CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 1.1378 1.1333 -0.0046 -0.4% 1.1167
High 1.1435 1.1403 -0.0032 -0.3% 1.1431
Low 1.1335 1.1135 -0.0201 -1.8% 1.1153
Close 1.1355 1.1245 -0.0110 -1.0% 1.1399
Range 0.0100 0.0268 0.0169 169.3% 0.0279
ATR 0.0089 0.0102 0.0013 14.4% 0.0000
Volume 282 420 138 48.9% 2,303
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2065 1.1923 1.1392
R3 1.1797 1.1655 1.1319
R2 1.1529 1.1529 1.1294
R1 1.1387 1.1387 1.1270 1.1324
PP 1.1261 1.1261 1.1261 1.1229
S1 1.1119 1.1119 1.1220 1.1056
S2 1.0993 1.0993 1.1196
S3 1.0725 1.0851 1.1171
S4 1.0457 1.0583 1.1098
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 1.1135 0.0437 3.9% 0.0153 1.4% 25% False True 391
10 1.1572 1.1071 0.0501 4.5% 0.0127 1.1% 35% False False 465
20 1.1572 1.0913 0.0659 5.9% 0.0092 0.8% 50% False False 377
40 1.1572 1.0913 0.0659 5.9% 0.0064 0.6% 50% False False 236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1.2542
2.618 1.2104
1.618 1.1836
1.000 1.1671
0.618 1.1568
HIGH 1.1403
0.618 1.1300
0.500 1.1269
0.382 1.1237
LOW 1.1135
0.618 1.0969
1.000 1.0867
1.618 1.0701
2.618 1.0433
4.250 0.9996
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 1.1269 1.1311
PP 1.1261 1.1289
S1 1.1253 1.1267

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

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