CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 1.1487 1.1499 0.0012 0.1% 1.1402
High 1.1504 1.1529 0.0025 0.2% 1.1515
Low 1.1441 1.1469 0.0029 0.2% 1.1391
Close 1.1500 1.1504 0.0005 0.0% 1.1500
Range 0.0063 0.0060 -0.0004 -5.6% 0.0124
ATR 0.0075 0.0074 -0.0001 -1.5% 0.0000
Volume 6 38 32 533.3% 66
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1679 1.1651 1.1537
R3 1.1620 1.1592 1.1520
R2 1.1560 1.1560 1.1515
R1 1.1532 1.1532 1.1509 1.1546
PP 1.1501 1.1501 1.1501 1.1508
S1 1.1473 1.1473 1.1499 1.1487
S2 1.1441 1.1441 1.1493
S3 1.1382 1.1413 1.1488
S4 1.1322 1.1354 1.1471
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 1.1529 1.1392 0.0137 1.2% 0.0065 0.6% 82% True False 19
10 1.1529 1.1325 0.0204 1.8% 0.0067 0.6% 88% True False 15
20 1.1529 1.1251 0.0278 2.4% 0.0071 0.6% 91% True False 21
40 1.1529 1.0957 0.0572 5.0% 0.0074 0.6% 96% True False 19
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1781
2.618 1.1684
1.618 1.1625
1.000 1.1588
0.618 1.1565
HIGH 1.1529
0.618 1.1506
0.500 1.1499
0.382 1.1492
LOW 1.1469
0.618 1.1432
1.000 1.1410
1.618 1.1373
2.618 1.1313
4.250 1.1216
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 1.1502 1.1497
PP 1.1501 1.1490
S1 1.1499 1.1482

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

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