CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 1.1426 1.1422 -0.0004 0.0% 1.1200
High 1.1429 1.1470 0.0042 0.4% 1.1450
Low 1.1323 1.1415 0.0092 0.8% 1.1186
Close 1.1422 1.1469 0.0047 0.4% 1.1370
Range 0.0106 0.0056 -0.0050 -47.4% 0.0264
ATR 0.0074 0.0073 -0.0001 -1.8% 0.0000
Volume 21 17 -4 -19.0% 141
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1618 1.1599 1.1499
R3 1.1562 1.1543 1.1484
R2 1.1507 1.1507 1.1479
R1 1.1488 1.1488 1.1474 1.1497
PP 1.1451 1.1451 1.1451 1.1456
S1 1.1432 1.1432 1.1463 1.1442
S2 1.1396 1.1396 1.1458
S3 1.1340 1.1377 1.1453
S4 1.1285 1.1321 1.1438
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 1.1470 1.1278 0.0192 1.7% 0.0087 0.8% 99% True False 22
10 1.1470 1.1120 0.0350 3.1% 0.0070 0.6% 100% True False 24
20 1.1470 1.0857 0.0614 5.3% 0.0066 0.6% 100% True False 22
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1706
2.618 1.1615
1.618 1.1560
1.000 1.1526
0.618 1.1504
HIGH 1.1470
0.618 1.1449
0.500 1.1442
0.382 1.1436
LOW 1.1415
0.618 1.1380
1.000 1.1359
1.618 1.1325
2.618 1.1269
4.250 1.1179
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 1.1460 1.1445
PP 1.1451 1.1421
S1 1.1442 1.1397

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

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