CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 1.1456 1.1487 0.0032 0.3% 1.1402
High 1.1502 1.1504 0.0002 0.0% 1.1515
Low 1.1436 1.1441 0.0005 0.0% 1.1391
Close 1.1441 1.1500 0.0059 0.5% 1.1500
Range 0.0066 0.0063 -0.0003 -3.8% 0.0124
ATR 0.0076 0.0075 -0.0001 -1.2% 0.0000
Volume 13 6 -7 -53.8% 66
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1670 1.1648 1.1534
R3 1.1607 1.1585 1.1517
R2 1.1544 1.1544 1.1511
R1 1.1522 1.1522 1.1505 1.1533
PP 1.1481 1.1481 1.1481 1.1487
S1 1.1459 1.1459 1.1494 1.1470
S2 1.1418 1.1418 1.1488
S3 1.1355 1.1396 1.1482
S4 1.1292 1.1333 1.1465
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1839 1.1793 1.1567
R3 1.1715 1.1669 1.1533
R2 1.1592 1.1592 1.1522
R1 1.1546 1.1546 1.1511 1.1569
PP 1.1468 1.1468 1.1468 1.1480
S1 1.1422 1.1422 1.1488 1.1445
S2 1.1345 1.1345 1.1477
S3 1.1221 1.1299 1.1466
S4 1.1098 1.1175 1.1432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1515 1.1391 0.0124 1.1% 0.0062 0.5% 88% False False 13
10 1.1515 1.1289 0.0226 2.0% 0.0074 0.6% 93% False False 12
20 1.1515 1.1248 0.0267 2.3% 0.0072 0.6% 94% False False 19
40 1.1515 1.0957 0.0558 4.8% 0.0074 0.6% 97% False 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1771
2.618 1.1668
1.618 1.1605
1.000 1.1567
0.618 1.1542
HIGH 1.1504
0.618 1.1479
0.500 1.1472
0.382 1.1465
LOW 1.1441
0.618 1.1402
1.000 1.1378
1.618 1.1339
2.618 1.1276
4.250 1.1173
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 1.1490 1.1491
PP 1.1481 1.1483
S1 1.1472 1.1475

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

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