CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 1.1281 1.1319 0.0038 0.3% 1.1355
High 1.1404 1.1396 -0.0008 -0.1% 1.1470
Low 1.1281 1.1319 0.0038 0.3% 1.1281
Close 1.1307 1.1392 0.0086 0.8% 1.1307
Range 0.0123 0.0077 -0.0046 -37.4% 0.0189
ATR 0.0078 0.0079 0.0001 1.1% 0.0000
Volume 2 7 5 250.0% 125
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1600 1.1573 1.1434
R3 1.1523 1.1496 1.1413
R2 1.1446 1.1446 1.1406
R1 1.1419 1.1419 1.1399 1.1433
PP 1.1369 1.1369 1.1369 1.1376
S1 1.1342 1.1342 1.1385 1.1356
S2 1.1292 1.1292 1.1378
S3 1.1215 1.1265 1.1371
S4 1.1138 1.1188 1.1350
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1920 1.1802 1.1410
R3 1.1731 1.1613 1.1358
R2 1.1542 1.1542 1.1341
R1 1.1424 1.1424 1.1324 1.1388
PP 1.1353 1.1353 1.1353 1.1335
S1 1.1235 1.1235 1.1289 1.1199
S2 1.1164 1.1164 1.1272
S3 1.0975 1.1046 1.1255
S4 1.0786 1.0857 1.1203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1470 1.1281 0.0189 1.7% 0.0092 0.8% 59% False False 23
10 1.1470 1.1202 0.0269 2.4% 0.0087 0.8% 71% False False 24
20 1.1470 1.0885 0.0586 5.1% 0.0074 0.7% 87% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1723
2.618 1.1598
1.618 1.1521
1.000 1.1473
0.618 1.1444
HIGH 1.1396
0.618 1.1367
0.500 1.1358
0.382 1.1348
LOW 1.1319
0.618 1.1271
1.000 1.1242
1.618 1.1194
2.618 1.1117
4.250 1.0992
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 1.1381 1.1386
PP 1.1369 1.1381
S1 1.1358 1.1375

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

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