CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1355 |
-0.0020 |
-0.2% |
1.1200 |
| High |
1.1450 |
1.1385 |
-0.0065 |
-0.6% |
1.1450 |
| Low |
1.1361 |
1.1350 |
-0.0011 |
-0.1% |
1.1186 |
| Close |
1.1370 |
1.1381 |
0.0011 |
0.1% |
1.1370 |
| Range |
0.0089 |
0.0035 |
-0.0055 |
-61.2% |
0.0264 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
27 |
16 |
-11 |
-40.7% |
141 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1475 |
1.1462 |
1.1399 |
|
| R3 |
1.1441 |
1.1428 |
1.1390 |
|
| R2 |
1.1406 |
1.1406 |
1.1387 |
|
| R1 |
1.1393 |
1.1393 |
1.1384 |
1.1400 |
| PP |
1.1372 |
1.1372 |
1.1372 |
1.1375 |
| S1 |
1.1359 |
1.1359 |
1.1377 |
1.1365 |
| S2 |
1.1337 |
1.1337 |
1.1374 |
|
| S3 |
1.1303 |
1.1324 |
1.1371 |
|
| S4 |
1.1268 |
1.1290 |
1.1362 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2126 |
1.2011 |
1.1515 |
|
| R3 |
1.1862 |
1.1748 |
1.1442 |
|
| R2 |
1.1599 |
1.1599 |
1.1418 |
|
| R1 |
1.1484 |
1.1484 |
1.1394 |
1.1542 |
| PP |
1.1335 |
1.1335 |
1.1335 |
1.1364 |
| S1 |
1.1221 |
1.1221 |
1.1346 |
1.1278 |
| S2 |
1.1072 |
1.1072 |
1.1322 |
|
| S3 |
1.0808 |
1.0957 |
1.1298 |
|
| S4 |
1.0545 |
1.0694 |
1.1225 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1475 |
|
1.618 |
1.1440 |
|
1.000 |
1.1419 |
|
0.618 |
1.1406 |
|
HIGH |
1.1385 |
|
0.618 |
1.1371 |
|
0.500 |
1.1367 |
|
0.382 |
1.1363 |
|
LOW |
1.1350 |
|
0.618 |
1.1329 |
|
1.000 |
1.1316 |
|
1.618 |
1.1294 |
|
2.618 |
1.1260 |
|
4.250 |
1.1203 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1376 |
1.1375 |
| PP |
1.1372 |
1.1369 |
| S1 |
1.1367 |
1.1364 |
|