CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 1.1355 1.1426 0.0071 0.6% 1.1200
High 1.1385 1.1429 0.0044 0.4% 1.1450
Low 1.1350 1.1323 -0.0027 -0.2% 1.1186
Close 1.1381 1.1422 0.0041 0.4% 1.1370
Range 0.0035 0.0106 0.0071 205.8% 0.0264
ATR 0.0072 0.0074 0.0002 3.4% 0.0000
Volume 16 21 5 31.3% 141
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1708 1.1670 1.1480
R3 1.1602 1.1565 1.1451
R2 1.1497 1.1497 1.1441
R1 1.1459 1.1459 1.1431 1.1425
PP 1.1391 1.1391 1.1391 1.1374
S1 1.1354 1.1354 1.1412 1.1320
S2 1.1286 1.1286 1.1402
S3 1.1180 1.1248 1.1392
S4 1.1075 1.1143 1.1363
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 1.1258 0.0192 1.7% 0.0088 0.8% 85% False False 30
10 1.1450 1.1016 0.0434 3.8% 0.0072 0.6% 94% False False 22
20 1.1450 1.0857 0.0593 5.2% 0.0067 0.6% 95% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1877
2.618 1.1705
1.618 1.1599
1.000 1.1534
0.618 1.1494
HIGH 1.1429
0.618 1.1388
0.500 1.1376
0.382 1.1363
LOW 1.1323
0.618 1.1258
1.000 1.1218
1.618 1.1152
2.618 1.1047
4.250 1.0875
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 1.1406 1.1410
PP 1.1391 1.1398
S1 1.1376 1.1386

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

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