CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 06-Mar-2020
Day Change Summary
Previous Current
05-Mar-2020 06-Mar-2020 Change Change % Previous Week
Open 1.1320 1.1379 0.0059 0.5% 1.1206
High 1.1354 1.1452 0.0098 0.9% 1.1452
Low 1.1262 1.1379 0.0117 1.0% 1.1195
Close 1.1323 1.1435 0.0112 1.0% 1.1435
Range 0.0092 0.0074 -0.0019 -20.1% 0.0258
ATR 0.0000 0.0070 0.0070 0.0000
Volume 137 86 -51 -37.2% 517
Daily Pivots for day following 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1642 1.1612 1.1475
R3 1.1569 1.1539 1.1455
R2 1.1495 1.1495 1.1448
R1 1.1465 1.1465 1.1442 1.1480
PP 1.1422 1.1422 1.1422 1.1429
S1 1.1392 1.1392 1.1428 1.1407
S2 1.1348 1.1348 1.1422
S3 1.1275 1.1318 1.1415
S4 1.1201 1.1245 1.1395
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2133 1.2042 1.1577
R3 1.1876 1.1784 1.1506
R2 1.1618 1.1618 1.1482
R1 1.1527 1.1527 1.1459 1.1572
PP 1.1361 1.1361 1.1361 1.1383
S1 1.1269 1.1269 1.1411 1.1315
S2 1.1103 1.1103 1.1388
S3 1.0846 1.1012 1.1364
S4 1.0588 1.0754 1.1293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1452 1.1195 0.0258 2.3% 0.0088 0.8% 93% True False 103
10 1.1452 1.0980 0.0473 4.1% 0.0072 0.6% 96% True False 119
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1764
2.618 1.1644
1.618 1.1571
1.000 1.1526
0.618 1.1497
HIGH 1.1452
0.618 1.1424
0.500 1.1415
0.382 1.1407
LOW 1.1379
0.618 1.1333
1.000 1.1305
1.618 1.1260
2.618 1.1186
4.250 1.1066
Fisher Pivots for day following 06-Mar-2020
Pivot 1 day 3 day
R1 1.1428 1.1405
PP 1.1422 1.1376
S1 1.1415 1.1346

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.