CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 1.1802 1.1790 -0.0012 -0.1% 1.1835
High 1.1855 1.1863 0.0008 0.1% 1.1970
Low 1.1798 1.1781 -0.0017 -0.1% 1.1756
Close 1.1801 1.1802 0.0002 0.0% 1.1838
Range 0.0057 0.0082 0.0025 43.9% 0.0214
ATR 0.0089 0.0089 -0.0001 -0.6% 0.0000
Volume 7 2 -5 -71.4% 164
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2061 1.2014 1.1847
R3 1.1979 1.1932 1.1825
R2 1.1897 1.1897 1.1817
R1 1.1850 1.1850 1.1810 1.1873
PP 1.1815 1.1815 1.1815 1.1827
S1 1.1768 1.1768 1.1794 1.1791
S2 1.1733 1.1733 1.1787
S3 1.1651 1.1686 1.1779
S4 1.1569 1.1604 1.1757
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 1.1781 0.0190 1.6% 0.0091 0.8% 11% False True 18
10 1.1970 1.1756 0.0214 1.8% 0.0096 0.8% 21% False False 63
20 1.1970 1.1436 0.0534 4.5% 0.0083 0.7% 69% False False 43
40 1.1970 1.1248 0.0722 6.1% 0.0080 0.7% 77% False False 30
60 1.1970 1.0885 0.1086 9.2% 0.0078 0.7% 85% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2211
2.618 1.2077
1.618 1.1995
1.000 1.1945
0.618 1.1913
HIGH 1.1863
0.618 1.1831
0.500 1.1822
0.382 1.1812
LOW 1.1781
0.618 1.1730
1.000 1.1699
1.618 1.1648
2.618 1.1566
4.250 1.1432
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 1.1822 1.1859
PP 1.1815 1.1840
S1 1.1809 1.1821

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

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