CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.1016 |
0.0124 |
1.1% |
1.0895 |
| High |
1.0998 |
1.1039 |
0.0042 |
0.4% |
1.0964 |
| Low |
1.0885 |
1.0986 |
0.0101 |
0.9% |
1.0857 |
| Close |
1.0992 |
1.1023 |
0.0032 |
0.3% |
1.0889 |
| Range |
0.0113 |
0.0054 |
-0.0060 |
-52.7% |
0.0108 |
| ATR |
|
|
|
|
|
| Volume |
15 |
11 |
-4 |
-26.7% |
375 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1153 |
1.1052 |
|
| R3 |
1.1123 |
1.1100 |
1.1038 |
|
| R2 |
1.1069 |
1.1069 |
1.1033 |
|
| R1 |
1.1046 |
1.1046 |
1.1028 |
1.1058 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1022 |
| S1 |
1.0993 |
1.0993 |
1.1018 |
1.1004 |
| S2 |
1.0962 |
1.0962 |
1.1013 |
|
| S3 |
1.0909 |
1.0939 |
1.1008 |
|
| S4 |
1.0855 |
1.0886 |
1.0994 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1165 |
1.0948 |
|
| R3 |
1.1118 |
1.1057 |
1.0919 |
|
| R2 |
1.1011 |
1.1011 |
1.0909 |
|
| R1 |
1.0950 |
1.0950 |
1.0899 |
1.0927 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0892 |
| S1 |
1.0842 |
1.0842 |
1.0879 |
1.0819 |
| S2 |
1.0796 |
1.0796 |
1.0869 |
|
| S3 |
1.0688 |
1.0735 |
1.0859 |
|
| S4 |
1.0581 |
1.0627 |
1.0830 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1266 |
|
2.618 |
1.1179 |
|
1.618 |
1.1126 |
|
1.000 |
1.1093 |
|
0.618 |
1.1072 |
|
HIGH |
1.1039 |
|
0.618 |
1.1019 |
|
0.500 |
1.1012 |
|
0.382 |
1.1006 |
|
LOW |
1.0986 |
|
0.618 |
1.0952 |
|
1.000 |
1.0932 |
|
1.618 |
1.0899 |
|
2.618 |
1.0845 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1019 |
1.1003 |
| PP |
1.1016 |
1.0982 |
| S1 |
1.1012 |
1.0962 |
|