CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 1.1287 1.1273 -0.0014 -0.1% 1.1334
High 1.1287 1.1308 0.0021 0.2% 1.1420
Low 1.1263 1.1268 0.0005 0.0% 1.1251
Close 1.1287 1.1297 0.0010 0.1% 1.1297
Range 0.0024 0.0041 0.0017 68.8% 0.0170
ATR 0.0081 0.0078 -0.0003 -3.6% 0.0000
Volume 0 7 7 16
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1412 1.1395 1.1319
R3 1.1372 1.1355 1.1308
R2 1.1331 1.1331 1.1304
R1 1.1314 1.1314 1.1301 1.1323
PP 1.1291 1.1291 1.1291 1.1295
S1 1.1274 1.1274 1.1293 1.1282
S2 1.1250 1.1250 1.1290
S3 1.1210 1.1233 1.1286
S4 1.1169 1.1193 1.1275
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1831 1.1734 1.1390
R3 1.1662 1.1564 1.1344
R2 1.1492 1.1492 1.1328
R1 1.1395 1.1395 1.1313 1.1359
PP 1.1323 1.1323 1.1323 1.1305
S1 1.1225 1.1225 1.1281 1.1189
S2 1.1153 1.1153 1.1266
S3 1.0984 1.1056 1.1250
S4 1.0814 1.0886 1.1204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1420 1.1251 0.0170 1.5% 0.0066 0.6% 27% False False 3
10 1.1421 1.1248 0.0173 1.5% 0.0075 0.7% 28% False False 3
20 1.1470 1.1186 0.0284 2.5% 0.0078 0.7% 39% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1480
2.618 1.1414
1.618 1.1374
1.000 1.1349
0.618 1.1333
HIGH 1.1308
0.618 1.1293
0.500 1.1288
0.382 1.1283
LOW 1.1268
0.618 1.1242
1.000 1.1227
1.618 1.1202
2.618 1.1161
4.250 1.1095
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 1.1294 1.1330
PP 1.1291 1.1319
S1 1.1288 1.1308

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

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