CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 1.1333 1.1250 -0.0083 -0.7% 1.1429
High 1.1403 1.1287 -0.0116 -1.0% 1.1572
Low 1.1135 1.1142 0.0008 0.1% 1.1135
Close 1.1245 1.1157 -0.0089 -0.8% 1.1157
Range 0.0268 0.0145 -0.0124 -46.1% 0.0437
ATR 0.0102 0.0105 0.0003 3.0% 0.0000
Volume 420 529 109 26.0% 1,977
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1629 1.1537 1.1236
R3 1.1484 1.1393 1.1196
R2 1.1340 1.1340 1.1183
R1 1.1248 1.1248 1.1170 1.1222
PP 1.1195 1.1195 1.1195 1.1182
S1 1.1104 1.1104 1.1143 1.1077
S2 1.1051 1.1051 1.1130
S3 1.0906 1.0959 1.1117
S4 1.0762 1.0815 1.1077
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2599 1.2315 1.1397
R3 1.2162 1.1878 1.1277
R2 1.1725 1.1725 1.1237
R1 1.1441 1.1441 1.1197 1.1364
PP 1.1288 1.1288 1.1288 1.1249
S1 1.1004 1.1004 1.1116 1.0927
S2 1.0851 1.0851 1.1076
S3 1.0414 1.0567 1.1036
S4 0.9977 1.0130 1.0916
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% 0.0157 1.4% 5% False False 395
10 1.1572 1.1135 0.0437 3.9% 0.0132 1.2% 5% False False 428
20 1.1572 1.0913 0.0659 5.9% 0.0097 0.9% 37% False False 398
40 1.1572 1.0913 0.0659 5.9% 0.0066 0.6% 37% False False 248
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1901
2.618 1.1665
1.618 1.1520
1.000 1.1431
0.618 1.1376
HIGH 1.1287
0.618 1.1231
0.500 1.1214
0.382 1.1197
LOW 1.1142
0.618 1.1053
1.000 1.0998
1.618 1.0908
2.618 1.0764
4.250 1.0528
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 1.1214 1.1285
PP 1.1195 1.1242
S1 1.1176 1.1199

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

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