CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 19-Feb-2020
Day Change Summary
Previous Current
18-Feb-2020 19-Feb-2020 Change Change % Previous Week
Open 1.0970 1.0929 -0.0041 -0.4% 1.1087
High 1.0984 1.0945 -0.0039 -0.4% 1.1095
Low 1.0925 1.0918 -0.0007 -0.1% 1.0936
Close 1.0928 1.0931 0.0003 0.0% 1.0976
Range 0.0059 0.0027 -0.0032 -54.2% 0.0160
ATR 0.0043 0.0042 -0.0001 -2.6% 0.0000
Volume 197 39 -158 -80.2% 990
Daily Pivots for day following 19-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1012 1.0998 1.0945
R3 1.0985 1.0971 1.0938
R2 1.0958 1.0958 1.0935
R1 1.0944 1.0944 1.0933 1.0951
PP 1.0931 1.0931 1.0931 1.0935
S1 1.0917 1.0917 1.0928 1.0924
S2 1.0904 1.0904 1.0926
S3 1.0877 1.0890 1.0923
S4 1.0850 1.0863 1.0916
Weekly Pivots for week ending 14-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1481 1.1388 1.1063
R3 1.1321 1.1228 1.1019
R2 1.1162 1.1162 1.1005
R1 1.1069 1.1069 1.0990 1.1035
PP 1.1002 1.1002 1.1002 1.0985
S1 1.0909 1.0909 1.0961 1.0876
S2 1.0843 1.0843 1.0946
S3 1.0683 1.0750 1.0932
S4 1.0524 1.0590 1.0888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1064 1.0918 0.0146 1.3% 0.0050 0.5% 9% False True 186
10 1.1190 1.0918 0.0272 2.5% 0.0046 0.4% 5% False True 156
20 1.1261 1.0918 0.0343 3.1% 0.0038 0.3% 4% False True 115
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 0.0015
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1060
2.618 1.1016
1.618 1.0989
1.000 1.0972
0.618 1.0962
HIGH 1.0945
0.618 1.0935
0.500 1.0932
0.382 1.0928
LOW 1.0918
0.618 1.0901
1.000 1.0891
1.618 1.0874
2.618 1.0847
4.250 1.0803
Fisher Pivots for day following 19-Feb-2020
Pivot 1 day 3 day
R1 1.0932 1.0955
PP 1.0931 1.0947
S1 1.0931 1.0939

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

View Archives - Comment on this page... - Back to Index of Symbols