CME Euro FX (E) Future December 2020
| Trading Metrics calculated at close of trading on 24-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2020 |
24-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0855 |
1.0800 |
-0.0055 |
-0.5% |
1.0956 |
| High |
1.0904 |
1.0885 |
-0.0020 |
-0.2% |
1.0957 |
| Low |
1.0816 |
1.0789 |
-0.0028 |
-0.3% |
1.0789 |
| Close |
1.0845 |
1.0860 |
0.0015 |
0.1% |
1.0860 |
| Range |
0.0088 |
0.0096 |
0.0008 |
9.1% |
0.0169 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
152 |
75 |
-77 |
-50.7% |
333 |
|
| Daily Pivots for day following 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1092 |
1.0912 |
|
| R3 |
1.1036 |
1.0996 |
1.0886 |
|
| R2 |
1.0940 |
1.0940 |
1.0877 |
|
| R1 |
1.0900 |
1.0900 |
1.0868 |
1.0920 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0854 |
| S1 |
1.0804 |
1.0804 |
1.0851 |
1.0824 |
| S2 |
1.0748 |
1.0748 |
1.0842 |
|
| S3 |
1.0652 |
1.0708 |
1.0833 |
|
| S4 |
1.0556 |
1.0612 |
1.0807 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1285 |
1.0952 |
|
| R3 |
1.1205 |
1.1117 |
1.0906 |
|
| R2 |
1.1037 |
1.1037 |
1.0890 |
|
| R1 |
1.0948 |
1.0948 |
1.0875 |
1.0908 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0848 |
| S1 |
1.0780 |
1.0780 |
1.0844 |
1.0740 |
| S2 |
1.0700 |
1.0700 |
1.0829 |
|
| S3 |
1.0531 |
1.0611 |
1.0813 |
|
| S4 |
1.0363 |
1.0443 |
1.0767 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1293 |
|
2.618 |
1.1136 |
|
1.618 |
1.1040 |
|
1.000 |
1.0981 |
|
0.618 |
1.0944 |
|
HIGH |
1.0885 |
|
0.618 |
1.0848 |
|
0.500 |
1.0837 |
|
0.382 |
1.0825 |
|
LOW |
1.0789 |
|
0.618 |
1.0729 |
|
1.000 |
1.0693 |
|
1.618 |
1.0633 |
|
2.618 |
1.0537 |
|
4.250 |
1.0381 |
|
|
| Fisher Pivots for day following 24-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.0852 |
1.0866 |
| PP |
1.0844 |
1.0864 |
| S1 |
1.0837 |
1.0862 |
|