CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 1.1389 1.1287 -0.0102 -0.9% 1.1319
High 1.1396 1.1287 -0.0109 -1.0% 1.1421
Low 1.1322 1.1263 -0.0059 -0.5% 1.1248
Close 1.1331 1.1287 -0.0044 -0.4% 1.1259
Range 0.0074 0.0024 -0.0050 -67.6% 0.0173
ATR 0.0082 0.0081 -0.0001 -1.2% 0.0000
Volume 6 0 -6 -100.0% 17
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1351 1.1343 1.1300
R3 1.1327 1.1319 1.1294
R2 1.1303 1.1303 1.1291
R1 1.1295 1.1295 1.1289 1.1299
PP 1.1279 1.1279 1.1279 1.1281
S1 1.1271 1.1271 1.1285 1.1275
S2 1.1255 1.1255 1.1283
S3 1.1231 1.1247 1.1280
S4 1.1207 1.1223 1.1274
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1828 1.1717 1.1354
R3 1.1655 1.1544 1.1307
R2 1.1482 1.1482 1.1291
R1 1.1371 1.1371 1.1275 1.1340
PP 1.1309 1.1309 1.1309 1.1294
S1 1.1198 1.1198 1.1243 1.1167
S2 1.1136 1.1136 1.1227
S3 1.0963 1.1025 1.1211
S4 1.0790 1.0852 1.1164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1420 1.1248 0.0172 1.5% 0.0074 0.7% 23% False False 2
10 1.1421 1.1248 0.0173 1.5% 0.0083 0.7% 23% False False 2
20 1.1470 1.1152 0.0319 2.8% 0.0079 0.7% 43% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1389
2.618 1.1350
1.618 1.1326
1.000 1.1311
0.618 1.1302
HIGH 1.1287
0.618 1.1278
0.500 1.1275
0.382 1.1272
LOW 1.1263
0.618 1.1248
1.000 1.1239
1.618 1.1224
2.618 1.1200
4.250 1.1161
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 1.1283 1.1342
PP 1.1279 1.1323
S1 1.1275 1.1305

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

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