CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 1.1329 1.1331 0.0002 0.0% 1.1334
High 1.1343 1.1370 0.0027 0.2% 1.1420
Low 1.1255 1.1294 0.0039 0.3% 1.1251
Close 1.1315 1.1296 -0.0019 -0.2% 1.1297
Range 0.0089 0.0076 -0.0013 -14.1% 0.0170
ATR 0.0077 0.0077 0.0000 -0.1% 0.0000
Volume 188 16 -172 -91.5% 16
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1548 1.1498 1.1338
R3 1.1472 1.1422 1.1317
R2 1.1396 1.1396 1.1310
R1 1.1346 1.1346 1.1303 1.1333
PP 1.1320 1.1320 1.1320 1.1313
S1 1.1270 1.1270 1.1289 1.1257
S2 1.1244 1.1244 1.1282
S3 1.1168 1.1194 1.1275
S4 1.1092 1.1118 1.1254
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 1.1370 1.1255 0.0115 1.0% 0.0068 0.6% 36% True False 51
10 1.1420 1.1248 0.0172 1.5% 0.0071 0.6% 28% False False 26
20 1.1470 1.1248 0.0222 2.0% 0.0078 0.7% 22% False False 21
40 1.1470 1.0854 0.0617 5.5% 0.0069 0.6% 72% False False 28
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1693
2.618 1.1568
1.618 1.1492
1.000 1.1446
0.618 1.1416
HIGH 1.1370
0.618 1.1340
0.500 1.1332
0.382 1.1323
LOW 1.1294
0.618 1.1247
1.000 1.1218
1.618 1.1171
2.618 1.1095
4.250 1.0971
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 1.1332 1.1312
PP 1.1320 1.1307
S1 1.1308 1.1301

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

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