CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 15-Apr-2020
Day Change Summary
Previous Current
14-Apr-2020 15-Apr-2020 Change Change % Previous Week
Open 1.0986 1.1030 0.0044 0.4% 1.0863
High 1.1032 1.1034 0.0003 0.0% 1.1000
Low 1.0963 1.0899 -0.0064 -0.6% 1.0820
Close 1.1027 1.0964 -0.0063 -0.6% 1.0985
Range 0.0069 0.0135 0.0067 97.1% 0.0180
ATR 0.0123 0.0124 0.0001 0.7% 0.0000
Volume 442 327 -115 -26.0% 1,226
Daily Pivots for day following 15-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1371 1.1302 1.1038
R3 1.1236 1.1167 1.1001
R2 1.1101 1.1101 1.0989
R1 1.1032 1.1032 1.0976 1.0999
PP 1.0966 1.0966 1.0966 1.0949
S1 1.0897 1.0897 1.0952 1.0864
S2 1.0831 1.0831 1.0939
S3 1.0696 1.0762 1.0927
S4 1.0561 1.0627 1.0890
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1475 1.1410 1.1084
R3 1.1295 1.1230 1.1035
R2 1.1115 1.1115 1.1018
R1 1.1050 1.1050 1.1002 1.1083
PP 1.0935 1.0935 1.0935 1.0951
S1 1.0870 1.0870 1.0969 1.0903
S2 1.0755 1.0755 1.0952
S3 1.0575 1.0690 1.0936
S4 1.0395 1.0510 1.0886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1034 1.0884 0.0150 1.4% 0.0087 0.8% 53% True False 248
10 1.1100 1.0820 0.0280 2.5% 0.0100 0.9% 52% False False 308
20 1.1219 1.0701 0.0519 4.7% 0.0143 1.3% 51% False False 584
40 1.1572 1.0701 0.0871 7.9% 0.0127 1.2% 30% False False 525
60 1.1572 1.0701 0.0871 7.9% 0.0097 0.9% 30% False False 388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1608
2.618 1.1387
1.618 1.1252
1.000 1.1169
0.618 1.1117
HIGH 1.1034
0.618 1.0982
0.500 1.0967
0.382 1.0951
LOW 1.0899
0.618 1.0816
1.000 1.0764
1.618 1.0681
2.618 1.0546
4.250 1.0325
Fisher Pivots for day following 15-Apr-2020
Pivot 1 day 3 day
R1 1.0967 1.0967
PP 1.0966 1.0966
S1 1.0965 1.0965

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

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