CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 1.1900 1.1802 -0.0098 -0.8% 1.1835
High 1.1937 1.1855 -0.0083 -0.7% 1.1970
Low 1.1813 1.1798 -0.0016 -0.1% 1.1756
Close 1.1838 1.1801 -0.0038 -0.3% 1.1838
Range 0.0124 0.0057 -0.0067 -54.0% 0.0214
ATR 0.0092 0.0089 -0.0002 -2.7% 0.0000
Volume 2 7 5 250.0% 164
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.1989 1.1952 1.1832
R3 1.1932 1.1895 1.1816
R2 1.1875 1.1875 1.1811
R1 1.1838 1.1838 1.1806 1.1828
PP 1.1818 1.1818 1.1818 1.1813
S1 1.1781 1.1781 1.1795 1.1771
S2 1.1761 1.1761 1.1790
S3 1.1704 1.1724 1.1785
S4 1.1647 1.1667 1.1769
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 1.1783 0.0188 1.6% 0.0091 0.8% 10% False False 33
10 1.1970 1.1756 0.0214 1.8% 0.0095 0.8% 21% False False 65
20 1.1970 1.1392 0.0579 4.9% 0.0083 0.7% 71% False False 44
40 1.1970 1.1248 0.0722 6.1% 0.0080 0.7% 77% False False 31
60 1.1970 1.0885 0.1086 9.2% 0.0077 0.7% 84% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2097
2.618 1.2004
1.618 1.1947
1.000 1.1912
0.618 1.1890
HIGH 1.1855
0.618 1.1833
0.500 1.1826
0.382 1.1819
LOW 1.1798
0.618 1.1762
1.000 1.1741
1.618 1.1705
2.618 1.1648
4.250 1.1555
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 1.1826 1.1884
PP 1.1818 1.1856
S1 1.1809 1.1828

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

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