CME Euro FX (E) Future March 2021
Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1.1319 |
1.1400 |
0.0081 |
0.7% |
1.1355 |
High |
1.1396 |
1.1421 |
0.0025 |
0.2% |
1.1470 |
Low |
1.1319 |
1.1310 |
-0.0010 |
-0.1% |
1.1281 |
Close |
1.1392 |
1.1348 |
-0.0045 |
-0.4% |
1.1307 |
Range |
0.0077 |
0.0112 |
0.0035 |
44.8% |
0.0189 |
ATR |
0.0079 |
0.0081 |
0.0002 |
3.0% |
0.0000 |
Volume |
7 |
6 |
-1 |
-14.3% |
125 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1694 |
1.1632 |
1.1409 |
|
R3 |
1.1582 |
1.1521 |
1.1378 |
|
R2 |
1.1471 |
1.1471 |
1.1368 |
|
R1 |
1.1409 |
1.1409 |
1.1358 |
1.1384 |
PP |
1.1359 |
1.1359 |
1.1359 |
1.1347 |
S1 |
1.1298 |
1.1298 |
1.1337 |
1.1273 |
S2 |
1.1248 |
1.1248 |
1.1327 |
|
S3 |
1.1136 |
1.1186 |
1.1317 |
|
S4 |
1.1025 |
1.1075 |
1.1286 |
|
|
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 |
1.1895 |
2.618 |
1.1713 |
1.618 |
1.1601 |
1.000 |
1.1533 |
0.618 |
1.1490 |
HIGH |
1.1421 |
0.618 |
1.1378 |
0.500 |
1.1365 |
0.382 |
1.1352 |
LOW |
1.1310 |
0.618 |
1.1241 |
1.000 |
1.1198 |
1.618 |
1.1129 |
2.618 |
1.1018 |
4.250 |
1.0836 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1365 |
1.1351 |
PP |
1.1359 |
1.1350 |
S1 |
1.1353 |
1.1349 |
|