CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 03-Feb-2020
Day Change Summary
Previous Current
31-Jan-2020 03-Feb-2020 Change Change % Previous Week
Open 1.1169 1.1190 0.0022 0.2% 1.1174
High 1.1240 1.1211 -0.0029 -0.3% 1.1240
Low 1.1169 1.1189 0.0021 0.2% 1.1148
Close 1.1237 1.1211 -0.0026 -0.2% 1.1237
Range 0.0071 0.0022 -0.0050 -69.7% 0.0092
ATR 0.0037 0.0037 0.0001 2.1% 0.0000
Volume 176 201 25 14.2% 371
Daily Pivots for day following 03-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1268 1.1261 1.1222
R3 1.1246 1.1239 1.1216
R2 1.1225 1.1225 1.1214
R1 1.1218 1.1218 1.1212 1.1221
PP 1.1203 1.1203 1.1203 1.1205
S1 1.1196 1.1196 1.1209 1.1200
S2 1.1182 1.1182 1.1207
S3 1.1160 1.1175 1.1205
S4 1.1139 1.1153 1.1199
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% 0.0033 0.3% 68% False False 111
10 1.1273 1.1148 0.0125 1.1% 0.0031 0.3% 50% False False 62
20 1.1376 1.1148 0.0228 2.0% 0.0031 0.3% 27% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1302
2.618 1.1267
1.618 1.1245
1.000 1.1232
0.618 1.1224
HIGH 1.1211
0.618 1.1202
0.500 1.1200
0.382 1.1197
LOW 1.1189
0.618 1.1176
1.000 1.1168
1.618 1.1154
2.618 1.1133
4.250 1.1098
Fisher Pivots for day following 03-Feb-2020
Pivot 1 day 3 day
R1 1.1207 1.1207
PP 1.1203 1.1203
S1 1.1200 1.1200

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.