CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 1.1839 1.1938 0.0099 0.8% 1.1789
High 1.1904 1.1965 0.0061 0.5% 1.1965
Low 1.1793 1.1825 0.0033 0.3% 1.1762
Close 1.1896 1.1847 -0.0049 -0.4% 1.1847
Range 0.0111 0.0140 0.0029 25.7% 0.0203
ATR 0.0083 0.0087 0.0004 4.9% 0.0000
Volume 6 448 442 7,366.7% 506
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2297 1.2212 1.1924
R3 1.2158 1.2072 1.1885
R2 1.2018 1.2018 1.1873
R1 1.1933 1.1933 1.1860 1.1906
PP 1.1879 1.1879 1.1879 1.1865
S1 1.1793 1.1793 1.1834 1.1766
S2 1.1739 1.1739 1.1821
S3 1.1600 1.1654 1.1809
S4 1.1460 1.1514 1.1770
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2467 1.2360 1.1959
R3 1.2264 1.2157 1.1903
R2 1.2061 1.2061 1.1884
R1 1.1954 1.1954 1.1866 1.2007
PP 1.1858 1.1858 1.1858 1.1884
S1 1.1751 1.1751 1.1828 1.1804
S2 1.1655 1.1655 1.1810
S3 1.1452 1.1548 1.1791
S4 1.1249 1.1345 1.1735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1965 1.1762 0.0203 1.7% 0.0088 0.7% 42% True False 101
10 1.1965 1.1469 0.0496 4.2% 0.0086 0.7% 76% True False 65
20 1.1965 1.1289 0.0676 5.7% 0.0080 0.7% 83% True False 39
40 1.1965 1.1248 0.0717 6.0% 0.0079 0.7% 84% True False 30
60 1.1965 1.0854 0.1111 9.4% 0.0073 0.6% 89% True False 31
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 0.0026
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.2557
2.618 1.2330
1.618 1.2190
1.000 1.2104
0.618 1.2051
HIGH 1.1965
0.618 1.1911
0.500 1.1895
0.382 1.1878
LOW 1.1825
0.618 1.1739
1.000 1.1686
1.618 1.1599
2.618 1.1460
4.250 1.1232
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 1.1895 1.1871
PP 1.1879 1.1863
S1 1.1863 1.1855

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

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