CME Euro FX (E) Future December 2020
Trading Metrics calculated at close of trading on 23-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2020 |
23-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1.0910 |
1.0855 |
-0.0055 |
-0.5% |
1.1000 |
High |
1.0943 |
1.0904 |
-0.0039 |
-0.4% |
1.1055 |
Low |
1.0865 |
1.0816 |
-0.0049 |
-0.4% |
1.0885 |
Close |
1.0879 |
1.0845 |
-0.0035 |
-0.3% |
1.0934 |
Range |
0.0079 |
0.0088 |
0.0010 |
12.1% |
0.0171 |
ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
39 |
152 |
113 |
289.7% |
233 |
|
Daily Pivots for day following 23-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1119 |
1.1070 |
1.0893 |
|
R3 |
1.1031 |
1.0982 |
1.0869 |
|
R2 |
1.0943 |
1.0943 |
1.0861 |
|
R1 |
1.0894 |
1.0894 |
1.0853 |
1.0874 |
PP |
1.0855 |
1.0855 |
1.0855 |
1.0845 |
S1 |
1.0806 |
1.0806 |
1.0836 |
1.0786 |
S2 |
1.0767 |
1.0767 |
1.0828 |
|
S3 |
1.0679 |
1.0718 |
1.0820 |
|
S4 |
1.0591 |
1.0630 |
1.0796 |
|
|
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 |
1.1278 |
2.618 |
1.1134 |
1.618 |
1.1046 |
1.000 |
1.0992 |
0.618 |
1.0958 |
HIGH |
1.0904 |
0.618 |
1.0870 |
0.500 |
1.0860 |
0.382 |
1.0850 |
LOW |
1.0816 |
0.618 |
1.0762 |
1.000 |
1.0728 |
1.618 |
1.0674 |
2.618 |
1.0586 |
4.250 |
1.0442 |
|
|
Fisher Pivots for day following 23-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1.0860 |
1.0880 |
PP |
1.0855 |
1.0868 |
S1 |
1.0850 |
1.0856 |
|