CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 23-Jan-2020
Day Change Summary
Previous Current
22-Jan-2020 23-Jan-2020 Change Change % Previous Week
Open 1.1241 1.1237 -0.0004 0.0% 1.1303
High 1.1253 1.1261 0.0008 0.1% 1.1329
Low 1.1237 1.1198 -0.0039 -0.3% 1.1255
Close 1.1252 1.1211 -0.0041 -0.4% 1.1257
Range 0.0016 0.0063 0.0047 290.6% 0.0074
ATR 0.0000 0.0037 0.0037 0.0000
Volume 10 18 8 80.0% 179
Daily Pivots for day following 23-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1411 1.1373 1.1245
R3 1.1348 1.1311 1.1228
R2 1.1286 1.1286 1.1222
R1 1.1248 1.1248 1.1217 1.1236
PP 1.1223 1.1223 1.1223 1.1217
S1 1.1186 1.1186 1.1205 1.1173
S2 1.1161 1.1161 1.1200
S3 1.1098 1.1123 1.1194
S4 1.1036 1.1061 1.1177
Weekly Pivots for week ending 17-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1502 1.1454 1.1298
R3 1.1428 1.1380 1.1277
R2 1.1354 1.1354 1.1271
R1 1.1306 1.1306 1.1264 1.1293
PP 1.1280 1.1280 1.1280 1.1274
S1 1.1232 1.1232 1.1250 1.1219
S2 1.1206 1.1206 1.1243
S3 1.1132 1.1158 1.1237
S4 1.1058 1.1084 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1329 1.1198 0.0131 1.2% 0.0038 0.3% 10% False True 31
10 1.1329 1.1198 0.0131 1.2% 0.0031 0.3% 10% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1526
2.618 1.1424
1.618 1.1362
1.000 1.1323
0.618 1.1299
HIGH 1.1261
0.618 1.1237
0.500 1.1229
0.382 1.1222
LOW 1.1198
0.618 1.1159
1.000 1.1136
1.618 1.1097
2.618 1.1034
4.250 1.0932
Fisher Pivots for day following 23-Jan-2020
Pivot 1 day 3 day
R1 1.1229 1.1236
PP 1.1223 1.1227
S1 1.1217 1.1219

These figures are updated between 7pm and 10pm EST after a trading day.

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