CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1327 |
1.1334 |
0.0008 |
0.1% |
1.1319 |
| High |
1.1327 |
1.1338 |
0.0012 |
0.1% |
1.1421 |
| Low |
1.1248 |
1.1251 |
0.0003 |
0.0% |
1.1248 |
| Close |
1.1259 |
1.1334 |
0.0075 |
0.7% |
1.1259 |
| Range |
0.0079 |
0.0088 |
0.0009 |
11.5% |
0.0173 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
17 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1540 |
1.1382 |
|
| R3 |
1.1483 |
1.1452 |
1.1358 |
|
| R2 |
1.1395 |
1.1395 |
1.1350 |
|
| R1 |
1.1365 |
1.1365 |
1.1342 |
1.1378 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1314 |
| S1 |
1.1277 |
1.1277 |
1.1326 |
1.1290 |
| S2 |
1.1220 |
1.1220 |
1.1318 |
|
| S3 |
1.1133 |
1.1190 |
1.1310 |
|
| S4 |
1.1045 |
1.1102 |
1.1286 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1717 |
1.1354 |
|
| R3 |
1.1655 |
1.1544 |
1.1307 |
|
| R2 |
1.1482 |
1.1482 |
1.1291 |
|
| R1 |
1.1371 |
1.1371 |
1.1275 |
1.1340 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1294 |
| S1 |
1.1198 |
1.1198 |
1.1243 |
1.1167 |
| S2 |
1.1136 |
1.1136 |
1.1227 |
|
| S3 |
1.0963 |
1.1025 |
1.1211 |
|
| S4 |
1.0790 |
1.0852 |
1.1164 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1710 |
|
2.618 |
1.1567 |
|
1.618 |
1.1480 |
|
1.000 |
1.1426 |
|
0.618 |
1.1392 |
|
HIGH |
1.1338 |
|
0.618 |
1.1305 |
|
0.500 |
1.1294 |
|
0.382 |
1.1284 |
|
LOW |
1.1251 |
|
0.618 |
1.1196 |
|
1.000 |
1.1163 |
|
1.618 |
1.1109 |
|
2.618 |
1.1021 |
|
4.250 |
1.0879 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1321 |
1.1320 |
| PP |
1.1308 |
1.1307 |
| S1 |
1.1294 |
1.1293 |
|