CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 1.1635 1.1677 0.0042 0.4% 1.1499
High 1.1686 1.1715 0.0029 0.2% 1.1715
Low 1.1607 1.1644 0.0038 0.3% 1.1469
Close 1.1671 1.1699 0.0028 0.2% 1.1699
Range 0.0080 0.0071 -0.0009 -11.3% 0.0246
ATR 0.0078 0.0078 -0.0001 -0.7% 0.0000
Volume 12 18 6 50.0% 153
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1897 1.1868 1.1737
R3 1.1827 1.1798 1.1718
R2 1.1756 1.1756 1.1711
R1 1.1727 1.1727 1.1705 1.1742
PP 1.1686 1.1686 1.1686 1.1693
S1 1.1657 1.1657 1.1692 1.1671
S2 1.1615 1.1615 1.1686
S3 1.1545 1.1586 1.1679
S4 1.1474 1.1516 1.1660
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2364 1.2277 1.1834
R3 1.2118 1.2031 1.1766
R2 1.1873 1.1873 1.1744
R1 1.1786 1.1786 1.1721 1.1829
PP 1.1627 1.1627 1.1627 1.1649
S1 1.1540 1.1540 1.1676 1.1584
S2 1.1382 1.1382 1.1653
S3 1.1136 1.1295 1.1631
S4 1.0891 1.1049 1.1563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1715 1.1469 0.0246 2.1% 0.0083 0.7% 93% True False 30
10 1.1715 1.1391 0.0324 2.8% 0.0072 0.6% 95% True False 21
20 1.1715 1.1255 0.0460 3.9% 0.0075 0.6% 97% True False 26
40 1.1715 1.1152 0.0563 4.8% 0.0077 0.7% 97% True False 21
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2014
2.618 1.1899
1.618 1.1829
1.000 1.1785
0.618 1.1758
HIGH 1.1715
0.618 1.1688
0.500 1.1679
0.382 1.1671
LOW 1.1644
0.618 1.1600
1.000 1.1574
1.618 1.1530
2.618 1.1459
4.250 1.1344
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 1.1692 1.1680
PP 1.1686 1.1661
S1 1.1679 1.1643

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

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