CME Euro FX (E) Future December 2020
Trading Metrics calculated at close of trading on 27-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1.0800 |
1.0890 |
0.0090 |
0.8% |
1.0956 |
High |
1.0885 |
1.0918 |
0.0034 |
0.3% |
1.0957 |
Low |
1.0789 |
1.0878 |
0.0090 |
0.8% |
1.0789 |
Close |
1.0860 |
1.0892 |
0.0032 |
0.3% |
1.0860 |
Range |
0.0096 |
0.0040 |
-0.0056 |
-58.3% |
0.0169 |
ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.0% |
0.0000 |
Volume |
75 |
54 |
-21 |
-28.0% |
333 |
|
Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1016 |
1.0994 |
1.0914 |
|
R3 |
1.0976 |
1.0954 |
1.0903 |
|
R2 |
1.0936 |
1.0936 |
1.0899 |
|
R1 |
1.0914 |
1.0914 |
1.0895 |
1.0925 |
PP |
1.0896 |
1.0896 |
1.0896 |
1.0901 |
S1 |
1.0874 |
1.0874 |
1.0888 |
1.0885 |
S2 |
1.0856 |
1.0856 |
1.0884 |
|
S3 |
1.0816 |
1.0834 |
1.0881 |
|
S4 |
1.0776 |
1.0794 |
1.0870 |
|
|
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 |
1.1088 |
2.618 |
1.1023 |
1.618 |
1.0983 |
1.000 |
1.0958 |
0.618 |
1.0943 |
HIGH |
1.0918 |
0.618 |
1.0903 |
0.500 |
1.0898 |
0.382 |
1.0893 |
LOW |
1.0878 |
0.618 |
1.0853 |
1.000 |
1.0838 |
1.618 |
1.0813 |
2.618 |
1.0773 |
4.250 |
1.0708 |
|
|
Fisher Pivots for day following 27-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1.0898 |
1.0879 |
PP |
1.0896 |
1.0866 |
S1 |
1.0894 |
1.0853 |
|