CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 1.1395 1.1399 0.0004 0.0% 1.1305
High 1.1417 1.1435 0.0019 0.2% 1.1370
Low 1.1331 1.1348 0.0017 0.2% 1.1255
Close 1.1403 1.1363 -0.0041 -0.4% 1.1296
Range 0.0086 0.0087 0.0002 1.8% 0.0115
ATR 0.0080 0.0081 0.0000 0.6% 0.0000
Volume 39 6 -33 -84.6% 249
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1643 1.1590 1.1410
R3 1.1556 1.1503 1.1386
R2 1.1469 1.1469 1.1378
R1 1.1416 1.1416 1.1370 1.1399
PP 1.1382 1.1382 1.1382 1.1373
S1 1.1329 1.1329 1.1355 1.1312
S2 1.1295 1.1295 1.1347
S3 1.1208 1.1242 1.1339
S4 1.1121 1.1155 1.1315
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 1.1435 1.1289 0.0147 1.3% 0.0088 0.8% 51% True False 14
10 1.1435 1.1255 0.0181 1.6% 0.0073 0.6% 60% True False 31
20 1.1469 1.1248 0.0221 1.9% 0.0082 0.7% 52% False False 20
40 1.1470 1.0857 0.0614 5.4% 0.0074 0.6% 82% False False 21
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1805
2.618 1.1663
1.618 1.1576
1.000 1.1522
0.618 1.1489
HIGH 1.1435
0.618 1.1402
0.500 1.1392
0.382 1.1381
LOW 1.1348
0.618 1.1294
1.000 1.1261
1.618 1.1207
2.618 1.1120
4.250 1.0978
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 1.1392 1.1382
PP 1.1382 1.1375
S1 1.1372 1.1369

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

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