CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 1.1299 1.1375 0.0077 0.7% 1.1200
High 1.1426 1.1450 0.0024 0.2% 1.1450
Low 1.1278 1.1361 0.0083 0.7% 1.1186
Close 1.1426 1.1370 -0.0056 -0.5% 1.1370
Range 0.0148 0.0089 -0.0059 -39.9% 0.0264
ATR 0.0073 0.0074 0.0001 1.5% 0.0000
Volume 30 27 -3 -10.0% 141
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1660 1.1604 1.1419
R3 1.1571 1.1515 1.1394
R2 1.1482 1.1482 1.1386
R1 1.1426 1.1426 1.1378 1.1410
PP 1.1393 1.1393 1.1393 1.1385
S1 1.1337 1.1337 1.1362 1.1321
S2 1.1304 1.1304 1.1354
S3 1.1215 1.1248 1.1346
S4 1.1126 1.1159 1.1321
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2126 1.2011 1.1515
R3 1.1862 1.1748 1.1442
R2 1.1599 1.1599 1.1418
R1 1.1484 1.1484 1.1394 1.1542
PP 1.1335 1.1335 1.1335 1.1364
S1 1.1221 1.1221 1.1346 1.1278
S2 1.1072 1.1072 1.1322
S3 1.0808 1.0957 1.1298
S4 1.0545 1.0694 1.1225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1450 1.1186 0.0264 2.3% 0.0081 0.7% 70% True False 28
10 1.1450 1.0957 0.0493 4.3% 0.0070 0.6% 84% True False 19
20 1.1450 1.0857 0.0593 5.2% 0.0063 0.6% 87% True False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1828
2.618 1.1683
1.618 1.1594
1.000 1.1539
0.618 1.1505
HIGH 1.1450
0.618 1.1416
0.500 1.1405
0.382 1.1394
LOW 1.1361
0.618 1.1305
1.000 1.1272
1.618 1.1216
2.618 1.1127
4.250 1.0982
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 1.1405 1.1365
PP 1.1393 1.1359
S1 1.1382 1.1354

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

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