CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 17-Apr-2020
Day Change Summary
Previous Current
16-Apr-2020 17-Apr-2020 Change Change % Previous Week
Open 1.0943 1.0898 -0.0045 -0.4% 1.0987
High 1.0947 1.0934 -0.0013 -0.1% 1.1034
Low 1.0859 1.0853 -0.0007 -0.1% 1.0853
Close 1.0887 1.0909 0.0022 0.2% 1.0909
Range 0.0088 0.0082 -0.0007 -7.4% 0.0182
ATR 0.0122 0.0119 -0.0003 -2.4% 0.0000
Volume 542 499 -43 -7.9% 1,897
Daily Pivots for day following 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1143 1.1107 1.0953
R3 1.1061 1.1026 1.0931
R2 1.0980 1.0980 1.0923
R1 1.0944 1.0944 1.0916 1.0962
PP 1.0898 1.0898 1.0898 1.0907
S1 1.0863 1.0863 1.0901 1.0881
S2 1.0817 1.0817 1.0894
S3 1.0735 1.0781 1.0886
S4 1.0654 1.0700 1.0864
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1476 1.1374 1.1008
R3 1.1295 1.1192 1.0958
R2 1.1113 1.1113 1.0942
R1 1.1011 1.1011 1.0925 1.0971
PP 1.0932 1.0932 1.0932 1.0912
S1 1.0829 1.0829 1.0892 1.0790
S2 1.0750 1.0750 1.0875
S3 1.0569 1.0648 1.0859
S4 1.0387 1.0466 1.0809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1034 1.0853 0.0182 1.7% 0.0089 0.8% 31% False True 379
10 1.1034 1.0820 0.0214 2.0% 0.0089 0.8% 41% False False 341
20 1.1219 1.0701 0.0519 4.8% 0.0124 1.1% 40% False False 510
40 1.1572 1.0701 0.0871 8.0% 0.0129 1.2% 24% False False 545
60 1.1572 1.0701 0.0871 8.0% 0.0099 0.9% 24% False False 405
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1280
2.618 1.1147
1.618 1.1066
1.000 1.1016
0.618 1.0984
HIGH 1.0934
0.618 1.0903
0.500 1.0893
0.382 1.0884
LOW 1.0853
0.618 1.0802
1.000 1.0771
1.618 1.0721
2.618 1.0639
4.250 1.0506
Fisher Pivots for day following 17-Apr-2020
Pivot 1 day 3 day
R1 1.0903 1.0943
PP 1.0898 1.0932
S1 1.0893 1.0920

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

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