CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 09-Apr-2020
Day Change Summary
Previous Current
08-Apr-2020 09-Apr-2020 Change Change % Previous Week
Open 1.0920 1.0892 -0.0028 -0.3% 1.1195
High 1.0938 1.1000 0.0062 0.6% 1.1215
Low 1.0884 1.0892 0.0008 0.1% 1.0825
Close 1.0912 1.0985 0.0073 0.7% 1.0861
Range 0.0054 0.0109 0.0055 100.9% 0.0390
ATR 0.0133 0.0131 -0.0002 -1.3% 0.0000
Volume 83 302 219 263.9% 2,148
Daily Pivots for day following 09-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1284 1.1243 1.1045
R3 1.1176 1.1135 1.1015
R2 1.1067 1.1067 1.1005
R1 1.1026 1.1026 1.0995 1.1047
PP 1.0959 1.0959 1.0959 1.0969
S1 1.0918 1.0918 1.0975 1.0938
S2 1.0850 1.0850 1.0965
S3 1.0742 1.0809 1.0955
S4 1.0633 1.0701 1.0925
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2137 1.1889 1.1075
R3 1.1747 1.1499 1.0968
R2 1.1357 1.1357 1.0932
R1 1.1109 1.1109 1.0896 1.1038
PP 1.0967 1.0967 1.0967 1.0931
S1 1.0719 1.0719 1.0825 1.0648
S2 1.0577 1.0577 1.0789
S3 1.0187 1.0329 1.0753
S4 0.9797 0.9939 1.0646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1000 1.0820 0.0180 1.6% 0.0089 0.8% 92% True False 303
10 1.1219 1.0820 0.0399 3.6% 0.0117 1.1% 41% False False 442
20 1.1304 1.0701 0.0604 5.5% 0.0156 1.4% 47% False False 656
40 1.1572 1.0701 0.0871 7.9% 0.0124 1.1% 33% False False 516
60 1.1572 1.0701 0.0871 7.9% 0.0094 0.9% 33% False False 376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1461
2.618 1.1284
1.618 1.1176
1.000 1.1109
0.618 1.1067
HIGH 1.1000
0.618 1.0959
0.500 1.0946
0.382 1.0933
LOW 1.0892
0.618 1.0824
1.000 1.0783
1.618 1.0716
2.618 1.0607
4.250 1.0430
Fisher Pivots for day following 09-Apr-2020
Pivot 1 day 3 day
R1 1.0972 1.0963
PP 1.0959 1.0941
S1 1.0946 1.0920

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

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