CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1281 |
-0.0174 |
-1.5% |
1.1355 |
| High |
1.1469 |
1.1404 |
-0.0065 |
-0.6% |
1.1470 |
| Low |
1.1371 |
1.1281 |
-0.0090 |
-0.8% |
1.1281 |
| Close |
1.1374 |
1.1307 |
-0.0068 |
-0.6% |
1.1307 |
| Range |
0.0098 |
0.0123 |
0.0025 |
25.5% |
0.0189 |
| ATR |
0.0074 |
0.0078 |
0.0003 |
4.7% |
0.0000 |
| Volume |
69 |
2 |
-67 |
-97.1% |
125 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1700 |
1.1626 |
1.1374 |
|
| R3 |
1.1577 |
1.1503 |
1.1340 |
|
| R2 |
1.1454 |
1.1454 |
1.1329 |
|
| R1 |
1.1380 |
1.1380 |
1.1318 |
1.1417 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1349 |
| S1 |
1.1257 |
1.1257 |
1.1295 |
1.1294 |
| S2 |
1.1208 |
1.1208 |
1.1284 |
|
| S3 |
1.1085 |
1.1134 |
1.1273 |
|
| S4 |
1.0962 |
1.1011 |
1.1239 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1802 |
1.1410 |
|
| R3 |
1.1731 |
1.1613 |
1.1358 |
|
| R2 |
1.1542 |
1.1542 |
1.1341 |
|
| R1 |
1.1424 |
1.1424 |
1.1324 |
1.1388 |
| PP |
1.1353 |
1.1353 |
1.1353 |
1.1335 |
| S1 |
1.1235 |
1.1235 |
1.1289 |
1.1199 |
| S2 |
1.1164 |
1.1164 |
1.1272 |
|
| S3 |
1.0975 |
1.1046 |
1.1255 |
|
| S4 |
1.0786 |
1.0857 |
1.1203 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1927 |
|
2.618 |
1.1726 |
|
1.618 |
1.1603 |
|
1.000 |
1.1527 |
|
0.618 |
1.1480 |
|
HIGH |
1.1404 |
|
0.618 |
1.1357 |
|
0.500 |
1.1343 |
|
0.382 |
1.1328 |
|
LOW |
1.1281 |
|
0.618 |
1.1205 |
|
1.000 |
1.1158 |
|
1.618 |
1.1082 |
|
2.618 |
1.0959 |
|
4.250 |
1.0758 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1376 |
| PP |
1.1331 |
1.1353 |
| S1 |
1.1319 |
1.1330 |
|