CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1677 |
1.1789 |
0.0112 |
1.0% |
1.1499 |
| High |
1.1715 |
1.1819 |
0.0105 |
0.9% |
1.1715 |
| Low |
1.1644 |
1.1788 |
0.0144 |
1.2% |
1.1469 |
| Close |
1.1699 |
1.1812 |
0.0114 |
1.0% |
1.1699 |
| Range |
0.0071 |
0.0032 |
-0.0039 |
-55.3% |
0.0246 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.9% |
0.0000 |
| Volume |
18 |
21 |
3 |
16.7% |
153 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1901 |
1.1888 |
1.1829 |
|
| R3 |
1.1869 |
1.1856 |
1.1821 |
|
| R2 |
1.1838 |
1.1838 |
1.1818 |
|
| R1 |
1.1825 |
1.1825 |
1.1815 |
1.1831 |
| PP |
1.1806 |
1.1806 |
1.1806 |
1.1809 |
| S1 |
1.1793 |
1.1793 |
1.1809 |
1.1800 |
| S2 |
1.1775 |
1.1775 |
1.1806 |
|
| S3 |
1.1743 |
1.1762 |
1.1803 |
|
| S4 |
1.1712 |
1.1730 |
1.1795 |
|
|
| 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 |
1.1953 |
|
2.618 |
1.1901 |
|
1.618 |
1.1870 |
|
1.000 |
1.1851 |
|
0.618 |
1.1838 |
|
HIGH |
1.1819 |
|
0.618 |
1.1807 |
|
0.500 |
1.1803 |
|
0.382 |
1.1800 |
|
LOW |
1.1788 |
|
0.618 |
1.1768 |
|
1.000 |
1.1756 |
|
1.618 |
1.1737 |
|
2.618 |
1.1705 |
|
4.250 |
1.1654 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1809 |
1.1779 |
| PP |
1.1806 |
1.1746 |
| S1 |
1.1803 |
1.1713 |
|