CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 1.1513 1.1633 0.0120 1.0% 1.1402
High 1.1603 1.1662 0.0060 0.5% 1.1515
Low 1.1489 1.1571 0.0082 0.7% 1.1391
Close 1.1593 1.1632 0.0039 0.3% 1.1500
Range 0.0114 0.0092 -0.0023 -19.7% 0.0124
ATR 0.0077 0.0078 0.0001 1.3% 0.0000
Volume 10 75 65 650.0% 66
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1896 1.1855 1.1682
R3 1.1804 1.1764 1.1657
R2 1.1713 1.1713 1.1648
R1 1.1672 1.1672 1.1640 1.1647
PP 1.1621 1.1621 1.1621 1.1609
S1 1.1581 1.1581 1.1623 1.1555
S2 1.1530 1.1530 1.1615
S3 1.1438 1.1489 1.1606
S4 1.1347 1.1398 1.1581
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 1.1662 1.1436 0.0226 1.9% 0.0079 0.7% 87% True False 28
10 1.1662 1.1325 0.0338 2.9% 0.0072 0.6% 91% True False 20
20 1.1662 1.1255 0.0408 3.5% 0.0072 0.6% 93% True False 25
40 1.1662 1.1016 0.0647 5.6% 0.0076 0.7% 95% True False 21
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2051
2.618 1.1902
1.618 1.1810
1.000 1.1754
0.618 1.1719
HIGH 1.1662
0.618 1.1627
0.500 1.1616
0.382 1.1605
LOW 1.1571
0.618 1.1514
1.000 1.1479
1.618 1.1422
2.618 1.1331
4.250 1.1182
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 1.1626 1.1610
PP 1.1621 1.1588
S1 1.1616 1.1566

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

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