CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 1.0910 1.0855 -0.0055 -0.5% 1.1000
High 1.0943 1.0904 -0.0039 -0.4% 1.1055
Low 1.0865 1.0816 -0.0049 -0.4% 1.0885
Close 1.0879 1.0845 -0.0035 -0.3% 1.0934
Range 0.0079 0.0088 0.0010 12.1% 0.0171
ATR 0.0103 0.0102 -0.0001 -1.0% 0.0000
Volume 39 152 113 289.7% 233
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1119 1.1070 1.0893
R3 1.1031 1.0982 1.0869
R2 1.0943 1.0943 1.0861
R1 1.0894 1.0894 1.0853 1.0874
PP 1.0855 1.0855 1.0855 1.0845
S1 1.0806 1.0806 1.0836 1.0786
S2 1.0767 1.0767 1.0828
S3 1.0679 1.0718 1.0820
S4 1.0591 1.0630 1.0796
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 1.0816 0.0141 1.3% 0.0068 0.6% 20% False True 60
10 1.1055 1.0816 0.0239 2.2% 0.0067 0.6% 12% False True 52
20 1.1243 1.0816 0.0427 3.9% 0.0090 0.8% 7% False True 73
40 1.1601 1.0730 0.0871 8.0% 0.0114 1.1% 13% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1278
2.618 1.1134
1.618 1.1046
1.000 1.0992
0.618 1.0958
HIGH 1.0904
0.618 1.0870
0.500 1.0860
0.382 1.0850
LOW 1.0816
0.618 1.0762
1.000 1.0728
1.618 1.0674
2.618 1.0586
4.250 1.0442
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 1.0860 1.0880
PP 1.0855 1.0868
S1 1.0850 1.0856

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

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