CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 1.1800 1.1874 0.0074 0.6% 1.1789
High 1.1862 1.1959 0.0098 0.8% 1.1965
Low 1.1783 1.1857 0.0075 0.6% 1.1762
Close 1.1838 1.1917 0.0079 0.7% 1.1847
Range 0.0079 0.0102 0.0023 29.1% 0.0203
ATR 0.0087 0.0089 0.0002 2.8% 0.0000
Volume 78 75 -3 -3.8% 506
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2217 1.2169 1.1973
R3 1.2115 1.2067 1.1945
R2 1.2013 1.2013 1.1935
R1 1.1965 1.1965 1.1926 1.1989
PP 1.1911 1.1911 1.1911 1.1923
S1 1.1863 1.1863 1.1907 1.1887
S2 1.1809 1.1809 1.1898
S3 1.1707 1.1761 1.1888
S4 1.1605 1.1659 1.1860
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 1.1756 0.0209 1.7% 0.0105 0.9% 77% False False 121
10 1.1965 1.1607 0.0358 3.0% 0.0086 0.7% 87% False False 69
20 1.1965 1.1325 0.0640 5.4% 0.0079 0.7% 93% False False 44
40 1.1965 1.1248 0.0717 6.0% 0.0080 0.7% 93% False False 32
60 1.1965 1.0857 0.1108 9.3% 0.0076 0.6% 96% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2393
2.618 1.2226
1.618 1.2124
1.000 1.2061
0.618 1.2022
HIGH 1.1959
0.618 1.1920
0.500 1.1908
0.382 1.1896
LOW 1.1857
0.618 1.1794
1.000 1.1755
1.618 1.1692
2.618 1.1590
4.250 1.1424
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 1.1914 1.1897
PP 1.1911 1.1877
S1 1.1908 1.1858

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

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