CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 1.0990 1.0917 -0.0074 -0.7% 1.0892
High 1.1001 1.0917 -0.0084 -0.8% 1.1022
Low 1.0931 1.0891 -0.0041 -0.4% 1.0852
Close 1.0991 1.0914 -0.0077 -0.7% 1.1013
Range 0.0070 0.0027 -0.0043 -61.9% 0.0170
ATR 0.0118 0.0117 -0.0001 -1.1% 0.0000
Volume 92 93 1 1.1% 230
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.0987 1.0977 1.0929
R3 1.0960 1.0950 1.0921
R2 1.0934 1.0934 1.0919
R1 1.0924 1.0924 1.0916 1.0916
PP 1.0907 1.0907 1.0907 1.0903
S1 1.0897 1.0897 1.0912 1.0889
S2 1.0881 1.0881 1.0909
S3 1.0854 1.0871 1.0907
S4 1.0828 1.0844 1.0899
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 1.1055 1.0891 0.0165 1.5% 0.0065 0.6% 14% False True 44
10 1.1055 1.0852 0.0204 1.9% 0.0077 0.7% 31% False False 56
20 1.1243 1.0730 0.0513 4.7% 0.0116 1.1% 36% False False 84
40 1.1601 1.0730 0.0871 8.0% 0.0110 1.0% 21% False False 108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1030
2.618 1.0986
1.618 1.0960
1.000 1.0944
0.618 1.0933
HIGH 1.0917
0.618 1.0907
0.500 1.0904
0.382 1.0901
LOW 1.0891
0.618 1.0874
1.000 1.0864
1.618 1.0848
2.618 1.0821
4.250 1.0778
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 1.0911 1.0973
PP 1.0907 1.0953
S1 1.0904 1.0934

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

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