CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 1.1193 1.1215 0.0022 0.2% 1.0923
High 1.1200 1.1244 0.0044 0.4% 1.1192
Low 1.1150 1.1164 0.0015 0.1% 1.0920
Close 1.1180 1.1220 0.0040 0.4% 1.1146
Range 0.0051 0.0080 0.0029 57.4% 0.0272
ATR 0.0082 0.0082 0.0000 -0.2% 0.0000
Volume 10 84 74 740.0% 301
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1448 1.1413 1.1264
R3 1.1368 1.1334 1.1242
R2 1.1289 1.1289 1.1235
R1 1.1254 1.1254 1.1227 1.1272
PP 1.1209 1.1209 1.1209 1.1218
S1 1.1175 1.1175 1.1213 1.1192
S2 1.1130 1.1130 1.1205
S3 1.1050 1.1095 1.1198
S4 1.0971 1.1016 1.1176
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 1.1902 1.1796 1.1295
R3 1.1630 1.1524 1.1220
R2 1.1358 1.1358 1.1195
R1 1.1252 1.1252 1.1170 1.1305
PP 1.1086 1.1086 1.1086 1.1112
S1 1.0980 1.0980 1.1121 1.1033
S2 1.0814 1.0814 1.1096
S3 1.0542 1.0708 1.1071
S4 1.0270 1.0436 1.0996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1244 1.0984 0.0260 2.3% 0.0079 0.7% 91% True False 60
10 1.1244 1.0920 0.0324 2.9% 0.0075 0.7% 93% True False 82
20 1.1244 1.0824 0.0420 3.7% 0.0071 0.6% 94% True False 144
40 1.1244 1.0789 0.0455 4.1% 0.0071 0.6% 95% True False 111
60 1.1601 1.0730 0.0871 7.8% 0.0099 0.9% 56% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1581
2.618 1.1452
1.618 1.1372
1.000 1.1323
0.618 1.1293
HIGH 1.1244
0.618 1.1213
0.500 1.1204
0.382 1.1194
LOW 1.1164
0.618 1.1115
1.000 1.1085
1.618 1.1035
2.618 1.0956
4.250 1.0826
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 1.1215 1.1207
PP 1.1209 1.1194
S1 1.1204 1.1181

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

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