CME Euro FX (E) Future March 2021
Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1.1281 |
1.1319 |
0.0038 |
0.3% |
1.1355 |
High |
1.1404 |
1.1396 |
-0.0008 |
-0.1% |
1.1470 |
Low |
1.1281 |
1.1319 |
0.0038 |
0.3% |
1.1281 |
Close |
1.1307 |
1.1392 |
0.0086 |
0.8% |
1.1307 |
Range |
0.0123 |
0.0077 |
-0.0046 |
-37.4% |
0.0189 |
ATR |
0.0078 |
0.0079 |
0.0001 |
1.1% |
0.0000 |
Volume |
2 |
7 |
5 |
250.0% |
125 |
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1600 |
1.1573 |
1.1434 |
|
R3 |
1.1523 |
1.1496 |
1.1413 |
|
R2 |
1.1446 |
1.1446 |
1.1406 |
|
R1 |
1.1419 |
1.1419 |
1.1399 |
1.1433 |
PP |
1.1369 |
1.1369 |
1.1369 |
1.1376 |
S1 |
1.1342 |
1.1342 |
1.1385 |
1.1356 |
S2 |
1.1292 |
1.1292 |
1.1378 |
|
S3 |
1.1215 |
1.1265 |
1.1371 |
|
S4 |
1.1138 |
1.1188 |
1.1350 |
|
|
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 |
1.1723 |
2.618 |
1.1598 |
1.618 |
1.1521 |
1.000 |
1.1473 |
0.618 |
1.1444 |
HIGH |
1.1396 |
0.618 |
1.1367 |
0.500 |
1.1358 |
0.382 |
1.1348 |
LOW |
1.1319 |
0.618 |
1.1271 |
1.000 |
1.1242 |
1.618 |
1.1194 |
2.618 |
1.1117 |
4.250 |
1.0992 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1381 |
1.1386 |
PP |
1.1369 |
1.1381 |
S1 |
1.1358 |
1.1375 |
|