CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 1.1920 1.1900 -0.0020 -0.2% 1.1835
High 1.1970 1.1937 -0.0033 -0.3% 1.1970
Low 1.1879 1.1813 -0.0066 -0.6% 1.1756
Close 1.1931 1.1838 -0.0093 -0.8% 1.1838
Range 0.0092 0.0124 0.0033 35.5% 0.0214
ATR 0.0089 0.0092 0.0002 2.8% 0.0000
Volume 7 2 -5 -71.4% 164
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2235 1.2160 1.1906
R3 1.2111 1.2036 1.1872
R2 1.1987 1.1987 1.1861
R1 1.1912 1.1912 1.1849 1.1888
PP 1.1863 1.1863 1.1863 1.1850
S1 1.1788 1.1788 1.1827 1.1764
S2 1.1739 1.1739 1.1815
S3 1.1615 1.1664 1.1804
S4 1.1491 1.1540 1.1770
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2497 1.2381 1.1956
R3 1.2283 1.2167 1.1897
R2 1.2069 1.2069 1.1877
R1 1.1953 1.1953 1.1858 1.2011
PP 1.1855 1.1855 1.1855 1.1884
S1 1.1739 1.1739 1.1818 1.1797
S2 1.1641 1.1641 1.1799
S3 1.1427 1.1525 1.1779
S4 1.1213 1.1311 1.1720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1970 1.1756 0.0214 1.8% 0.0098 0.8% 38% False False 32
10 1.1970 1.1756 0.0214 1.8% 0.0093 0.8% 38% False False 67
20 1.1970 1.1391 0.0579 4.9% 0.0083 0.7% 77% False False 44
40 1.1970 1.1248 0.0722 6.1% 0.0081 0.7% 82% False False 30
60 1.1970 1.0857 0.1114 9.4% 0.0077 0.6% 88% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2464
2.618 1.2262
1.618 1.2138
1.000 1.2061
0.618 1.2014
HIGH 1.1937
0.618 1.1890
0.500 1.1875
0.382 1.1860
LOW 1.1813
0.618 1.1736
1.000 1.1689
1.618 1.1612
2.618 1.1488
4.250 1.1286
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 1.1875 1.1892
PP 1.1863 1.1874
S1 1.1850 1.1856

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

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