CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1329 |
0.0059 |
0.5% |
1.1334 |
| High |
1.1330 |
1.1343 |
0.0014 |
0.1% |
1.1420 |
| Low |
1.1261 |
1.1255 |
-0.0006 |
-0.1% |
1.1251 |
| Close |
1.1304 |
1.1315 |
0.0011 |
0.1% |
1.1297 |
| Range |
0.0069 |
0.0089 |
0.0020 |
28.3% |
0.0170 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
1.1% |
0.0000 |
| Volume |
45 |
188 |
143 |
317.8% |
16 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1570 |
1.1531 |
1.1363 |
|
| R3 |
1.1481 |
1.1442 |
1.1339 |
|
| R2 |
1.1393 |
1.1393 |
1.1331 |
|
| R1 |
1.1354 |
1.1354 |
1.1323 |
1.1329 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1292 |
| S1 |
1.1265 |
1.1265 |
1.1306 |
1.1240 |
| S2 |
1.1216 |
1.1216 |
1.1298 |
|
| S3 |
1.1127 |
1.1177 |
1.1290 |
|
| S4 |
1.1039 |
1.1088 |
1.1266 |
|
|
| 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 |
1.1719 |
|
2.618 |
1.1575 |
|
1.618 |
1.1486 |
|
1.000 |
1.1432 |
|
0.618 |
1.1398 |
|
HIGH |
1.1343 |
|
0.618 |
1.1309 |
|
0.500 |
1.1299 |
|
0.382 |
1.1288 |
|
LOW |
1.1255 |
|
0.618 |
1.1200 |
|
1.000 |
1.1166 |
|
1.618 |
1.1111 |
|
2.618 |
1.1023 |
|
4.250 |
1.0878 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1309 |
1.1312 |
| PP |
1.1304 |
1.1309 |
| S1 |
1.1299 |
1.1306 |
|