CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 09-Mar-2020
Day Change Summary
Previous Current
06-Mar-2020 09-Mar-2020 Change Change % Previous Week
Open 1.1379 1.1490 0.0112 1.0% 1.1206
High 1.1452 1.1601 0.0149 1.3% 1.1452
Low 1.1379 1.1469 0.0091 0.8% 1.1195
Close 1.1435 1.1574 0.0139 1.2% 1.1435
Range 0.0074 0.0132 0.0059 79.6% 0.0258
ATR 0.0070 0.0077 0.0007 9.8% 0.0000
Volume 86 183 97 112.8% 517
Daily Pivots for day following 09-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1944 1.1891 1.1647
R3 1.1812 1.1759 1.1610
R2 1.1680 1.1680 1.1598
R1 1.1627 1.1627 1.1586 1.1654
PP 1.1548 1.1548 1.1548 1.1561
S1 1.1495 1.1495 1.1562 1.1522
S2 1.1416 1.1416 1.1550
S3 1.1284 1.1363 1.1538
S4 1.1152 1.1231 1.1501
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 1.1601 1.1241 0.0361 3.1% 0.0088 0.8% 93% True False 99
10 1.1601 1.1036 0.0565 4.9% 0.0079 0.7% 95% True False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2162
2.618 1.1947
1.618 1.1815
1.000 1.1733
0.618 1.1683
HIGH 1.1601
0.618 1.1551
0.500 1.1535
0.382 1.1519
LOW 1.1469
0.618 1.1387
1.000 1.1337
1.618 1.1255
2.618 1.1123
4.250 1.0908
Fisher Pivots for day following 09-Mar-2020
Pivot 1 day 3 day
R1 1.1561 1.1527
PP 1.1548 1.1479
S1 1.1535 1.1432

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

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