CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 1.1030 1.0943 -0.0087 -0.8% 1.0863
High 1.1034 1.0947 -0.0087 -0.8% 1.1000
Low 1.0899 1.0859 -0.0040 -0.4% 1.0820
Close 1.0964 1.0887 -0.0078 -0.7% 1.0985
Range 0.0135 0.0088 -0.0047 -34.8% 0.0180
ATR 0.0124 0.0122 -0.0001 -1.1% 0.0000
Volume 327 542 215 65.7% 1,226
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1162 1.1112 1.0935
R3 1.1074 1.1024 1.0911
R2 1.0986 1.0986 1.0903
R1 1.0936 1.0936 1.0895 1.0917
PP 1.0898 1.0898 1.0898 1.0888
S1 1.0848 1.0848 1.0878 1.0829
S2 1.0810 1.0810 1.0870
S3 1.0722 1.0760 1.0862
S4 1.0634 1.0672 1.0838
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 1.0859 0.0175 1.6% 0.0094 0.9% 16% False True 340
10 1.1034 1.0820 0.0214 2.0% 0.0095 0.9% 31% False False 331
20 1.1219 1.0701 0.0519 4.8% 0.0136 1.2% 36% False False 557
40 1.1572 1.0701 0.0871 8.0% 0.0128 1.2% 21% False False 537
60 1.1572 1.0701 0.0871 8.0% 0.0098 0.9% 21% False False 397
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1321
2.618 1.1177
1.618 1.1089
1.000 1.1035
0.618 1.1001
HIGH 1.0947
0.618 1.0913
0.500 1.0903
0.382 1.0893
LOW 1.0859
0.618 1.0805
1.000 1.0771
1.618 1.0717
2.618 1.0629
4.250 1.0485
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 1.0903 1.0947
PP 1.0898 1.0927
S1 1.0892 1.0907

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

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