CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 31-Jan-2020
Day Change Summary
Previous Current
30-Jan-2020 31-Jan-2020 Change Change % Previous Week
Open 1.1178 1.1169 -0.0010 -0.1% 1.1174
High 1.1182 1.1240 0.0058 0.5% 1.1240
Low 1.1160 1.1169 0.0009 0.1% 1.1148
Close 1.1178 1.1237 0.0059 0.5% 1.1237
Range 0.0022 0.0071 0.0049 222.7% 0.0092
ATR 0.0034 0.0037 0.0003 7.8% 0.0000
Volume 67 176 109 162.7% 371
Daily Pivots for day following 31-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1428 1.1403 1.1276
R3 1.1357 1.1332 1.1256
R2 1.1286 1.1286 1.1250
R1 1.1261 1.1261 1.1243 1.1274
PP 1.1215 1.1215 1.1215 1.1221
S1 1.1190 1.1190 1.1230 1.1203
S2 1.1144 1.1144 1.1223
S3 1.1073 1.1119 1.1217
S4 1.1002 1.1048 1.1197
Weekly Pivots for week ending 31-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1483 1.1451 1.1287
R3 1.1391 1.1360 1.1262
R2 1.1300 1.1300 1.1253
R1 1.1268 1.1268 1.1245 1.1284
PP 1.1208 1.1208 1.1208 1.1216
S1 1.1177 1.1177 1.1228 1.1192
S2 1.1117 1.1117 1.1220
S3 1.1025 1.1085 1.1211
S4 1.0934 1.0994 1.1186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1240 1.1148 0.0092 0.8% 0.0035 0.3% 97% True False 74
10 1.1304 1.1148 0.0156 1.4% 0.0034 0.3% 57% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1541
2.618 1.1425
1.618 1.1354
1.000 1.1311
0.618 1.1283
HIGH 1.1240
0.618 1.1212
0.500 1.1204
0.382 1.1196
LOW 1.1169
0.618 1.1125
1.000 1.1098
1.618 1.1054
2.618 1.0983
4.250 1.0867
Fisher Pivots for day following 31-Jan-2020
Pivot 1 day 3 day
R1 1.1226 1.1222
PP 1.1215 1.1208
S1 1.1204 1.1194

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

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