CME Euro FX (E) Future March 2021
Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1.1456 |
1.1500 |
0.0044 |
0.4% |
1.1363 |
High |
1.1471 |
1.1515 |
0.0044 |
0.4% |
1.1435 |
Low |
1.1392 |
1.1459 |
0.0067 |
0.6% |
1.1289 |
Close |
1.1459 |
1.1470 |
0.0011 |
0.1% |
1.1365 |
Range |
0.0079 |
0.0056 |
-0.0023 |
-29.1% |
0.0147 |
ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
19 |
20 |
1 |
5.3% |
63 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1649 |
1.1616 |
1.1501 |
|
R3 |
1.1593 |
1.1560 |
1.1485 |
|
R2 |
1.1537 |
1.1537 |
1.1480 |
|
R1 |
1.1504 |
1.1504 |
1.1475 |
1.1492 |
PP |
1.1481 |
1.1481 |
1.1481 |
1.1475 |
S1 |
1.1448 |
1.1448 |
1.1465 |
1.1436 |
S2 |
1.1425 |
1.1425 |
1.1460 |
|
S3 |
1.1369 |
1.1392 |
1.1455 |
|
S4 |
1.1313 |
1.1336 |
1.1439 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1802 |
1.1730 |
1.1446 |
|
R3 |
1.1656 |
1.1584 |
1.1405 |
|
R2 |
1.1509 |
1.1509 |
1.1392 |
|
R1 |
1.1437 |
1.1437 |
1.1378 |
1.1473 |
PP |
1.1363 |
1.1363 |
1.1363 |
1.1381 |
S1 |
1.1291 |
1.1291 |
1.1352 |
1.1327 |
S2 |
1.1216 |
1.1216 |
1.1338 |
|
S3 |
1.1070 |
1.1144 |
1.1325 |
|
S4 |
1.0923 |
1.0998 |
1.1284 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1753 |
2.618 |
1.1661 |
1.618 |
1.1605 |
1.000 |
1.1571 |
0.618 |
1.1549 |
HIGH |
1.1515 |
0.618 |
1.1493 |
0.500 |
1.1487 |
0.382 |
1.1480 |
LOW |
1.1459 |
0.618 |
1.1424 |
1.000 |
1.1403 |
1.618 |
1.1368 |
2.618 |
1.1312 |
4.250 |
1.1221 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1487 |
1.1464 |
PP |
1.1481 |
1.1459 |
S1 |
1.1476 |
1.1453 |
|