CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 1.1019 1.0945 -0.0074 -0.7% 1.0797
High 1.1121 1.1038 -0.0083 -0.7% 1.1243
Low 1.0995 1.0903 -0.0092 -0.8% 1.0730
Close 1.1015 1.0927 -0.0088 -0.8% 1.1218
Range 0.0126 0.0135 0.0009 7.1% 0.0513
ATR 0.0144 0.0143 -0.0001 -0.4% 0.0000
Volume 1 79 78 7,800.0% 519
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1361 1.1279 1.1001
R3 1.1226 1.1144 1.0964
R2 1.1091 1.1091 1.0951
R1 1.1009 1.1009 1.0939 1.0982
PP 1.0956 1.0956 1.0956 1.0943
S1 1.0874 1.0874 1.0914 1.0847
S2 1.0821 1.0821 1.0902
S3 1.0686 1.0739 1.0889
S4 1.0551 1.0604 1.0852
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 1.0903 0.0340 3.1% 0.0141 1.3% 7% False True 126
10 1.1243 1.0730 0.0513 4.7% 0.0136 1.2% 38% False False 99
20 1.1601 1.0730 0.0871 8.0% 0.0153 1.4% 23% False False 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1612
2.618 1.1391
1.618 1.1256
1.000 1.1173
0.618 1.1121
HIGH 1.1038
0.618 1.0986
0.500 1.0971
0.382 1.0955
LOW 1.0903
0.618 1.0820
1.000 1.0768
1.618 1.0685
2.618 1.0550
4.250 1.0329
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 1.0971 1.1022
PP 1.0956 1.0990
S1 1.0941 1.0958

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

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