CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1354 |
1.1395 |
0.0041 |
0.4% |
1.1305 |
| High |
1.1396 |
1.1417 |
0.0021 |
0.2% |
1.1370 |
| Low |
1.1328 |
1.1331 |
0.0003 |
0.0% |
1.1255 |
| Close |
1.1354 |
1.1403 |
0.0049 |
0.4% |
1.1296 |
| Range |
0.0068 |
0.0086 |
0.0018 |
26.7% |
0.0115 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.5% |
0.0000 |
| Volume |
0 |
39 |
39 |
|
249 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1640 |
1.1607 |
1.1450 |
|
| R3 |
1.1555 |
1.1522 |
1.1427 |
|
| R2 |
1.1469 |
1.1469 |
1.1419 |
|
| R1 |
1.1436 |
1.1436 |
1.1411 |
1.1453 |
| PP |
1.1384 |
1.1384 |
1.1384 |
1.1392 |
| S1 |
1.1351 |
1.1351 |
1.1395 |
1.1367 |
| S2 |
1.1298 |
1.1298 |
1.1387 |
|
| S3 |
1.1213 |
1.1265 |
1.1379 |
|
| S4 |
1.1127 |
1.1180 |
1.1356 |
|
|
| 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 |
1.1780 |
|
2.618 |
1.1640 |
|
1.618 |
1.1555 |
|
1.000 |
1.1502 |
|
0.618 |
1.1469 |
|
HIGH |
1.1417 |
|
0.618 |
1.1384 |
|
0.500 |
1.1374 |
|
0.382 |
1.1364 |
|
LOW |
1.1331 |
|
0.618 |
1.1278 |
|
1.000 |
1.1246 |
|
1.618 |
1.1193 |
|
2.618 |
1.1107 |
|
4.250 |
1.0968 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1386 |
| PP |
1.1384 |
1.1369 |
| S1 |
1.1374 |
1.1353 |
|