CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 1.1125 1.1028 -0.0098 -0.9% 1.0797
High 1.1240 1.1141 -0.0099 -0.9% 1.1243
Low 1.1105 1.1024 -0.0081 -0.7% 1.0730
Close 1.1126 1.1109 -0.0017 -0.1% 1.1218
Range 0.0135 0.0117 -0.0018 -13.3% 0.0513
ATR 0.0147 0.0145 -0.0002 -1.5% 0.0000
Volume 205 26 -179 -87.3% 519
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1442 1.1393 1.1173
R3 1.1325 1.1276 1.1141
R2 1.1208 1.1208 1.1130
R1 1.1159 1.1159 1.1120 1.1184
PP 1.1091 1.1091 1.1091 1.1104
S1 1.1042 1.1042 1.1098 1.1067
S2 1.0974 1.0974 1.1088
S3 1.0857 1.0925 1.1077
S4 1.0740 1.0808 1.1045
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 1.0967 0.0277 2.5% 0.0116 1.0% 52% False False 120
10 1.1243 1.0730 0.0513 4.6% 0.0165 1.5% 74% False False 154
20 1.1601 1.0730 0.0871 7.8% 0.0148 1.3% 44% False False 141
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 0.0042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1638
2.618 1.1447
1.618 1.1330
1.000 1.1258
0.618 1.1213
HIGH 1.1141
0.618 1.1096
0.500 1.1083
0.382 1.1069
LOW 1.1024
0.618 1.0952
1.000 1.0907
1.618 1.0835
2.618 1.0718
4.250 1.0527
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 1.1100 1.1134
PP 1.1091 1.1125
S1 1.1083 1.1117

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

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