CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 1.1402 1.1456 0.0055 0.5% 1.1363
High 1.1436 1.1471 0.0035 0.3% 1.1435
Low 1.1391 1.1392 0.0001 0.0% 1.1289
Close 1.1419 1.1459 0.0040 0.4% 1.1365
Range 0.0045 0.0079 0.0035 77.5% 0.0147
ATR 0.0079 0.0079 0.0000 0.0% 0.0000
Volume 8 19 11 137.5% 63
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1677 1.1647 1.1502
R3 1.1598 1.1568 1.1481
R2 1.1519 1.1519 1.1473
R1 1.1489 1.1489 1.1466 1.1504
PP 1.1440 1.1440 1.1440 1.1448
S1 1.1410 1.1410 1.1452 1.1425
S2 1.1361 1.1361 1.1445
S3 1.1282 1.1331 1.1437
S4 1.1203 1.1252 1.1416
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 1.1471 1.1325 0.0146 1.3% 0.0072 0.6% 92% True False 16
10 1.1471 1.1255 0.0216 1.9% 0.0078 0.7% 95% True False 33
20 1.1471 1.1248 0.0223 1.9% 0.0076 0.7% 95% True False 18
40 1.1471 1.0885 0.0586 5.1% 0.0075 0.7% 98% True False 20
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1806
2.618 1.1677
1.618 1.1598
1.000 1.1550
0.618 1.1519
HIGH 1.1471
0.618 1.1440
0.500 1.1431
0.382 1.1422
LOW 1.1392
0.618 1.1343
1.000 1.1313
1.618 1.1264
2.618 1.1185
4.250 1.1056
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 1.1450 1.1439
PP 1.1440 1.1418
S1 1.1431 1.1398

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

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