CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 1.0923 1.0922 -0.0002 0.0% 1.0956
High 1.0936 1.1026 0.0090 0.8% 1.0957
Low 1.0886 1.0890 0.0005 0.0% 1.0789
Close 1.0928 1.1008 0.0081 0.7% 1.0860
Range 0.0051 0.0136 0.0086 169.3% 0.0169
ATR 0.0093 0.0096 0.0003 3.3% 0.0000
Volume 204 317 113 55.4% 333
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1383 1.1331 1.1083
R3 1.1247 1.1195 1.1045
R2 1.1111 1.1111 1.1033
R1 1.1059 1.1059 1.1020 1.1085
PP 1.0975 1.0975 1.0975 1.0988
S1 1.0923 1.0923 1.0996 1.0949
S2 1.0839 1.0839 1.0983
S3 1.0703 1.0787 1.0971
S4 1.0567 1.0651 1.0933
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 1.1026 1.0789 0.0238 2.2% 0.0079 0.7% 92% True False 139
10 1.1026 1.0789 0.0238 2.2% 0.0074 0.7% 92% True False 100
20 1.1055 1.0789 0.0267 2.4% 0.0075 0.7% 82% False False 78
40 1.1601 1.0730 0.0871 7.9% 0.0113 1.0% 32% False False 108
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 0.0020
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1604
2.618 1.1382
1.618 1.1246
1.000 1.1162
0.618 1.1110
HIGH 1.1026
0.618 1.0974
0.500 1.0958
0.382 1.0942
LOW 1.0890
0.618 1.0806
1.000 1.0754
1.618 1.0670
2.618 1.0534
4.250 1.0312
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 1.0991 1.0988
PP 1.0975 1.0969
S1 1.0958 1.0949

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

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