CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 1.1429 1.1478 0.0049 0.4% 1.1167
High 1.1572 1.1487 -0.0085 -0.7% 1.1431
Low 1.1428 1.1358 -0.0070 -0.6% 1.1153
Close 1.1542 1.1372 -0.0170 -1.5% 1.1399
Range 0.0144 0.0129 -0.0016 -10.8% 0.0279
ATR 0.0081 0.0088 0.0007 9.2% 0.0000
Volume 494 252 -242 -49.0% 2,303
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1791 1.1710 1.1443
R3 1.1663 1.1582 1.1407
R2 1.1534 1.1534 1.1396
R1 1.1453 1.1453 1.1384 1.1429
PP 1.1406 1.1406 1.1406 1.1394
S1 1.1325 1.1325 1.1360 1.1301
S2 1.1277 1.1277 1.1348
S3 1.1149 1.1196 1.1337
S4 1.1020 1.1068 1.1301
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2163 1.2060 1.1552
R3 1.1885 1.1781 1.1476
R2 1.1606 1.1606 1.1450
R1 1.1503 1.1503 1.1425 1.1554
PP 1.1328 1.1328 1.1328 1.1353
S1 1.1224 1.1224 1.1373 1.1276
S2 1.1049 1.1049 1.1348
S3 1.0771 1.0946 1.1322
S4 1.0492 1.0667 1.1246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1572 1.1190 0.0382 3.4% 0.0113 1.0% 48% False False 401
10 1.1572 1.0985 0.0587 5.2% 0.0106 0.9% 66% False False 510
20 1.1572 1.0913 0.0659 5.8% 0.0078 0.7% 70% False False 367
40 1.1572 1.0913 0.0659 5.8% 0.0056 0.5% 70% False False 219
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2033
2.618 1.1823
1.618 1.1694
1.000 1.1615
0.618 1.1566
HIGH 1.1487
0.618 1.1437
0.500 1.1422
0.382 1.1407
LOW 1.1358
0.618 1.1279
1.000 1.1230
1.618 1.1150
2.618 1.1022
4.250 1.0812
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 1.1422 1.1438
PP 1.1406 1.1416
S1 1.1389 1.1394

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

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