CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 1.1206 1.1200 -0.0006 -0.1% 1.1068
High 1.1209 1.1218 0.0009 0.1% 1.1209
Low 1.1152 1.1186 0.0035 0.3% 1.0957
Close 1.1172 1.1207 0.0035 0.3% 1.1172
Range 0.0057 0.0032 -0.0026 -44.7% 0.0252
ATR 0.0068 0.0067 -0.0002 -2.4% 0.0000
Volume 13 24 11 84.6% 49
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1298 1.1284 1.1224
R3 1.1267 1.1253 1.1216
R2 1.1235 1.1235 1.1213
R1 1.1221 1.1221 1.1210 1.1228
PP 1.1204 1.1204 1.1204 1.1207
S1 1.1190 1.1190 1.1204 1.1197
S2 1.1172 1.1172 1.1201
S3 1.1141 1.1158 1.1198
S4 1.1109 1.1127 1.1190
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 1.1867 1.1771 1.1310
R3 1.1616 1.1520 1.1241
R2 1.1364 1.1364 1.1218
R1 1.1268 1.1268 1.1195 1.1316
PP 1.1113 1.1113 1.1113 1.1137
S1 1.1017 1.1017 1.1149 1.1065
S2 1.0861 1.0861 1.1126
S3 1.0610 1.0765 1.1103
S4 1.0358 1.0514 1.1034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1218 1.0957 0.0261 2.3% 0.0064 0.6% 96% True False 14
10 1.1218 1.0885 0.0333 3.0% 0.0062 0.6% 97% True False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1351
2.618 1.1300
1.618 1.1268
1.000 1.1249
0.618 1.1237
HIGH 1.1218
0.618 1.1205
0.500 1.1202
0.382 1.1198
LOW 1.1186
0.618 1.1167
1.000 1.1155
1.618 1.1135
2.618 1.1104
4.250 1.1052
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 1.1205 1.1194
PP 1.1204 1.1182
S1 1.1202 1.1169

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

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