CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1456 |
-0.0045 |
-0.4% |
1.1363 |
| High |
1.1515 |
1.1502 |
-0.0013 |
-0.1% |
1.1435 |
| Low |
1.1459 |
1.1436 |
-0.0023 |
-0.2% |
1.1289 |
| Close |
1.1470 |
1.1441 |
-0.0029 |
-0.3% |
1.1365 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.0% |
0.0147 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
20 |
13 |
-7 |
-35.0% |
63 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1614 |
1.1477 |
|
| R3 |
1.1591 |
1.1549 |
1.1459 |
|
| R2 |
1.1525 |
1.1525 |
1.1453 |
|
| R1 |
1.1483 |
1.1483 |
1.1447 |
1.1471 |
| PP |
1.1460 |
1.1460 |
1.1460 |
1.1454 |
| S1 |
1.1418 |
1.1418 |
1.1435 |
1.1406 |
| S2 |
1.1394 |
1.1394 |
1.1429 |
|
| S3 |
1.1329 |
1.1352 |
1.1423 |
|
| S4 |
1.1263 |
1.1287 |
1.1405 |
|
|
| 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 |
1.1780 |
|
2.618 |
1.1673 |
|
1.618 |
1.1607 |
|
1.000 |
1.1567 |
|
0.618 |
1.1542 |
|
HIGH |
1.1502 |
|
0.618 |
1.1476 |
|
0.500 |
1.1469 |
|
0.382 |
1.1461 |
|
LOW |
1.1436 |
|
0.618 |
1.1396 |
|
1.000 |
1.1371 |
|
1.618 |
1.1330 |
|
2.618 |
1.1265 |
|
4.250 |
1.1158 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1469 |
1.1453 |
| PP |
1.1460 |
1.1449 |
| S1 |
1.1450 |
1.1445 |
|