CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1276 |
1.1258 |
-0.0019 |
-0.2% |
1.1068 |
| High |
1.1276 |
1.1319 |
0.0043 |
0.4% |
1.1209 |
| Low |
1.1202 |
1.1258 |
0.0056 |
0.5% |
1.0957 |
| Close |
1.1247 |
1.1315 |
0.0068 |
0.6% |
1.1172 |
| Range |
0.0075 |
0.0061 |
-0.0014 |
-18.1% |
0.0252 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1 |
59 |
58 |
5,800.0% |
49 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1480 |
1.1458 |
1.1348 |
|
| R3 |
1.1419 |
1.1397 |
1.1331 |
|
| R2 |
1.1358 |
1.1358 |
1.1326 |
|
| R1 |
1.1336 |
1.1336 |
1.1320 |
1.1347 |
| PP |
1.1297 |
1.1297 |
1.1297 |
1.1302 |
| S1 |
1.1275 |
1.1275 |
1.1309 |
1.1286 |
| S2 |
1.1236 |
1.1236 |
1.1303 |
|
| S3 |
1.1175 |
1.1214 |
1.1298 |
|
| S4 |
1.1114 |
1.1153 |
1.1281 |
|
|
| 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 |
1.1578 |
|
2.618 |
1.1478 |
|
1.618 |
1.1417 |
|
1.000 |
1.1380 |
|
0.618 |
1.1356 |
|
HIGH |
1.1319 |
|
0.618 |
1.1295 |
|
0.500 |
1.1288 |
|
0.382 |
1.1281 |
|
LOW |
1.1258 |
|
0.618 |
1.1220 |
|
1.000 |
1.1197 |
|
1.618 |
1.1159 |
|
2.618 |
1.1098 |
|
4.250 |
1.0998 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1294 |
| PP |
1.1297 |
1.1273 |
| S1 |
1.1288 |
1.1252 |
|