CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 1.1894 1.1917 0.0023 0.2% 1.1802
High 1.1901 1.1935 0.0035 0.3% 1.1916
Low 1.1842 1.1886 0.0044 0.4% 1.1769
Close 1.1894 1.1921 0.0028 0.2% 1.1894
Range 0.0059 0.0050 -0.0009 -15.4% 0.0147
ATR 0.0086 0.0084 -0.0003 -3.0% 0.0000
Volume 37 2 -35 -94.6% 77
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2062 1.2041 1.1948
R3 1.2013 1.1992 1.1935
R2 1.1963 1.1963 1.1930
R1 1.1942 1.1942 1.1926 1.1953
PP 1.1914 1.1914 1.1914 1.1919
S1 1.1893 1.1893 1.1916 1.1903
S2 1.1864 1.1864 1.1912
S3 1.1815 1.1843 1.1907
S4 1.1765 1.1794 1.1894
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 1.1935 1.1769 0.0167 1.4% 0.0070 0.6% 92% True False 14
10 1.1970 1.1769 0.0202 1.7% 0.0081 0.7% 76% False False 24
20 1.1970 1.1489 0.0482 4.0% 0.0085 0.7% 90% False False 43
40 1.1970 1.1251 0.0720 6.0% 0.0078 0.7% 93% False False 32
60 1.1970 1.0957 0.1013 8.5% 0.0078 0.7% 95% False False 27
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2145
2.618 1.2065
1.618 1.2015
1.000 1.1985
0.618 1.1966
HIGH 1.1935
0.618 1.1916
0.500 1.1910
0.382 1.1904
LOW 1.1886
0.618 1.1855
1.000 1.1836
1.618 1.1805
2.618 1.1756
4.250 1.1675
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 1.1917 1.1910
PP 1.1914 1.1899
S1 1.1910 1.1889

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

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