CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 1.1399 1.1338 -0.0062 -0.5% 1.1363
High 1.1435 1.1387 -0.0048 -0.4% 1.1435
Low 1.1348 1.1325 -0.0024 -0.2% 1.1289
Close 1.1363 1.1365 0.0003 0.0% 1.1365
Range 0.0087 0.0063 -0.0025 -28.2% 0.0147
ATR 0.0081 0.0079 -0.0001 -1.6% 0.0000
Volume 6 9 3 50.0% 63
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1546 1.1518 1.1399
R3 1.1484 1.1456 1.1382
R2 1.1421 1.1421 1.1376
R1 1.1393 1.1393 1.1371 1.1407
PP 1.1359 1.1359 1.1359 1.1366
S1 1.1331 1.1331 1.1359 1.1345
S2 1.1296 1.1296 1.1354
S3 1.1234 1.1268 1.1348
S4 1.1171 1.1206 1.1331
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1802 1.1730 1.1446
R3 1.1656 1.1584 1.1405
R2 1.1509 1.1509 1.1392
R1 1.1437 1.1437 1.1378 1.1473
PP 1.1363 1.1363 1.1363 1.1381
S1 1.1291 1.1291 1.1352 1.1327
S2 1.1216 1.1216 1.1338
S3 1.1070 1.1144 1.1325
S4 1.0923 1.0998 1.1284
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% 0.0085 0.8% 52% False False 12
10 1.1435 1.1255 0.0181 1.6% 0.0077 0.7% 61% False False 31
20 1.1435 1.1248 0.0187 1.6% 0.0080 0.7% 63% False False 17
40 1.1470 1.0857 0.0614 5.4% 0.0074 0.6% 83% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1653
2.618 1.1551
1.618 1.1488
1.000 1.1450
0.618 1.1426
HIGH 1.1387
0.618 1.1363
0.500 1.1356
0.382 1.1348
LOW 1.1325
0.618 1.1286
1.000 1.1262
1.618 1.1223
2.618 1.1161
4.250 1.1059
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 1.1362 1.1380
PP 1.1359 1.1375
S1 1.1356 1.1370

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

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