CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1120 |
1.1206 |
0.0086 |
0.8% |
1.1068 |
| High |
1.1164 |
1.1209 |
0.0045 |
0.4% |
1.1209 |
| Low |
1.1120 |
1.1152 |
0.0032 |
0.3% |
1.0957 |
| Close |
1.1164 |
1.1172 |
0.0009 |
0.1% |
1.1172 |
| Range |
0.0044 |
0.0057 |
0.0014 |
31.0% |
0.0252 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
35 |
13 |
-22 |
-62.9% |
49 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1317 |
1.1203 |
|
| R3 |
1.1291 |
1.1260 |
1.1188 |
|
| R2 |
1.1234 |
1.1234 |
1.1182 |
|
| R1 |
1.1203 |
1.1203 |
1.1177 |
1.1190 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1171 |
| S1 |
1.1146 |
1.1146 |
1.1167 |
1.1133 |
| S2 |
1.1120 |
1.1120 |
1.1162 |
|
| S3 |
1.1063 |
1.1089 |
1.1156 |
|
| S4 |
1.1006 |
1.1032 |
1.1141 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1867 |
1.1771 |
1.1310 |
|
| R3 |
1.1616 |
1.1520 |
1.1241 |
|
| R2 |
1.1364 |
1.1364 |
1.1218 |
|
| R1 |
1.1268 |
1.1268 |
1.1195 |
1.1316 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1137 |
| S1 |
1.1017 |
1.1017 |
1.1149 |
1.1065 |
| S2 |
1.0861 |
1.0861 |
1.1126 |
|
| S3 |
1.0610 |
1.0765 |
1.1103 |
|
| S4 |
1.0358 |
1.0514 |
1.1034 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1358 |
|
1.618 |
1.1301 |
|
1.000 |
1.1266 |
|
0.618 |
1.1244 |
|
HIGH |
1.1209 |
|
0.618 |
1.1187 |
|
0.500 |
1.1180 |
|
0.382 |
1.1173 |
|
LOW |
1.1152 |
|
0.618 |
1.1116 |
|
1.000 |
1.1095 |
|
1.618 |
1.1059 |
|
2.618 |
1.1002 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1180 |
1.1152 |
| PP |
1.1177 |
1.1132 |
| S1 |
1.1175 |
1.1112 |
|