CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1030 |
-0.0040 |
-0.4% |
1.0895 |
| High |
1.1071 |
1.1074 |
0.0004 |
0.0% |
1.0964 |
| Low |
1.1003 |
1.1018 |
0.0016 |
0.1% |
1.0857 |
| Close |
1.1061 |
1.1031 |
-0.0031 |
-0.3% |
1.0889 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.6% |
0.0108 |
| ATR |
|
|
|
|
|
| Volume |
19 |
82 |
63 |
331.6% |
375 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1209 |
1.1176 |
1.1061 |
|
| R3 |
1.1153 |
1.1120 |
1.1046 |
|
| R2 |
1.1097 |
1.1097 |
1.1041 |
|
| R1 |
1.1064 |
1.1064 |
1.1036 |
1.1080 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1049 |
| S1 |
1.1008 |
1.1008 |
1.1025 |
1.1024 |
| S2 |
1.0985 |
1.0985 |
1.1020 |
|
| S3 |
1.0929 |
1.0952 |
1.1015 |
|
| S4 |
1.0873 |
1.0896 |
1.1000 |
|
|
| 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 |
1.1312 |
|
2.618 |
1.1221 |
|
1.618 |
1.1165 |
|
1.000 |
1.1130 |
|
0.618 |
1.1109 |
|
HIGH |
1.1074 |
|
0.618 |
1.1053 |
|
0.500 |
1.1046 |
|
0.382 |
1.1039 |
|
LOW |
1.1018 |
|
0.618 |
1.0983 |
|
1.000 |
1.0962 |
|
1.618 |
1.0927 |
|
2.618 |
1.0871 |
|
4.250 |
1.0780 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1046 |
1.1030 |
| PP |
1.1041 |
1.1030 |
| S1 |
1.1036 |
1.1030 |
|