CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 1.1305 1.1270 -0.0035 -0.3% 1.1334
High 1.1358 1.1330 -0.0028 -0.2% 1.1420
Low 1.1290 1.1261 -0.0029 -0.3% 1.1251
Close 1.1305 1.1304 -0.0001 0.0% 1.1297
Range 0.0068 0.0069 0.0001 1.5% 0.0170
ATR 0.0077 0.0077 -0.0001 -0.8% 0.0000
Volume 0 45 45 16
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1505 1.1474 1.1342
R3 1.1436 1.1405 1.1323
R2 1.1367 1.1367 1.1317
R1 1.1336 1.1336 1.1310 1.1351
PP 1.1298 1.1298 1.1298 1.1306
S1 1.1267 1.1267 1.1298 1.1282
S2 1.1229 1.1229 1.1291
S3 1.1160 1.1198 1.1285
S4 1.1091 1.1129 1.1266
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 1.1396 1.1261 0.0136 1.2% 0.0055 0.5% 32% False True 11
10 1.1420 1.1248 0.0172 1.5% 0.0070 0.6% 33% False False 6
20 1.1470 1.1248 0.0222 2.0% 0.0080 0.7% 25% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1623
2.618 1.1510
1.618 1.1441
1.000 1.1399
0.618 1.1372
HIGH 1.1330
0.618 1.1303
0.500 1.1295
0.382 1.1287
LOW 1.1261
0.618 1.1218
1.000 1.1192
1.618 1.1149
2.618 1.1080
4.250 1.0967
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 1.1301 1.1309
PP 1.1298 1.1307
S1 1.1295 1.1306

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

View Archives - Comment on this page... - Back to Index of Symbols