CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1332 |
1.1389 |
0.0057 |
0.5% |
1.1319 |
| High |
1.1420 |
1.1396 |
-0.0024 |
-0.2% |
1.1421 |
| Low |
1.1315 |
1.1322 |
0.0008 |
0.1% |
1.1248 |
| Close |
1.1385 |
1.1331 |
-0.0054 |
-0.5% |
1.1259 |
| Range |
0.0106 |
0.0074 |
-0.0032 |
-29.9% |
0.0173 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
17 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1525 |
1.1372 |
|
| R3 |
1.1498 |
1.1451 |
1.1351 |
|
| R2 |
1.1424 |
1.1424 |
1.1345 |
|
| R1 |
1.1377 |
1.1377 |
1.1338 |
1.1364 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1343 |
| S1 |
1.1303 |
1.1303 |
1.1324 |
1.1290 |
| S2 |
1.1276 |
1.1276 |
1.1317 |
|
| S3 |
1.1202 |
1.1229 |
1.1311 |
|
| S4 |
1.1128 |
1.1155 |
1.1290 |
|
|
| 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 |
1.1711 |
|
2.618 |
1.1590 |
|
1.618 |
1.1516 |
|
1.000 |
1.1470 |
|
0.618 |
1.1442 |
|
HIGH |
1.1396 |
|
0.618 |
1.1368 |
|
0.500 |
1.1359 |
|
0.382 |
1.1350 |
|
LOW |
1.1322 |
|
0.618 |
1.1276 |
|
1.000 |
1.1248 |
|
1.618 |
1.1202 |
|
2.618 |
1.1128 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1359 |
1.1335 |
| PP |
1.1350 |
1.1334 |
| S1 |
1.1340 |
1.1332 |
|