CME Euro FX (E) Future March 2021


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 1.1258 1.1299 0.0041 0.4% 1.1068
High 1.1319 1.1426 0.0108 0.9% 1.1209
Low 1.1258 1.1278 0.0021 0.2% 1.0957
Close 1.1315 1.1426 0.0112 1.0% 1.1172
Range 0.0061 0.0148 0.0087 142.6% 0.0252
ATR 0.0068 0.0073 0.0006 8.5% 0.0000
Volume 59 30 -29 -49.2% 49
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1821 1.1771 1.1507
R3 1.1673 1.1623 1.1467
R2 1.1525 1.1525 1.1453
R1 1.1475 1.1475 1.1440 1.1500
PP 1.1377 1.1377 1.1377 1.1389
S1 1.1327 1.1327 1.1412 1.1352
S2 1.1229 1.1229 1.1399
S3 1.1081 1.1179 1.1385
S4 1.0933 1.1031 1.1345
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 1.1426 1.1152 0.0275 2.4% 0.0074 0.7% 100% True False 25
10 1.1426 1.0957 0.0469 4.1% 0.0067 0.6% 100% True False 25
20 1.1426 1.0854 0.0573 5.0% 0.0061 0.5% 100% True False 34
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 0.0006
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.2055
2.618 1.1813
1.618 1.1665
1.000 1.1574
0.618 1.1517
HIGH 1.1426
0.618 1.1369
0.500 1.1352
0.382 1.1335
LOW 1.1278
0.618 1.1187
1.000 1.1130
1.618 1.1039
2.618 1.0891
4.250 1.0649
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 1.1401 1.1389
PP 1.1377 1.1351
S1 1.1352 1.1314

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

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