CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 20-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2020 |
20-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0956 |
0.0011 |
0.1% |
1.1000 |
| High |
1.0955 |
1.0957 |
0.0002 |
0.0% |
1.1055 |
| Low |
1.0885 |
1.0912 |
0.0027 |
0.2% |
1.0885 |
| Close |
1.0934 |
1.0927 |
-0.0008 |
-0.1% |
1.0934 |
| Range |
0.0071 |
0.0046 |
-0.0025 |
-35.5% |
0.0171 |
| ATR |
0.0113 |
0.0109 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
44 |
55 |
11 |
25.0% |
233 |
|
| Daily Pivots for day following 20-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1043 |
1.0952 |
|
| R3 |
1.1023 |
1.0997 |
1.0939 |
|
| R2 |
1.0977 |
1.0977 |
1.0935 |
|
| R1 |
1.0952 |
1.0952 |
1.0931 |
1.0942 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0927 |
| S1 |
1.0906 |
1.0906 |
1.0922 |
1.0896 |
| S2 |
1.0886 |
1.0886 |
1.0918 |
|
| S3 |
1.0841 |
1.0861 |
1.0914 |
|
| S4 |
1.0795 |
1.0815 |
1.0901 |
|
|
| 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 |
1.1150 |
|
2.618 |
1.1076 |
|
1.618 |
1.1031 |
|
1.000 |
1.1003 |
|
0.618 |
1.0985 |
|
HIGH |
1.0957 |
|
0.618 |
1.0940 |
|
0.500 |
1.0934 |
|
0.382 |
1.0929 |
|
LOW |
1.0912 |
|
0.618 |
1.0883 |
|
1.000 |
1.0866 |
|
1.618 |
1.0838 |
|
2.618 |
1.0792 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 20-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0925 |
| PP |
1.0932 |
1.0923 |
| S1 |
1.0929 |
1.0921 |
|