CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 1.0800 1.0890 0.0090 0.8% 1.0956
High 1.0885 1.0918 0.0034 0.3% 1.0957
Low 1.0789 1.0878 0.0090 0.8% 1.0789
Close 1.0860 1.0892 0.0032 0.3% 1.0860
Range 0.0096 0.0040 -0.0056 -58.3% 0.0169
ATR 0.0102 0.0099 -0.0003 -3.0% 0.0000
Volume 75 54 -21 -28.0% 333
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1016 1.0994 1.0914
R3 1.0976 1.0954 1.0903
R2 1.0936 1.0936 1.0899
R1 1.0914 1.0914 1.0895 1.0925
PP 1.0896 1.0896 1.0896 1.0901
S1 1.0874 1.0874 1.0888 1.0885
S2 1.0856 1.0856 1.0884
S3 1.0816 1.0834 1.0881
S4 1.0776 1.0794 1.0870
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1374 1.1285 1.0952
R3 1.1205 1.1117 1.0906
R2 1.1037 1.1037 1.0890
R1 1.0948 1.0948 1.0875 1.0908
PP 1.0868 1.0868 1.0868 1.0848
S1 1.0780 1.0780 1.0844 1.0740
S2 1.0700 1.0700 1.0829
S3 1.0531 1.0611 1.0813
S4 1.0363 1.0443 1.0767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0943 1.0789 0.0155 1.4% 0.0072 0.7% 67% False False 66
10 1.1055 1.0789 0.0267 2.4% 0.0064 0.6% 39% False False 62
20 1.1240 1.0789 0.0452 4.1% 0.0081 0.7% 23% False False 61
40 1.1601 1.0730 0.0871 8.0% 0.0114 1.0% 19% False False 101
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 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1088
2.618 1.1023
1.618 1.0983
1.000 1.0958
0.618 1.0943
HIGH 1.0918
0.618 1.0903
0.500 1.0898
0.382 1.0893
LOW 1.0878
0.618 1.0853
1.000 1.0838
1.618 1.0813
2.618 1.0773
4.250 1.0708
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 1.0898 1.0879
PP 1.0896 1.0866
S1 1.0894 1.0853

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

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