CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 1.0925 1.0910 -0.0015 -0.1% 1.1000
High 1.0941 1.0943 0.0002 0.0% 1.1055
Low 1.0882 1.0865 -0.0018 -0.2% 1.0885
Close 1.0915 1.0879 -0.0036 -0.3% 1.0934
Range 0.0059 0.0079 0.0020 33.1% 0.0171
ATR 0.0105 0.0103 -0.0002 -1.8% 0.0000
Volume 12 39 27 225.0% 233
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1131 1.1084 1.0922
R3 1.1053 1.1005 1.0901
R2 1.0974 1.0974 1.0893
R1 1.0927 1.0927 1.0886 1.0911
PP 1.0896 1.0896 1.0896 1.0888
S1 1.0848 1.0848 1.0872 1.0833
S2 1.0817 1.0817 1.0865
S3 1.0739 1.0770 1.0857
S4 1.0660 1.0691 1.0836
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1469 1.1372 1.1028
R3 1.1299 1.1202 1.0981
R2 1.1128 1.1128 1.0965
R1 1.1031 1.1031 1.0950 1.0995
PP 1.0958 1.0958 1.0958 1.0940
S1 1.0861 1.0861 1.0918 1.0824
S2 1.0787 1.0787 1.0903
S3 1.0617 1.0690 1.0887
S4 1.0446 1.0520 1.0840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0957 1.0865 0.0093 0.9% 0.0056 0.5% 16% False True 48
10 1.1055 1.0865 0.0191 1.8% 0.0063 0.6% 8% False True 43
20 1.1243 1.0852 0.0392 3.6% 0.0087 0.8% 7% False False 66
40 1.1601 1.0730 0.0871 8.0% 0.0113 1.0% 17% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1277
2.618 1.1149
1.618 1.1070
1.000 1.1022
0.618 1.0992
HIGH 1.0943
0.618 1.0913
0.500 1.0904
0.382 1.0894
LOW 1.0865
0.618 1.0816
1.000 1.0786
1.618 1.0737
2.618 1.0659
4.250 1.0531
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 1.0904 1.0911
PP 1.0896 1.0900
S1 1.0887 1.0890

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

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