CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 1.1250 1.1190 -0.0060 -0.5% 1.1429
High 1.1287 1.1304 0.0018 0.2% 1.1572
Low 1.1142 1.1163 0.0021 0.2% 1.1135
Close 1.1157 1.1257 0.0101 0.9% 1.1157
Range 0.0145 0.0141 -0.0004 -2.4% 0.0437
ATR 0.0105 0.0108 0.0003 2.9% 0.0000
Volume 529 823 294 55.6% 1,977
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1664 1.1602 1.1335
R3 1.1523 1.1461 1.1296
R2 1.1382 1.1382 1.1283
R1 1.1320 1.1320 1.1270 1.1351
PP 1.1241 1.1241 1.1241 1.1257
S1 1.1179 1.1179 1.1244 1.1210
S2 1.1100 1.1100 1.1231
S3 1.0959 1.1038 1.1218
S4 1.0818 1.0897 1.1179
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 1.1487 1.1135 0.0352 3.1% 0.0156 1.4% 35% False False 461
10 1.1572 1.1135 0.0437 3.9% 0.0132 1.2% 28% False False 449
20 1.1572 1.0913 0.0659 5.9% 0.0101 0.9% 52% False False 428
40 1.1572 1.0913 0.0659 5.9% 0.0069 0.6% 52% False False 267
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1903
2.618 1.1673
1.618 1.1532
1.000 1.1445
0.618 1.1391
HIGH 1.1304
0.618 1.1250
0.500 1.1234
0.382 1.1217
LOW 1.1163
0.618 1.1076
1.000 1.1022
1.618 1.0935
2.618 1.0794
4.250 1.0564
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 1.1249 1.1269
PP 1.1241 1.1265
S1 1.1234 1.1261

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

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