CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 1.1033 1.1104 0.0072 0.6% 1.0926
High 1.1119 1.1170 0.0051 0.5% 1.1170
Low 1.1018 1.1095 0.0077 0.7% 1.0896
Close 1.1115 1.1123 0.0009 0.1% 1.1123
Range 0.0101 0.0075 -0.0026 -25.7% 0.0274
ATR 0.0089 0.0088 -0.0001 -1.1% 0.0000
Volume 3,929 7,812 3,883 98.8% 18,623
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 1.1354 1.1314 1.1164
R3 1.1279 1.1239 1.1144
R2 1.1204 1.1204 1.1137
R1 1.1164 1.1164 1.1130 1.1184
PP 1.1129 1.1129 1.1129 1.1139
S1 1.1089 1.1089 1.1116 1.1109
S2 1.1054 1.1054 1.1109
S3 1.0979 1.1014 1.1102
S4 1.0904 1.0939 1.1082
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 1.1885 1.1778 1.1274
R3 1.1611 1.1504 1.1198
R2 1.1337 1.1337 1.1173
R1 1.1230 1.1230 1.1148 1.1283
PP 1.1063 1.1063 1.1063 1.1089
S1 1.0956 1.0956 1.1098 1.1009
S2 1.0789 1.0789 1.1073
S3 1.0515 1.0682 1.1048
S4 1.0241 1.0408 1.0972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1170 1.0896 0.0274 2.5% 0.0093 0.8% 83% True False 3,812
10 1.1170 1.0817 0.0353 3.2% 0.0088 0.8% 87% True False 2,436
20 1.1170 1.0797 0.0373 3.3% 0.0080 0.7% 88% True False 1,496
40 1.1170 1.0763 0.0407 3.7% 0.0084 0.8% 89% True False 980
60 1.1572 1.0701 0.0871 7.8% 0.0113 1.0% 49% False False 878
80 1.1572 1.0701 0.0871 7.8% 0.0100 0.9% 49% False False 737
100 1.1572 1.0701 0.0871 7.8% 0.0086 0.8% 49% False False 602
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1488
2.618 1.1366
1.618 1.1291
1.000 1.1245
0.618 1.1216
HIGH 1.1170
0.618 1.1141
0.500 1.1132
0.382 1.1123
LOW 1.1095
0.618 1.1048
1.000 1.1020
1.618 1.0973
2.618 1.0898
4.250 1.0776
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 1.1132 1.1103
PP 1.1129 1.1084
S1 1.1126 1.1064

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

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