CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 13-Apr-2020
Day Change Summary
Previous Current
09-Apr-2020 13-Apr-2020 Change Change % Previous Week
Open 1.0948 1.1000 0.0052 0.5% 1.0892
High 1.1022 1.1040 0.0019 0.2% 1.1022
Low 1.0922 1.0976 0.0055 0.5% 1.0852
Close 1.1013 1.1000 -0.0013 -0.1% 1.1013
Range 0.0100 0.0064 -0.0036 -36.0% 0.0170
ATR 0.0126 0.0121 -0.0004 -3.5% 0.0000
Volume 31 0 -31 -100.0% 230
Daily Pivots for day following 13-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1197 1.1163 1.1035
R3 1.1133 1.1099 1.1018
R2 1.1069 1.1069 1.1012
R1 1.1035 1.1035 1.1006 1.1032
PP 1.1005 1.1005 1.1005 1.1004
S1 1.0971 1.0971 1.0994 1.0968
S2 1.0941 1.0941 1.0988
S3 1.0877 1.0907 1.0982
S4 1.0813 1.0843 1.0965
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1472 1.1412 1.1106
R3 1.1302 1.1242 1.1059
R2 1.1132 1.1132 1.1044
R1 1.1072 1.1072 1.1028 1.1102
PP 1.0962 1.0962 1.0962 1.0977
S1 1.0902 1.0902 1.0997 1.0932
S2 1.0792 1.0792 1.0981
S3 1.0622 1.0732 1.0966
S4 1.0452 1.0562 1.0919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0852 0.0189 1.7% 0.0080 0.7% 79% True False 46
10 1.1240 1.0852 0.0389 3.5% 0.0099 0.9% 38% False False 61
20 1.1330 1.0730 0.0600 5.5% 0.0137 1.2% 45% False False 115
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1312
2.618 1.1208
1.618 1.1144
1.000 1.1104
0.618 1.1080
HIGH 1.1040
0.618 1.1016
0.500 1.1008
0.382 1.1000
LOW 1.0976
0.618 1.0936
1.000 1.0912
1.618 1.0872
2.618 1.0808
4.250 1.0704
Fisher Pivots for day following 13-Apr-2020
Pivot 1 day 3 day
R1 1.1008 1.0992
PP 1.1005 1.0984
S1 1.1003 1.0977

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

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