CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 1.1319 1.1400 0.0081 0.7% 1.1355
High 1.1396 1.1421 0.0025 0.2% 1.1470
Low 1.1319 1.1310 -0.0010 -0.1% 1.1281
Close 1.1392 1.1348 -0.0045 -0.4% 1.1307
Range 0.0077 0.0112 0.0035 44.8% 0.0189
ATR 0.0079 0.0081 0.0002 3.0% 0.0000
Volume 7 6 -1 -14.3% 125
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1694 1.1632 1.1409
R3 1.1582 1.1521 1.1378
R2 1.1471 1.1471 1.1368
R1 1.1409 1.1409 1.1358 1.1384
PP 1.1359 1.1359 1.1359 1.1347
S1 1.1298 1.1298 1.1337 1.1273
S2 1.1248 1.1248 1.1327
S3 1.1136 1.1186 1.1317
S4 1.1025 1.1075 1.1286
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% 0.0093 0.8% 35% False False 20
10 1.1470 1.1258 0.0213 1.9% 0.0090 0.8% 42% False False 25
20 1.1470 1.0957 0.0513 4.5% 0.0074 0.7% 76% False False 22
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1895
2.618 1.1713
1.618 1.1601
1.000 1.1533
0.618 1.1490
HIGH 1.1421
0.618 1.1378
0.500 1.1365
0.382 1.1352
LOW 1.1310
0.618 1.1241
1.000 1.1198
1.618 1.1129
2.618 1.1018
4.250 1.0836
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 1.1365 1.1351
PP 1.1359 1.1350
S1 1.1353 1.1349

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

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