CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 1.1092 1.0991 -0.0101 -0.9% 1.0744
High 1.1100 1.1016 -0.0084 -0.8% 1.1219
Low 1.0964 1.0875 -0.0089 -0.8% 1.0701
Close 1.0986 1.0900 -0.0087 -0.8% 1.1190
Range 0.0136 0.0141 0.0005 3.7% 0.0519
ATR 0.0149 0.0148 -0.0001 -0.4% 0.0000
Volume 306 404 98 32.0% 4,204
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1353 1.1267 1.0977
R3 1.1212 1.1126 1.0938
R2 1.1071 1.1071 1.0925
R1 1.0985 1.0985 1.0912 1.0958
PP 1.0930 1.0930 1.0930 1.0916
S1 1.0844 1.0844 1.0887 1.0817
S2 1.0789 1.0789 1.0874
S3 1.0648 1.0703 1.0861
S4 1.0507 1.0562 1.0822
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 1.0875 0.0345 3.2% 0.0146 1.3% 7% False True 581
10 1.1219 1.0701 0.0519 4.8% 0.0159 1.5% 38% False False 680
20 1.1572 1.0701 0.0871 8.0% 0.0172 1.6% 23% False False 678
40 1.1572 1.0701 0.0871 8.0% 0.0118 1.1% 23% False False 496
60 1.1572 1.0701 0.0871 8.0% 0.0089 0.8% 23% False False 355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1615
2.618 1.1385
1.618 1.1244
1.000 1.1157
0.618 1.1103
HIGH 1.1016
0.618 1.0962
0.500 1.0945
0.382 1.0928
LOW 1.0875
0.618 1.0787
1.000 1.0734
1.618 1.0646
2.618 1.0505
4.250 1.0275
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 1.0945 1.0995
PP 1.0930 1.0963
S1 1.0915 1.0931

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

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