CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1276 |
0.0076 |
0.7% |
1.1068 |
| High |
1.1218 |
1.1276 |
0.0059 |
0.5% |
1.1209 |
| Low |
1.1186 |
1.1202 |
0.0016 |
0.1% |
1.0957 |
| Close |
1.1207 |
1.1247 |
0.0040 |
0.4% |
1.1172 |
| Range |
0.0032 |
0.0075 |
0.0043 |
136.5% |
0.0252 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
0.8% |
0.0000 |
| Volume |
24 |
1 |
-23 |
-95.8% |
49 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1465 |
1.1431 |
1.1288 |
|
| R3 |
1.1391 |
1.1356 |
1.1267 |
|
| R2 |
1.1316 |
1.1316 |
1.1261 |
|
| R1 |
1.1282 |
1.1282 |
1.1254 |
1.1262 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1232 |
| S1 |
1.1207 |
1.1207 |
1.1240 |
1.1187 |
| S2 |
1.1167 |
1.1167 |
1.1233 |
|
| S3 |
1.1093 |
1.1133 |
1.1227 |
|
| S4 |
1.1018 |
1.1058 |
1.1206 |
|
|
| 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 |
1.1593 |
|
2.618 |
1.1471 |
|
1.618 |
1.1397 |
|
1.000 |
1.1351 |
|
0.618 |
1.1322 |
|
HIGH |
1.1276 |
|
0.618 |
1.1248 |
|
0.500 |
1.1239 |
|
0.382 |
1.1230 |
|
LOW |
1.1202 |
|
0.618 |
1.1155 |
|
1.000 |
1.1127 |
|
1.618 |
1.1081 |
|
2.618 |
1.1006 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1236 |
| PP |
1.1242 |
1.1225 |
| S1 |
1.1239 |
1.1214 |
|