CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 1.1648 1.1681 0.0033 0.3% 1.1868
High 1.1700 1.1765 0.0066 0.6% 1.1894
Low 1.1635 1.1681 0.0046 0.4% 1.1631
Close 1.1683 1.1756 0.0073 0.6% 1.1642
Range 0.0065 0.0085 0.0020 30.0% 0.0263
ATR 0.0083 0.0083 0.0000 0.1% 0.0000
Volume 152,658 176,883 24,225 15.9% 1,019,664
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1987 1.1956 1.1802
R3 1.1903 1.1872 1.1779
R2 1.1818 1.1818 1.1771
R1 1.1787 1.1787 1.1764 1.1803
PP 1.1734 1.1734 1.1734 1.1742
S1 1.1703 1.1703 1.1748 1.1718
S2 1.1649 1.1649 1.1741
S3 1.1565 1.1618 1.1733
S4 1.1480 1.1534 1.1710
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2511 1.2339 1.1786
R3 1.2248 1.2076 1.1714
R2 1.1985 1.1985 1.1690
R1 1.1813 1.1813 1.1666 1.1768
PP 1.1722 1.1722 1.1722 1.1699
S1 1.1550 1.1550 1.1617 1.1505
S2 1.1459 1.1459 1.1593
S3 1.1196 1.1287 1.1569
S4 1.0933 1.1024 1.1497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1765 1.1631 0.0135 1.1% 0.0070 0.6% 93% True False 179,927
10 1.1905 1.1631 0.0275 2.3% 0.0083 0.7% 46% False False 189,821
20 1.2038 1.1631 0.0407 3.5% 0.0083 0.7% 31% False False 163,224
40 1.2038 1.1631 0.0407 3.5% 0.0087 0.7% 31% False False 82,908
60 1.2038 1.1293 0.0745 6.3% 0.0087 0.7% 62% False False 55,576
80 1.2038 1.1214 0.0824 7.0% 0.0088 0.7% 66% False False 41,786
100 1.2038 1.0826 0.1212 10.3% 0.0086 0.7% 77% False False 33,452
120 1.2038 1.0789 0.1249 10.6% 0.0083 0.7% 77% False False 27,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2124
2.618 1.1986
1.618 1.1902
1.000 1.1850
0.618 1.1817
HIGH 1.1765
0.618 1.1733
0.500 1.1723
0.382 1.1713
LOW 1.1681
0.618 1.1628
1.000 1.1596
1.618 1.1544
2.618 1.1459
4.250 1.1321
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 1.1745 1.1737
PP 1.1734 1.1717
S1 1.1723 1.1698

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

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