |
1.1031 |
1.0950 |
1.0995 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0940 |
| S1 |
1.0861 |
1.0861 |
1.0918 |
1.0824 |
| S2 |
1.0787 |
1.0787 |
1.0903 |
|
| S3 |
1.0617 |
1.0690 |
1.0887 |
|
| S4 |
1.0446 |
1.0520 |
1.0840 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1255 |
|
2.618 |
1.1140 |
|
1.618 |
1.1069 |
|
1.000 |
1.1026 |
|
0.618 |
1.0999 |
|
HIGH |
1.0955 |
|
0.618 |
1.0928 |
|
0.500 |
1.0920 |
|
0.382 |
1.0911 |
|
LOW |
1.0885 |
|
0.618 |
1.0841 |
|
1.000 |
1.0814 |
|
1.618 |
1.0770 |
|
2.618 |
1.0700 |
|
4.250 |
1.0585 |
|
|
| Fisher Pivots for day following 17-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0929 |
1.0943 |
| PP |
1.0925 |
1.0940 |
| S1 |
1.0920 |
1.0937 |
|