CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 1.0899 1.0858 -0.0041 -0.4% 1.0885
High 1.0899 1.0976 0.0078 0.7% 1.0943
Low 1.0856 1.0850 -0.0007 -0.1% 1.0826
Close 1.0864 1.0964 0.0101 0.9% 1.0864
Range 0.0043 0.0127 0.0084 197.6% 0.0117
ATR 0.0080 0.0084 0.0003 4.1% 0.0000
Volume 75 90 15 20.0% 544
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 1.1309 1.1263 1.1034
R3 1.1183 1.1137 1.0999
R2 1.1056 1.1056 1.0987
R1 1.1010 1.1010 1.0976 1.1033
PP 1.0930 1.0930 1.0930 1.0941
S1 1.0884 1.0884 1.0952 1.0907
S2 1.0803 1.0803 1.0941
S3 1.0677 1.0757 1.0929
S4 1.0550 1.0631 1.0894
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 1.1227 1.1162 1.0928
R3 1.1110 1.1045 1.0896
R2 1.0994 1.0994 1.0885
R1 1.0929 1.0929 1.0874 1.0903
PP 1.0877 1.0877 1.0877 1.0865
S1 1.0812 1.0812 1.0853 1.0787
S2 1.0761 1.0761 1.0842
S3 1.0644 1.0696 1.0831
S4 1.0528 1.0579 1.0799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0976 1.0826 0.0150 1.4% 0.0077 0.7% 92% True False 66
10 1.0976 1.0824 0.0153 1.4% 0.0068 0.6% 92% True False 206
20 1.1072 1.0789 0.0284 2.6% 0.0071 0.6% 62% False False 155
40 1.1243 1.0730 0.0513 4.7% 0.0084 0.8% 46% False False 113
60 1.1601 1.0730 0.0871 7.9% 0.0098 0.9% 27% False False 125
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1514
2.618 1.1307
1.618 1.1181
1.000 1.1103
0.618 1.1054
HIGH 1.0976
0.618 1.0928
0.500 1.0913
0.382 1.0898
LOW 1.0850
0.618 1.0771
1.000 1.0723
1.618 1.0645
2.618 1.0518
4.250 1.0312
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 1.0947 1.0943
PP 1.0930 1.0922
S1 1.0913 1.0901

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

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