CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1331 |
1.1363 |
0.0032 |
0.3% |
1.1305 |
| High |
1.1370 |
1.1413 |
0.0044 |
0.4% |
1.1370 |
| Low |
1.1294 |
1.1289 |
-0.0005 |
0.0% |
1.1255 |
| Close |
1.1296 |
1.1384 |
0.0088 |
0.8% |
1.1296 |
| Range |
0.0076 |
0.0125 |
0.0049 |
63.8% |
0.0115 |
| ATR |
0.0077 |
0.0081 |
0.0003 |
4.4% |
0.0000 |
| Volume |
16 |
9 |
-7 |
-43.8% |
249 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1735 |
1.1684 |
1.1452 |
|
| R3 |
1.1611 |
1.1560 |
1.1418 |
|
| R2 |
1.1486 |
1.1486 |
1.1407 |
|
| R1 |
1.1435 |
1.1435 |
1.1395 |
1.1461 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1375 |
| S1 |
1.1311 |
1.1311 |
1.1373 |
1.1336 |
| S2 |
1.1237 |
1.1237 |
1.1361 |
|
| S3 |
1.1113 |
1.1186 |
1.1350 |
|
| S4 |
1.0988 |
1.1062 |
1.1316 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1589 |
1.1359 |
|
| R3 |
1.1537 |
1.1474 |
1.1328 |
|
| R2 |
1.1422 |
1.1422 |
1.1317 |
|
| R1 |
1.1359 |
1.1359 |
1.1307 |
1.1333 |
| PP |
1.1307 |
1.1307 |
1.1307 |
1.1294 |
| S1 |
1.1244 |
1.1244 |
1.1285 |
1.1218 |
| S2 |
1.1192 |
1.1192 |
1.1275 |
|
| S3 |
1.1077 |
1.1129 |
1.1264 |
|
| S4 |
1.0962 |
1.1014 |
1.1233 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1942 |
|
2.618 |
1.1739 |
|
1.618 |
1.1614 |
|
1.000 |
1.1538 |
|
0.618 |
1.1490 |
|
HIGH |
1.1413 |
|
0.618 |
1.1365 |
|
0.500 |
1.1351 |
|
0.382 |
1.1336 |
|
LOW |
1.1289 |
|
0.618 |
1.1212 |
|
1.000 |
1.1164 |
|
1.618 |
1.1087 |
|
2.618 |
1.0963 |
|
4.250 |
1.0759 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1373 |
1.1367 |
| PP |
1.1362 |
1.1351 |
| S1 |
1.1351 |
1.1334 |
|