CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 1.1229 1.1254 0.0026 0.2% 1.0923
High 1.1305 1.1412 0.0108 1.0% 1.1192
Low 1.1220 1.1245 0.0025 0.2% 1.0920
Close 1.1287 1.1399 0.0112 1.0% 1.1146
Range 0.0085 0.0168 0.0083 97.1% 0.0272
ATR 0.0082 0.0088 0.0006 7.4% 0.0000
Volume 128 542 414 323.4% 301
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1854 1.1794 1.1491
R3 1.1687 1.1627 1.1445
R2 1.1519 1.1519 1.1430
R1 1.1459 1.1459 1.1414 1.1489
PP 1.1352 1.1352 1.1352 1.1367
S1 1.1292 1.1292 1.1384 1.1322
S2 1.1184 1.1184 1.1368
S3 1.1017 1.1124 1.1353
S4 1.0849 1.0957 1.1307
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 1.1412 1.1119 0.0293 2.6% 0.0091 0.8% 96% True False 160
10 1.1412 1.0920 0.0493 4.3% 0.0086 0.8% 97% True False 134
20 1.1412 1.0824 0.0589 5.2% 0.0077 0.7% 98% True False 141
40 1.1412 1.0789 0.0624 5.5% 0.0073 0.6% 98% True False 124
60 1.1468 1.0730 0.0738 6.5% 0.0098 0.9% 91% False False 122
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 0.0017
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.2124
2.618 1.1851
1.618 1.1683
1.000 1.1580
0.618 1.1516
HIGH 1.1412
0.618 1.1348
0.500 1.1328
0.382 1.1308
LOW 1.1245
0.618 1.1141
1.000 1.1077
1.618 1.0973
2.618 1.0806
4.250 1.0533
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 1.1375 1.1362
PP 1.1352 1.1325
S1 1.1328 1.1288

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

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