CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1789 |
1.1831 |
0.0042 |
0.4% |
1.1499 |
| High |
1.1819 |
1.1834 |
0.0015 |
0.1% |
1.1715 |
| Low |
1.1788 |
1.1762 |
-0.0026 |
-0.2% |
1.1469 |
| Close |
1.1812 |
1.1785 |
-0.0027 |
-0.2% |
1.1699 |
| Range |
0.0032 |
0.0072 |
0.0041 |
128.6% |
0.0246 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
21 |
22 |
1 |
4.8% |
153 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1969 |
1.1825 |
|
| R3 |
1.1937 |
1.1897 |
1.1805 |
|
| R2 |
1.1865 |
1.1865 |
1.1798 |
|
| R1 |
1.1825 |
1.1825 |
1.1792 |
1.1809 |
| PP |
1.1793 |
1.1793 |
1.1793 |
1.1785 |
| S1 |
1.1753 |
1.1753 |
1.1778 |
1.1737 |
| S2 |
1.1721 |
1.1721 |
1.1772 |
|
| S3 |
1.1649 |
1.1681 |
1.1765 |
|
| S4 |
1.1577 |
1.1609 |
1.1745 |
|
|
| 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 |
1.2140 |
|
2.618 |
1.2022 |
|
1.618 |
1.1950 |
|
1.000 |
1.1906 |
|
0.618 |
1.1878 |
|
HIGH |
1.1834 |
|
0.618 |
1.1806 |
|
0.500 |
1.1798 |
|
0.382 |
1.1789 |
|
LOW |
1.1762 |
|
0.618 |
1.1717 |
|
1.000 |
1.1690 |
|
1.618 |
1.1645 |
|
2.618 |
1.1573 |
|
4.250 |
1.1456 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1798 |
1.1770 |
| PP |
1.1793 |
1.1754 |
| S1 |
1.1789 |
1.1739 |
|