CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 11-Feb-2020
Day Change Summary
Previous Current
10-Feb-2020 11-Feb-2020 Change Change % Previous Week
Open 1.1087 1.1054 -0.0034 -0.3% 1.1190
High 1.1095 1.1062 -0.0033 -0.3% 1.1211
Low 1.1052 1.1033 -0.0019 -0.2% 1.1084
Close 1.1053 1.1062 0.0009 0.1% 1.1087
Range 0.0043 0.0029 -0.0014 -32.6% 0.0127
ATR 0.0039 0.0038 -0.0001 -1.8% 0.0000
Volume 163 133 -30 -18.4% 678
Daily Pivots for day following 11-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1139 1.1130 1.1078
R3 1.1110 1.1101 1.1070
R2 1.1081 1.1081 1.1067
R1 1.1072 1.1072 1.1065 1.1077
PP 1.1052 1.1052 1.1052 1.1055
S1 1.1043 1.1043 1.1059 1.1048
S2 1.1023 1.1023 1.1057
S3 1.0994 1.1014 1.1054
S4 1.0965 1.0985 1.1046
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 1.1190 1.1033 0.0157 1.4% 0.0042 0.4% 18% False True 127
10 1.1240 1.1033 0.0207 1.9% 0.0037 0.3% 14% False True 131
20 1.1329 1.1033 0.0296 2.7% 0.0033 0.3% 10% False True 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1185
2.618 1.1138
1.618 1.1109
1.000 1.1091
0.618 1.1080
HIGH 1.1062
0.618 1.1051
0.500 1.1048
0.382 1.1044
LOW 1.1033
0.618 1.1015
1.000 1.1004
1.618 1.0986
2.618 1.0957
4.250 1.0910
Fisher Pivots for day following 11-Feb-2020
Pivot 1 day 3 day
R1 1.1057 1.1079
PP 1.1052 1.1074
S1 1.1048 1.1068

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

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