CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1334 |
1.1332 |
-0.0002 |
0.0% |
1.1319 |
| High |
1.1338 |
1.1420 |
0.0082 |
0.7% |
1.1421 |
| Low |
1.1251 |
1.1315 |
0.0064 |
0.6% |
1.1248 |
| Close |
1.1334 |
1.1385 |
0.0051 |
0.4% |
1.1259 |
| Range |
0.0088 |
0.0106 |
0.0018 |
20.6% |
0.0173 |
| ATR |
0.0081 |
0.0082 |
0.0002 |
2.2% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
17 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1690 |
1.1643 |
1.1443 |
|
| R3 |
1.1584 |
1.1537 |
1.1414 |
|
| R2 |
1.1479 |
1.1479 |
1.1404 |
|
| R1 |
1.1432 |
1.1432 |
1.1395 |
1.1455 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1385 |
| S1 |
1.1326 |
1.1326 |
1.1375 |
1.1350 |
| S2 |
1.1268 |
1.1268 |
1.1366 |
|
| S3 |
1.1162 |
1.1221 |
1.1356 |
|
| S4 |
1.1057 |
1.1115 |
1.1327 |
|
|
| 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 |
1.1868 |
|
2.618 |
1.1696 |
|
1.618 |
1.1591 |
|
1.000 |
1.1526 |
|
0.618 |
1.1485 |
|
HIGH |
1.1420 |
|
0.618 |
1.1380 |
|
0.500 |
1.1367 |
|
0.382 |
1.1355 |
|
LOW |
1.1315 |
|
0.618 |
1.1249 |
|
1.000 |
1.1209 |
|
1.618 |
1.1144 |
|
2.618 |
1.1038 |
|
4.250 |
1.0866 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1368 |
| PP |
1.1373 |
1.1351 |
| S1 |
1.1367 |
1.1334 |
|