CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 1.1173 1.1125 -0.0048 -0.4% 1.0797
High 1.1243 1.1240 -0.0003 0.0% 1.1243
Low 1.1053 1.1105 0.0053 0.5% 1.0730
Close 1.1218 1.1126 -0.0093 -0.8% 1.1218
Range 0.0191 0.0135 -0.0056 -29.1% 0.0513
ATR 0.0148 0.0147 -0.0001 -0.6% 0.0000
Volume 322 205 -117 -36.3% 519
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1562 1.1479 1.1200
R3 1.1427 1.1344 1.1163
R2 1.1292 1.1292 1.1150
R1 1.1209 1.1209 1.1138 1.1250
PP 1.1157 1.1157 1.1157 1.1178
S1 1.1074 1.1074 1.1113 1.1115
S2 1.1022 1.1022 1.1101
S3 1.0887 1.0939 1.1088
S4 1.0752 1.0804 1.1051
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2603 1.2423 1.1500
R3 1.2090 1.1910 1.1359
R2 1.1577 1.1577 1.1312
R1 1.1397 1.1397 1.1265 1.1487
PP 1.1064 1.1064 1.1064 1.1109
S1 1.0884 1.0884 1.1171 1.0974
S2 1.0551 1.0551 1.1124
S3 1.0038 1.0371 1.1077
S4 0.9525 0.9858 1.0936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1243 1.0854 0.0390 3.5% 0.0120 1.1% 70% False False 129
10 1.1297 1.0730 0.0567 5.1% 0.0176 1.6% 70% False False 173
20 1.1601 1.0730 0.0871 7.8% 0.0146 1.3% 45% False False 141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1814
2.618 1.1593
1.618 1.1458
1.000 1.1375
0.618 1.1323
HIGH 1.1240
0.618 1.1188
0.500 1.1173
0.382 1.1157
LOW 1.1105
0.618 1.1022
1.000 1.0970
1.618 1.0887
2.618 1.0752
4.250 1.0531
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 1.1173 1.1137
PP 1.1157 1.1133
S1 1.1141 1.1129

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

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