CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 04-Feb-2020
Day Change Summary
Previous Current
03-Feb-2020 04-Feb-2020 Change Change % Previous Week
Open 1.1190 1.1178 -0.0013 -0.1% 1.1174
High 1.1211 1.1190 -0.0021 -0.2% 1.1240
Low 1.1189 1.1178 -0.0012 -0.1% 1.1148
Close 1.1211 1.1190 -0.0021 -0.2% 1.1237
Range 0.0022 0.0012 -0.0010 -44.2% 0.0092
ATR 0.0037 0.0037 0.0000 -0.8% 0.0000
Volume 201 137 -64 -31.8% 371
Daily Pivots for day following 04-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1222 1.1218 1.1196
R3 1.1210 1.1206 1.1193
R2 1.1198 1.1198 1.1192
R1 1.1194 1.1194 1.1191 1.1196
PP 1.1186 1.1186 1.1186 1.1187
S1 1.1182 1.1182 1.1188 1.1184
S2 1.1174 1.1174 1.1187
S3 1.1162 1.1170 1.1186
S4 1.1150 1.1158 1.1183
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% 0.0031 0.3% 45% False False 135
10 1.1261 1.1148 0.0113 1.0% 0.0030 0.3% 37% False False 75
20 1.1331 1.1148 0.0183 1.6% 0.0030 0.3% 23% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1241
2.618 1.1221
1.618 1.1209
1.000 1.1202
0.618 1.1197
HIGH 1.1190
0.618 1.1185
0.500 1.1184
0.382 1.1182
LOW 1.1178
0.618 1.1170
1.000 1.1166
1.618 1.1158
2.618 1.1146
4.250 1.1127
Fisher Pivots for day following 04-Feb-2020
Pivot 1 day 3 day
R1 1.1188 1.1204
PP 1.1186 1.1199
S1 1.1184 1.1194

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

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