CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1068 |
1.1087 |
0.0019 |
0.2% |
1.0892 |
| High |
1.1068 |
1.1092 |
0.0024 |
0.2% |
1.1074 |
| Low |
1.0957 |
1.1016 |
0.0059 |
0.5% |
1.0885 |
| Close |
1.1068 |
1.1065 |
-0.0004 |
0.0% |
1.0962 |
| Range |
0.0111 |
0.0077 |
-0.0035 |
-31.1% |
0.0190 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.1% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
135 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1287 |
1.1252 |
1.1107 |
|
| R3 |
1.1210 |
1.1176 |
1.1086 |
|
| R2 |
1.1134 |
1.1134 |
1.1079 |
|
| R1 |
1.1099 |
1.1099 |
1.1072 |
1.1078 |
| PP |
1.1057 |
1.1057 |
1.1057 |
1.1047 |
| S1 |
1.1023 |
1.1023 |
1.1057 |
1.1002 |
| S2 |
1.0981 |
1.0981 |
1.1050 |
|
| S3 |
1.0904 |
1.0946 |
1.1043 |
|
| S4 |
1.0828 |
1.0870 |
1.1022 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1442 |
1.1066 |
|
| R3 |
1.1353 |
1.1252 |
1.1014 |
|
| R2 |
1.1163 |
1.1163 |
1.0997 |
|
| R1 |
1.1063 |
1.1063 |
1.0979 |
1.1113 |
| PP |
1.0974 |
1.0974 |
1.0974 |
1.0999 |
| S1 |
1.0873 |
1.0873 |
1.0945 |
1.0923 |
| S2 |
1.0784 |
1.0784 |
1.0927 |
|
| S3 |
1.0595 |
1.0684 |
1.0910 |
|
| S4 |
1.0405 |
1.0494 |
1.0858 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1417 |
|
2.618 |
1.1292 |
|
1.618 |
1.1216 |
|
1.000 |
1.1169 |
|
0.618 |
1.1139 |
|
HIGH |
1.1092 |
|
0.618 |
1.1063 |
|
0.500 |
1.1054 |
|
0.382 |
1.1045 |
|
LOW |
1.1016 |
|
0.618 |
1.0968 |
|
1.000 |
1.0939 |
|
1.618 |
1.0892 |
|
2.618 |
1.0815 |
|
4.250 |
1.0690 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1061 |
1.1051 |
| PP |
1.1057 |
1.1038 |
| S1 |
1.1054 |
1.1025 |
|