CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1633 |
1.1635 |
0.0003 |
0.0% |
1.1402 |
| High |
1.1662 |
1.1686 |
0.0024 |
0.2% |
1.1515 |
| Low |
1.1571 |
1.1607 |
0.0036 |
0.3% |
1.1391 |
| Close |
1.1632 |
1.1671 |
0.0039 |
0.3% |
1.1500 |
| Range |
0.0092 |
0.0080 |
-0.0012 |
-13.1% |
0.0124 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.1% |
0.0000 |
| Volume |
75 |
12 |
-63 |
-84.0% |
66 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1893 |
1.1861 |
1.1714 |
|
| R3 |
1.1813 |
1.1782 |
1.1692 |
|
| R2 |
1.1734 |
1.1734 |
1.1685 |
|
| R1 |
1.1702 |
1.1702 |
1.1678 |
1.1718 |
| PP |
1.1654 |
1.1654 |
1.1654 |
1.1662 |
| S1 |
1.1623 |
1.1623 |
1.1663 |
1.1639 |
| S2 |
1.1575 |
1.1575 |
1.1656 |
|
| S3 |
1.1495 |
1.1543 |
1.1649 |
|
| S4 |
1.1416 |
1.1464 |
1.1627 |
|
|
| 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 |
1.2024 |
|
2.618 |
1.1894 |
|
1.618 |
1.1815 |
|
1.000 |
1.1766 |
|
0.618 |
1.1735 |
|
HIGH |
1.1686 |
|
0.618 |
1.1656 |
|
0.500 |
1.1646 |
|
0.382 |
1.1637 |
|
LOW |
1.1607 |
|
0.618 |
1.1557 |
|
1.000 |
1.1527 |
|
1.618 |
1.1478 |
|
2.618 |
1.1398 |
|
4.250 |
1.1269 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1662 |
1.1643 |
| PP |
1.1654 |
1.1615 |
| S1 |
1.1646 |
1.1587 |
|