CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 1.1895 1.1894 -0.0002 0.0% 1.1802
High 1.1916 1.1901 -0.0015 -0.1% 1.1916
Low 1.1854 1.1842 -0.0012 -0.1% 1.1769
Close 1.1855 1.1894 0.0039 0.3% 1.1894
Range 0.0062 0.0059 -0.0003 -4.9% 0.0147
ATR 0.0088 0.0086 -0.0002 -2.4% 0.0000
Volume 15 37 22 146.7% 77
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2054 1.2032 1.1926
R3 1.1996 1.1974 1.1910
R2 1.1937 1.1937 1.1904
R1 1.1915 1.1915 1.1899 1.1923
PP 1.1879 1.1879 1.1879 1.1882
S1 1.1857 1.1857 1.1888 1.1864
S2 1.1820 1.1820 1.1883
S3 1.1762 1.1798 1.1877
S4 1.1703 1.1740 1.1861
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2300 1.2244 1.1974
R3 1.2153 1.2097 1.1934
R2 1.2006 1.2006 1.1920
R1 1.1950 1.1950 1.1907 1.1978
PP 1.1859 1.1859 1.1859 1.1873
S1 1.1803 1.1803 1.1880 1.1831
S2 1.1712 1.1712 1.1867
S3 1.1565 1.1656 1.1853
S4 1.1418 1.1509 1.1813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1916 1.1769 0.0147 1.2% 0.0072 0.6% 85% False False 15
10 1.1970 1.1756 0.0214 1.8% 0.0085 0.7% 64% False False 24
20 1.1970 1.1469 0.0501 4.2% 0.0085 0.7% 85% False False 45
40 1.1970 1.1248 0.0722 6.1% 0.0079 0.7% 89% False False 32
60 1.1970 1.0957 0.1013 8.5% 0.0078 0.7% 92% False False 28
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2149
2.618 1.2054
1.618 1.1995
1.000 1.1959
0.618 1.1937
HIGH 1.1901
0.618 1.1878
0.500 1.1871
0.382 1.1864
LOW 1.1842
0.618 1.1806
1.000 1.1784
1.618 1.1747
2.618 1.1689
4.250 1.1593
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 1.1886 1.1876
PP 1.1879 1.1859
S1 1.1871 1.1842

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

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