CME Euro FX (E) Future March 2021
Trading Metrics calculated at close of trading on 02-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1.1329 |
1.1331 |
0.0002 |
0.0% |
1.1334 |
High |
1.1343 |
1.1370 |
0.0027 |
0.2% |
1.1420 |
Low |
1.1255 |
1.1294 |
0.0039 |
0.3% |
1.1251 |
Close |
1.1315 |
1.1296 |
-0.0019 |
-0.2% |
1.1297 |
Range |
0.0089 |
0.0076 |
-0.0013 |
-14.1% |
0.0170 |
ATR |
0.0077 |
0.0077 |
0.0000 |
-0.1% |
0.0000 |
Volume |
188 |
16 |
-172 |
-91.5% |
16 |
|
Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1548 |
1.1498 |
1.1338 |
|
R3 |
1.1472 |
1.1422 |
1.1317 |
|
R2 |
1.1396 |
1.1396 |
1.1310 |
|
R1 |
1.1346 |
1.1346 |
1.1303 |
1.1333 |
PP |
1.1320 |
1.1320 |
1.1320 |
1.1313 |
S1 |
1.1270 |
1.1270 |
1.1289 |
1.1257 |
S2 |
1.1244 |
1.1244 |
1.1282 |
|
S3 |
1.1168 |
1.1194 |
1.1275 |
|
S4 |
1.1092 |
1.1118 |
1.1254 |
|
|
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 |
1.1693 |
2.618 |
1.1568 |
1.618 |
1.1492 |
1.000 |
1.1446 |
0.618 |
1.1416 |
HIGH |
1.1370 |
0.618 |
1.1340 |
0.500 |
1.1332 |
0.382 |
1.1323 |
LOW |
1.1294 |
0.618 |
1.1247 |
1.000 |
1.1218 |
1.618 |
1.1171 |
2.618 |
1.1095 |
4.250 |
1.0971 |
|
|
Fisher Pivots for day following 02-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1332 |
1.1312 |
PP |
1.1320 |
1.1307 |
S1 |
1.1308 |
1.1301 |
|