CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 28-Feb-2020
Day Change Summary
Previous Current
27-Feb-2020 28-Feb-2020 Change Change % Previous Week
Open 1.1027 1.1145 0.0118 1.1% 1.0957
High 1.1123 1.1166 0.0043 0.4% 1.1166
Low 1.1005 1.1071 0.0066 0.6% 1.0937
Close 1.1106 1.1142 0.0036 0.3% 1.1142
Range 0.0118 0.0095 -0.0023 -19.6% 0.0229
ATR 0.0050 0.0053 0.0003 6.3% 0.0000
Volume 967 899 -68 -7.0% 2,893
Daily Pivots for day following 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1410 1.1370 1.1193
R3 1.1315 1.1276 1.1167
R2 1.1221 1.1221 1.1159
R1 1.1181 1.1181 1.1150 1.1154
PP 1.1126 1.1126 1.1126 1.1112
S1 1.1087 1.1087 1.1133 1.1059
S2 1.1032 1.1032 1.1124
S3 1.0937 1.0992 1.1116
S4 1.0843 1.0898 1.1090
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1768 1.1684 1.1267
R3 1.1539 1.1455 1.1204
R2 1.1310 1.1310 1.1183
R1 1.1226 1.1226 1.1162 1.1268
PP 1.1081 1.1081 1.1081 1.1102
S1 1.0997 1.0997 1.1121 1.1039
S2 1.0852 1.0852 1.1100
S3 1.0623 1.0768 1.1079
S4 1.0394 1.0539 1.1016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1166 1.0937 0.0229 2.1% 0.0073 0.7% 90% True False 578
10 1.1166 1.0913 0.0253 2.3% 0.0062 0.6% 91% True False 368
20 1.1240 1.0913 0.0327 2.9% 0.0052 0.5% 70% False False 265
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1567
2.618 1.1413
1.618 1.1318
1.000 1.1260
0.618 1.1224
HIGH 1.1166
0.618 1.1129
0.500 1.1118
0.382 1.1107
LOW 1.1071
0.618 1.1013
1.000 1.0977
1.618 1.0918
2.618 1.0824
4.250 1.0669
Fisher Pivots for day following 28-Feb-2020
Pivot 1 day 3 day
R1 1.1134 1.1119
PP 1.1126 1.1097
S1 1.1118 1.1075

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

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