CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 1.1114 1.1195 0.0081 0.7% 1.0744
High 1.1219 1.1215 -0.0004 0.0% 1.1219
Low 1.1026 1.1080 0.0054 0.5% 1.0701
Close 1.1190 1.1096 -0.0095 -0.8% 1.1190
Range 0.0193 0.0135 -0.0058 -30.1% 0.0519
ATR 0.0153 0.0152 -0.0001 -0.8% 0.0000
Volume 1,051 586 -465 -44.2% 4,204
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1535 1.1450 1.1170
R3 1.1400 1.1315 1.1133
R2 1.1265 1.1265 1.1120
R1 1.1180 1.1180 1.1108 1.1155
PP 1.1130 1.1130 1.1130 1.1118
S1 1.1045 1.1045 1.1083 1.1020
S2 1.0995 1.0995 1.1071
S3 1.0860 1.0910 1.1058
S4 1.0725 1.0775 1.1021
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2592 1.2410 1.1475
R3 1.2074 1.1891 1.1333
R2 1.1555 1.1555 1.1285
R1 1.1373 1.1373 1.1238 1.1464
PP 1.1037 1.1037 1.1037 1.1082
S1 1.0854 1.0854 1.1142 1.0945
S2 1.0518 1.0518 1.1095
S3 1.0000 1.0336 1.1047
S4 0.9481 0.9817 1.0905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1219 1.0810 0.0410 3.7% 0.0159 1.4% 70% False False 737
10 1.1271 1.0701 0.0571 5.1% 0.0199 1.8% 69% False False 898
20 1.1572 1.0701 0.0871 7.9% 0.0165 1.5% 45% False False 673
40 1.1572 1.0701 0.0871 7.9% 0.0110 1.0% 45% False False 480
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 0.0036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1789
2.618 1.1568
1.618 1.1433
1.000 1.1350
0.618 1.1298
HIGH 1.1215
0.618 1.1163
0.500 1.1148
0.382 1.1132
LOW 1.1080
0.618 1.0997
1.000 1.0945
1.618 1.0862
2.618 1.0727
4.250 1.0506
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 1.1148 1.1091
PP 1.1130 1.1086
S1 1.1113 1.1081

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

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