CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1422 |
1.1455 |
0.0033 |
0.3% |
1.1200 |
| High |
1.1470 |
1.1469 |
-0.0001 |
0.0% |
1.1450 |
| Low |
1.1415 |
1.1371 |
-0.0044 |
-0.4% |
1.1186 |
| Close |
1.1469 |
1.1374 |
-0.0095 |
-0.8% |
1.1370 |
| Range |
0.0056 |
0.0098 |
0.0043 |
76.6% |
0.0264 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
17 |
69 |
52 |
305.9% |
141 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1699 |
1.1634 |
1.1428 |
|
| R3 |
1.1601 |
1.1536 |
1.1401 |
|
| R2 |
1.1503 |
1.1503 |
1.1392 |
|
| R1 |
1.1438 |
1.1438 |
1.1383 |
1.1422 |
| PP |
1.1405 |
1.1405 |
1.1405 |
1.1396 |
| S1 |
1.1340 |
1.1340 |
1.1365 |
1.1324 |
| S2 |
1.1307 |
1.1307 |
1.1356 |
|
| S3 |
1.1209 |
1.1242 |
1.1347 |
|
| S4 |
1.1111 |
1.1144 |
1.1320 |
|
|
| 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 |
1.1886 |
|
2.618 |
1.1726 |
|
1.618 |
1.1628 |
|
1.000 |
1.1567 |
|
0.618 |
1.1530 |
|
HIGH |
1.1469 |
|
0.618 |
1.1432 |
|
0.500 |
1.1420 |
|
0.382 |
1.1408 |
|
LOW |
1.1371 |
|
0.618 |
1.1310 |
|
1.000 |
1.1273 |
|
1.618 |
1.1212 |
|
2.618 |
1.1114 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1420 |
1.1397 |
| PP |
1.1405 |
1.1389 |
| S1 |
1.1389 |
1.1382 |
|