CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 06-Feb-2020
Day Change Summary
Previous Current
05-Feb-2020 06-Feb-2020 Change Change % Previous Week
Open 1.1170 1.1142 -0.0028 -0.3% 1.1174
High 1.1190 1.1155 -0.0035 -0.3% 1.1240
Low 1.1142 1.1109 -0.0033 -0.3% 1.1148
Close 1.1142 1.1120 -0.0022 -0.2% 1.1237
Range 0.0049 0.0047 -0.0002 -4.1% 0.0092
ATR 0.0038 0.0039 0.0001 1.6% 0.0000
Volume 295 36 -259 -87.8% 371
Daily Pivots for day following 06-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1267 1.1240 1.1146
R3 1.1221 1.1194 1.1133
R2 1.1174 1.1174 1.1129
R1 1.1147 1.1147 1.1124 1.1138
PP 1.1128 1.1128 1.1128 1.1123
S1 1.1101 1.1101 1.1116 1.1091
S2 1.1081 1.1081 1.1111
S3 1.1035 1.1054 1.1107
S4 1.0988 1.1008 1.1094
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 1.1109 0.0131 1.2% 0.0040 0.4% 9% False True 169
10 1.1240 1.1109 0.0131 1.2% 0.0031 0.3% 9% False True 105
20 1.1329 1.1109 0.0220 2.0% 0.0031 0.3% 5% False True 69
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1353
2.618 1.1277
1.618 1.1230
1.000 1.1202
0.618 1.1184
HIGH 1.1155
0.618 1.1137
0.500 1.1132
0.382 1.1126
LOW 1.1109
0.618 1.1080
1.000 1.1062
1.618 1.1033
2.618 1.0987
4.250 1.0911
Fisher Pivots for day following 06-Feb-2020
Pivot 1 day 3 day
R1 1.1132 1.1149
PP 1.1128 1.1140
S1 1.1124 1.1130

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

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