CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 1.0922 1.1038 0.0117 1.1% 1.0890
High 1.1026 1.1072 0.0046 0.4% 1.1072
Low 1.0890 1.0997 0.0107 1.0% 1.0873
Close 1.1008 1.1033 0.0025 0.2% 1.1033
Range 0.0136 0.0076 -0.0061 -44.5% 0.0200
ATR 0.0096 0.0095 -0.0001 -1.6% 0.0000
Volume 317 24 -293 -92.4% 647
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 1.1260 1.1222 1.1075
R3 1.1185 1.1147 1.1054
R2 1.1109 1.1109 1.1047
R1 1.1071 1.1071 1.1040 1.1053
PP 1.1034 1.1034 1.1034 1.1025
S1 1.0996 1.0996 1.1026 1.0977
S2 1.0958 1.0958 1.1019
S3 1.0883 1.0920 1.1012
S4 1.0807 1.0845 1.0991
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 1.1591 1.1512 1.1143
R3 1.1392 1.1312 1.1088
R2 1.1192 1.1192 1.1070
R1 1.1113 1.1113 1.1051 1.1152
PP 1.0993 1.0993 1.0993 1.1012
S1 1.0913 1.0913 1.1015 1.0953
S2 1.0793 1.0793 1.0996
S3 1.0594 1.0714 1.0978
S4 1.0394 1.0514 1.0923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1072 1.0873 0.0200 1.8% 0.0075 0.7% 80% True False 129
10 1.1072 1.0789 0.0284 2.6% 0.0074 0.7% 86% True False 98
20 1.1072 1.0789 0.0284 2.6% 0.0072 0.7% 86% True False 75
40 1.1601 1.0730 0.0871 7.9% 0.0113 1.0% 35% False False 105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1393
2.618 1.1270
1.618 1.1194
1.000 1.1148
0.618 1.1119
HIGH 1.1072
0.618 1.1043
0.500 1.1034
0.382 1.1025
LOW 1.0997
0.618 1.0950
1.000 1.0921
1.618 1.0874
2.618 1.0799
4.250 1.0676
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 1.1034 1.1015
PP 1.1034 1.0997
S1 1.1033 1.0979

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

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