CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 1.1456 1.1500 0.0044 0.4% 1.1363
High 1.1471 1.1515 0.0044 0.4% 1.1435
Low 1.1392 1.1459 0.0067 0.6% 1.1289
Close 1.1459 1.1470 0.0011 0.1% 1.1365
Range 0.0079 0.0056 -0.0023 -29.1% 0.0147
ATR 0.0079 0.0077 -0.0002 -2.1% 0.0000
Volume 19 20 1 5.3% 63
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1649 1.1616 1.1501
R3 1.1593 1.1560 1.1485
R2 1.1537 1.1537 1.1480
R1 1.1504 1.1504 1.1475 1.1492
PP 1.1481 1.1481 1.1481 1.1475
S1 1.1448 1.1448 1.1465 1.1436
S2 1.1425 1.1425 1.1460
S3 1.1369 1.1392 1.1455
S4 1.1313 1.1336 1.1439
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 1.1515 1.1325 0.0190 1.7% 0.0066 0.6% 77% True False 12
10 1.1515 1.1255 0.0260 2.3% 0.0077 0.7% 83% True False 31
20 1.1515 1.1248 0.0267 2.3% 0.0073 0.6% 83% True False 18
40 1.1515 1.0957 0.0558 4.9% 0.0074 0.6% 92% True False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1753
2.618 1.1661
1.618 1.1605
1.000 1.1571
0.618 1.1549
HIGH 1.1515
0.618 1.1493
0.500 1.1487
0.382 1.1480
LOW 1.1459
0.618 1.1424
1.000 1.1403
1.618 1.1368
2.618 1.1312
4.250 1.1221
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 1.1487 1.1464
PP 1.1481 1.1459
S1 1.1476 1.1453

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

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