CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 1.1782 1.1895 0.0113 1.0% 1.1835
High 1.1869 1.1916 0.0047 0.4% 1.1970
Low 1.1769 1.1854 0.0086 0.7% 1.1756
Close 1.1841 1.1855 0.0014 0.1% 1.1838
Range 0.0101 0.0062 -0.0039 -38.8% 0.0214
ATR 0.0090 0.0088 -0.0001 -1.2% 0.0000
Volume 16 15 -1 -6.3% 164
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2059 1.2019 1.1889
R3 1.1998 1.1957 1.1872
R2 1.1936 1.1936 1.1866
R1 1.1896 1.1896 1.1861 1.1885
PP 1.1875 1.1875 1.1875 1.1870
S1 1.1834 1.1834 1.1849 1.1824
S2 1.1813 1.1813 1.1844
S3 1.1752 1.1773 1.1838
S4 1.1690 1.1711 1.1821
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 1.1937 1.1769 0.0169 1.4% 0.0085 0.7% 51% False False 8
10 1.1970 1.1756 0.0214 1.8% 0.0093 0.8% 46% False False 65
20 1.1970 1.1441 0.0530 4.5% 0.0085 0.7% 78% False False 43
40 1.1970 1.1248 0.0722 6.1% 0.0079 0.7% 84% False False 31
60 1.1970 1.0957 0.1013 8.5% 0.0078 0.7% 89% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2177
2.618 1.2077
1.618 1.2015
1.000 1.1977
0.618 1.1954
HIGH 1.1916
0.618 1.1892
0.500 1.1885
0.382 1.1877
LOW 1.1854
0.618 1.1816
1.000 1.1793
1.618 1.1754
2.618 1.1693
4.250 1.1593
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 1.1885 1.1851
PP 1.1875 1.1846
S1 1.1865 1.1842

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

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