CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 1.1825 1.1839 0.0014 0.1% 1.1499
High 1.1864 1.1904 0.0040 0.3% 1.1715
Low 1.1778 1.1793 0.0015 0.1% 1.1469
Close 1.1827 1.1896 0.0069 0.6% 1.1699
Range 0.0086 0.0111 0.0025 29.1% 0.0246
ATR 0.0081 0.0083 0.0002 2.7% 0.0000
Volume 9 6 -3 -33.3% 153
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2197 1.2157 1.1957
R3 1.2086 1.2046 1.1926
R2 1.1975 1.1975 1.1916
R1 1.1935 1.1935 1.1906 1.1955
PP 1.1864 1.1864 1.1864 1.1874
S1 1.1824 1.1824 1.1885 1.1844
S2 1.1753 1.1753 1.1875
S3 1.1642 1.1713 1.1865
S4 1.1531 1.1602 1.1834
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 1.1904 1.1644 0.0260 2.2% 0.0074 0.6% 97% True False 15
10 1.1904 1.1441 0.0463 3.9% 0.0078 0.7% 98% True False 21
20 1.1904 1.1289 0.0615 5.2% 0.0076 0.6% 99% True False 17
40 1.1904 1.1248 0.0656 5.5% 0.0079 0.7% 99% True False 20
60 1.1904 1.0854 0.1050 8.8% 0.0071 0.6% 99% True False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2375
2.618 1.2194
1.618 1.2083
1.000 1.2015
0.618 1.1972
HIGH 1.1904
0.618 1.1861
0.500 1.1848
0.382 1.1835
LOW 1.1793
0.618 1.1724
1.000 1.1682
1.618 1.1613
2.618 1.1502
4.250 1.1321
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 1.1880 1.1875
PP 1.1864 1.1854
S1 1.1848 1.1833

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

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