CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 1.1363 1.1354 -0.0009 -0.1% 1.1305
High 1.1413 1.1396 -0.0018 -0.2% 1.1370
Low 1.1289 1.1328 0.0040 0.3% 1.1255
Close 1.1384 1.1354 -0.0030 -0.3% 1.1296
Range 0.0125 0.0068 -0.0057 -45.8% 0.0115
ATR 0.0081 0.0080 -0.0001 -1.2% 0.0000
Volume 9 0 -9 -100.0% 249
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1562 1.1525 1.1391
R3 1.1494 1.1458 1.1373
R2 1.1427 1.1427 1.1366
R1 1.1390 1.1390 1.1360 1.1388
PP 1.1359 1.1359 1.1359 1.1358
S1 1.1323 1.1323 1.1348 1.1320
S2 1.1292 1.1292 1.1342
S3 1.1224 1.1255 1.1335
S4 1.1157 1.1188 1.1317
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1652 1.1589 1.1359
R3 1.1537 1.1474 1.1328
R2 1.1422 1.1422 1.1317
R1 1.1359 1.1359 1.1307 1.1333
PP 1.1307 1.1307 1.1307 1.1294
S1 1.1244 1.1244 1.1285 1.1218
S2 1.1192 1.1192 1.1275
S3 1.1077 1.1129 1.1264
S4 1.0962 1.1014 1.1233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1413 1.1255 0.0159 1.4% 0.0085 0.7% 63% False False 51
10 1.1420 1.1255 0.0166 1.5% 0.0074 0.6% 60% False False 27
20 1.1470 1.1248 0.0222 2.0% 0.0081 0.7% 48% False False 20
40 1.1470 1.0857 0.0614 5.4% 0.0072 0.6% 81% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1682
2.618 1.1572
1.618 1.1505
1.000 1.1463
0.618 1.1437
HIGH 1.1396
0.618 1.1370
0.500 1.1362
0.382 1.1354
LOW 1.1328
0.618 1.1286
1.000 1.1261
1.618 1.1219
2.618 1.1151
4.250 1.1041
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 1.1362 1.1353
PP 1.1359 1.1352
S1 1.1357 1.1351

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

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