CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 1.0892 1.0950 0.0058 0.5% 1.1125
High 1.0903 1.1002 0.0099 0.9% 1.1240
Low 1.0852 1.0868 0.0016 0.1% 1.0854
Close 1.0875 1.0984 0.0109 1.0% 1.0888
Range 0.0052 0.0134 0.0083 160.2% 0.0386
ATR 0.0132 0.0132 0.0000 0.1% 0.0000
Volume 3 132 129 4,300.0% 382
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1353 1.1302 1.1057
R3 1.1219 1.1168 1.1020
R2 1.1085 1.1085 1.1008
R1 1.1034 1.1034 1.0996 1.1060
PP 1.0951 1.0951 1.0951 1.0964
S1 1.0900 1.0900 1.0971 1.0926
S2 1.0817 1.0817 1.0959
S3 1.0683 1.0766 1.0947
S4 1.0549 1.0632 1.0910
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2152 1.1906 1.1100
R3 1.1766 1.1520 1.0994
R2 1.1380 1.1380 1.0958
R1 1.1134 1.1134 1.0923 1.1064
PP 1.0994 1.0994 1.0994 1.0959
S1 1.0748 1.0748 1.0852 1.0678
S2 1.0608 1.0608 1.0817
S3 1.0222 1.0362 1.0781
S4 0.9836 0.9976 1.0675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1121 1.0852 0.0270 2.5% 0.0104 0.9% 49% False False 57
10 1.1243 1.0852 0.0392 3.6% 0.0110 1.0% 34% False False 88
20 1.1468 1.0730 0.0738 6.7% 0.0149 1.4% 34% False False 119
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1571
2.618 1.1352
1.618 1.1218
1.000 1.1136
0.618 1.1084
HIGH 1.1002
0.618 1.0950
0.500 1.0935
0.382 1.0919
LOW 1.0868
0.618 1.0785
1.000 1.0734
1.618 1.0651
2.618 1.0517
4.250 1.0298
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 1.0967 1.0965
PP 1.0951 1.0946
S1 1.0935 1.0927

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

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