CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 07-Feb-2020
Day Change Summary
Previous Current
06-Feb-2020 07-Feb-2020 Change Change % Previous Week
Open 1.1142 1.1109 -0.0033 -0.3% 1.1190
High 1.1155 1.1126 -0.0030 -0.3% 1.1211
Low 1.1109 1.1084 -0.0025 -0.2% 1.1084
Close 1.1120 1.1087 -0.0033 -0.3% 1.1087
Range 0.0047 0.0042 -0.0005 -9.7% 0.0127
ATR 0.0039 0.0039 0.0000 0.6% 0.0000
Volume 36 9 -27 -75.0% 678
Daily Pivots for day following 07-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1225 1.1198 1.1110
R3 1.1183 1.1156 1.1099
R2 1.1141 1.1141 1.1095
R1 1.1114 1.1114 1.1091 1.1106
PP 1.1099 1.1099 1.1099 1.1095
S1 1.1072 1.1072 1.1083 1.1064
S2 1.1057 1.1057 1.1079
S3 1.1015 1.1030 1.1075
S4 1.0973 1.0988 1.1064
Weekly Pivots for week ending 07-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1508 1.1425 1.1157
R3 1.1381 1.1298 1.1122
R2 1.1254 1.1254 1.1110
R1 1.1171 1.1171 1.1099 1.1149
PP 1.1127 1.1127 1.1127 1.1116
S1 1.1044 1.1044 1.1075 1.1022
S2 1.1000 1.1000 1.1064
S3 1.0873 1.0917 1.1052
S4 1.0746 1.0790 1.1017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1211 1.1084 0.0127 1.1% 0.0034 0.3% 3% False True 135
10 1.1240 1.1084 0.0156 1.4% 0.0034 0.3% 2% False True 104
20 1.1329 1.1084 0.0245 2.2% 0.0033 0.3% 1% False True 64
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1304
2.618 1.1235
1.618 1.1193
1.000 1.1168
0.618 1.1151
HIGH 1.1126
0.618 1.1109
0.500 1.1105
0.382 1.1100
LOW 1.1084
0.618 1.1058
1.000 1.1042
1.618 1.1016
2.618 1.0974
4.250 1.0905
Fisher Pivots for day following 07-Feb-2020
Pivot 1 day 3 day
R1 1.1105 1.1137
PP 1.1099 1.1120
S1 1.1093 1.1104

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

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