CME Euro FX (E) Future March 2021
Trading Metrics calculated at close of trading on 24-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1.1635 |
1.1677 |
0.0042 |
0.4% |
1.1499 |
High |
1.1686 |
1.1715 |
0.0029 |
0.2% |
1.1715 |
Low |
1.1607 |
1.1644 |
0.0038 |
0.3% |
1.1469 |
Close |
1.1671 |
1.1699 |
0.0028 |
0.2% |
1.1699 |
Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0246 |
ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
12 |
18 |
6 |
50.0% |
153 |
|
Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1897 |
1.1868 |
1.1737 |
|
R3 |
1.1827 |
1.1798 |
1.1718 |
|
R2 |
1.1756 |
1.1756 |
1.1711 |
|
R1 |
1.1727 |
1.1727 |
1.1705 |
1.1742 |
PP |
1.1686 |
1.1686 |
1.1686 |
1.1693 |
S1 |
1.1657 |
1.1657 |
1.1692 |
1.1671 |
S2 |
1.1615 |
1.1615 |
1.1686 |
|
S3 |
1.1545 |
1.1586 |
1.1679 |
|
S4 |
1.1474 |
1.1516 |
1.1660 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2364 |
1.2277 |
1.1834 |
|
R3 |
1.2118 |
1.2031 |
1.1766 |
|
R2 |
1.1873 |
1.1873 |
1.1744 |
|
R1 |
1.1786 |
1.1786 |
1.1721 |
1.1829 |
PP |
1.1627 |
1.1627 |
1.1627 |
1.1649 |
S1 |
1.1540 |
1.1540 |
1.1676 |
1.1584 |
S2 |
1.1382 |
1.1382 |
1.1653 |
|
S3 |
1.1136 |
1.1295 |
1.1631 |
|
S4 |
1.0891 |
1.1049 |
1.1563 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2014 |
2.618 |
1.1899 |
1.618 |
1.1829 |
1.000 |
1.1785 |
0.618 |
1.1758 |
HIGH |
1.1715 |
0.618 |
1.1688 |
0.500 |
1.1679 |
0.382 |
1.1671 |
LOW |
1.1644 |
0.618 |
1.1600 |
1.000 |
1.1574 |
1.618 |
1.1530 |
2.618 |
1.1459 |
4.250 |
1.1344 |
|
|
Fisher Pivots for day following 24-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1692 |
1.1680 |
PP |
1.1686 |
1.1661 |
S1 |
1.1679 |
1.1643 |
|