CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.1070 |
0.0054 |
0.5% |
1.0895 |
| High |
1.1039 |
1.1071 |
0.0032 |
0.3% |
1.0964 |
| Low |
1.0986 |
1.1003 |
0.0017 |
0.2% |
1.0857 |
| Close |
1.1023 |
1.1061 |
0.0038 |
0.3% |
1.0889 |
| Range |
0.0054 |
0.0068 |
0.0015 |
27.1% |
0.0108 |
| ATR |
|
|
|
|
|
| Volume |
11 |
19 |
8 |
72.7% |
375 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1223 |
1.1098 |
|
| R3 |
1.1181 |
1.1155 |
1.1080 |
|
| R2 |
1.1113 |
1.1113 |
1.1073 |
|
| R1 |
1.1087 |
1.1087 |
1.1067 |
1.1066 |
| PP |
1.1045 |
1.1045 |
1.1045 |
1.1034 |
| S1 |
1.1019 |
1.1019 |
1.1055 |
1.0998 |
| S2 |
1.0977 |
1.0977 |
1.1049 |
|
| S3 |
1.0909 |
1.0951 |
1.1042 |
|
| S4 |
1.0841 |
1.0883 |
1.1024 |
|
|
| 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 |
1.1360 |
|
2.618 |
1.1249 |
|
1.618 |
1.1181 |
|
1.000 |
1.1139 |
|
0.618 |
1.1113 |
|
HIGH |
1.1071 |
|
0.618 |
1.1045 |
|
0.500 |
1.1037 |
|
0.382 |
1.1028 |
|
LOW |
1.1003 |
|
0.618 |
1.0960 |
|
1.000 |
1.0935 |
|
1.618 |
1.0892 |
|
2.618 |
1.0824 |
|
4.250 |
1.0714 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1053 |
1.1033 |
| PP |
1.1045 |
1.1005 |
| S1 |
1.1037 |
1.0978 |
|