CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1499 |
1.1513 |
0.0015 |
0.1% |
1.1402 |
| High |
1.1529 |
1.1603 |
0.0074 |
0.6% |
1.1515 |
| Low |
1.1469 |
1.1489 |
0.0020 |
0.2% |
1.1391 |
| Close |
1.1504 |
1.1593 |
0.0089 |
0.8% |
1.1500 |
| Range |
0.0060 |
0.0114 |
0.0055 |
91.6% |
0.0124 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
3.8% |
0.0000 |
| Volume |
38 |
10 |
-28 |
-73.7% |
66 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1862 |
1.1656 |
|
| R3 |
1.1789 |
1.1748 |
1.1624 |
|
| R2 |
1.1675 |
1.1675 |
1.1614 |
|
| R1 |
1.1634 |
1.1634 |
1.1603 |
1.1655 |
| PP |
1.1561 |
1.1561 |
1.1561 |
1.1572 |
| S1 |
1.1520 |
1.1520 |
1.1583 |
1.1541 |
| S2 |
1.1447 |
1.1447 |
1.1572 |
|
| S3 |
1.1333 |
1.1406 |
1.1562 |
|
| S4 |
1.1219 |
1.1292 |
1.1530 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1839 |
1.1793 |
1.1567 |
|
| R3 |
1.1715 |
1.1669 |
1.1533 |
|
| R2 |
1.1592 |
1.1592 |
1.1522 |
|
| R1 |
1.1546 |
1.1546 |
1.1511 |
1.1569 |
| PP |
1.1468 |
1.1468 |
1.1468 |
1.1480 |
| S1 |
1.1422 |
1.1422 |
1.1488 |
1.1445 |
| S2 |
1.1345 |
1.1345 |
1.1477 |
|
| S3 |
1.1221 |
1.1299 |
1.1466 |
|
| S4 |
1.1098 |
1.1175 |
1.1432 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2087 |
|
2.618 |
1.1901 |
|
1.618 |
1.1787 |
|
1.000 |
1.1717 |
|
0.618 |
1.1673 |
|
HIGH |
1.1603 |
|
0.618 |
1.1559 |
|
0.500 |
1.1546 |
|
0.382 |
1.1532 |
|
LOW |
1.1489 |
|
0.618 |
1.1418 |
|
1.000 |
1.1375 |
|
1.618 |
1.1304 |
|
2.618 |
1.1190 |
|
4.250 |
1.1004 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1577 |
1.1569 |
| PP |
1.1561 |
1.1545 |
| S1 |
1.1546 |
1.1522 |
|