CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 1.1478 1.1378 -0.0100 -0.9% 1.1167
High 1.1487 1.1435 -0.0052 -0.5% 1.1431
Low 1.1358 1.1335 -0.0023 -0.2% 1.1153
Close 1.1372 1.1355 -0.0017 -0.1% 1.1399
Range 0.0129 0.0100 -0.0029 -22.6% 0.0279
ATR 0.0088 0.0089 0.0001 0.9% 0.0000
Volume 252 282 30 11.9% 2,303
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1673 1.1614 1.1410
R3 1.1574 1.1514 1.1382
R2 1.1474 1.1474 1.1373
R1 1.1415 1.1415 1.1364 1.1395
PP 1.1375 1.1375 1.1375 1.1365
S1 1.1315 1.1315 1.1346 1.1295
S2 1.1275 1.1275 1.1337
S3 1.1176 1.1216 1.1328
S4 1.1076 1.1116 1.1300
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 1.1213 0.0359 3.2% 0.0123 1.1% 40% False False 377
10 1.1572 1.1005 0.0567 5.0% 0.0112 1.0% 62% False False 519
20 1.1572 1.0913 0.0659 5.8% 0.0081 0.7% 67% False False 374
40 1.1572 1.0913 0.0659 5.8% 0.0057 0.5% 67% False False 226
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1857
2.618 1.1695
1.618 1.1595
1.000 1.1534
0.618 1.1496
HIGH 1.1435
0.618 1.1396
0.500 1.1385
0.382 1.1373
LOW 1.1335
0.618 1.1274
1.000 1.1236
1.618 1.1174
2.618 1.1075
4.250 1.0912
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 1.1385 1.1453
PP 1.1375 1.1421
S1 1.1365 1.1388

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

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