CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 1.1338 1.1402 0.0064 0.6% 1.1363
High 1.1387 1.1436 0.0049 0.4% 1.1435
Low 1.1325 1.1391 0.0067 0.6% 1.1289
Close 1.1365 1.1419 0.0054 0.5% 1.1365
Range 0.0063 0.0045 -0.0018 -28.8% 0.0147
ATR 0.0079 0.0079 -0.0001 -0.8% 0.0000
Volume 9 8 -1 -11.1% 63
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1549 1.1528 1.1443
R3 1.1504 1.1484 1.1431
R2 1.1460 1.1460 1.1427
R1 1.1439 1.1439 1.1423 1.1450
PP 1.1415 1.1415 1.1415 1.1420
S1 1.1395 1.1395 1.1415 1.1405
S2 1.1371 1.1371 1.1411
S3 1.1326 1.1350 1.1407
S4 1.1282 1.1306 1.1395
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 1.1436 1.1325 0.0111 1.0% 0.0069 0.6% 85% True False 12
10 1.1436 1.1255 0.0181 1.6% 0.0077 0.7% 91% True False 32
20 1.1436 1.1248 0.0188 1.6% 0.0076 0.7% 91% True False 17
40 1.1470 1.0885 0.0586 5.1% 0.0074 0.6% 91% 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 False
Bull Hook False
Stretch 0.0023
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1625
2.618 1.1552
1.618 1.1508
1.000 1.1480
0.618 1.1463
HIGH 1.1436
0.618 1.1419
0.500 1.1413
0.382 1.1408
LOW 1.1391
0.618 1.1363
1.000 1.1347
1.618 1.1319
2.618 1.1274
4.250 1.1202
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 1.1417 1.1406
PP 1.1415 1.1393
S1 1.1413 1.1380

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

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