CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 1.1400 1.1290 -0.0110 -1.0% 1.1355
High 1.1421 1.1367 -0.0055 -0.5% 1.1470
Low 1.1310 1.1286 -0.0024 -0.2% 1.1281
Close 1.1348 1.1306 -0.0042 -0.4% 1.1307
Range 0.0112 0.0081 -0.0031 -27.8% 0.0189
ATR 0.0081 0.0081 0.0000 -0.1% 0.0000
Volume 6 3 -3 -50.0% 125
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1561 1.1514 1.1350
R3 1.1480 1.1433 1.1328
R2 1.1400 1.1400 1.1320
R1 1.1353 1.1353 1.1313 1.1376
PP 1.1319 1.1319 1.1319 1.1331
S1 1.1272 1.1272 1.1298 1.1296
S2 1.1239 1.1239 1.1291
S3 1.1158 1.1192 1.1283
S4 1.1078 1.1111 1.1261
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 1.1469 1.1281 0.0188 1.7% 0.0098 0.9% 13% False False 17
10 1.1470 1.1278 0.0192 1.7% 0.0092 0.8% 14% False False 19
20 1.1470 1.0957 0.0513 4.5% 0.0076 0.7% 68% False 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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1709
2.618 1.1577
1.618 1.1497
1.000 1.1447
0.618 1.1416
HIGH 1.1367
0.618 1.1336
0.500 1.1326
0.382 1.1317
LOW 1.1286
0.618 1.1236
1.000 1.1206
1.618 1.1156
2.618 1.1075
4.250 1.0944
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 1.1326 1.1354
PP 1.1319 1.1338
S1 1.1312 1.1322

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

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