CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1273 |
1.1305 |
0.0032 |
0.3% |
1.1334 |
| High |
1.1308 |
1.1358 |
0.0050 |
0.4% |
1.1420 |
| Low |
1.1268 |
1.1290 |
0.0022 |
0.2% |
1.1251 |
| Close |
1.1297 |
1.1305 |
0.0008 |
0.1% |
1.1297 |
| Range |
0.0041 |
0.0068 |
0.0028 |
67.9% |
0.0170 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
7 |
0 |
-7 |
-100.0% |
16 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1521 |
1.1481 |
1.1342 |
|
| R3 |
1.1453 |
1.1413 |
1.1324 |
|
| R2 |
1.1385 |
1.1385 |
1.1317 |
|
| R1 |
1.1345 |
1.1345 |
1.1311 |
1.1339 |
| PP |
1.1317 |
1.1317 |
1.1317 |
1.1314 |
| S1 |
1.1277 |
1.1277 |
1.1299 |
1.1271 |
| S2 |
1.1249 |
1.1249 |
1.1293 |
|
| S3 |
1.1181 |
1.1209 |
1.1286 |
|
| S4 |
1.1113 |
1.1141 |
1.1268 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1734 |
1.1390 |
|
| R3 |
1.1662 |
1.1564 |
1.1344 |
|
| R2 |
1.1492 |
1.1492 |
1.1328 |
|
| R1 |
1.1395 |
1.1395 |
1.1313 |
1.1359 |
| PP |
1.1323 |
1.1323 |
1.1323 |
1.1305 |
| S1 |
1.1225 |
1.1225 |
1.1281 |
1.1189 |
| S2 |
1.1153 |
1.1153 |
1.1266 |
|
| S3 |
1.0984 |
1.1056 |
1.1250 |
|
| S4 |
1.0814 |
1.0886 |
1.1204 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1536 |
|
1.618 |
1.1468 |
|
1.000 |
1.1426 |
|
0.618 |
1.1400 |
|
HIGH |
1.1358 |
|
0.618 |
1.1332 |
|
0.500 |
1.1324 |
|
0.382 |
1.1315 |
|
LOW |
1.1290 |
|
0.618 |
1.1247 |
|
1.000 |
1.1222 |
|
1.618 |
1.1179 |
|
2.618 |
1.1111 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1310 |
| PP |
1.1317 |
1.1309 |
| S1 |
1.1311 |
1.1307 |
|