CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 1.1979 1.1988 0.0009 0.1% 1.1802
High 1.2019 1.2007 -0.0012 -0.1% 1.1916
Low 1.1975 1.1890 -0.0085 -0.7% 1.1769
Close 1.1994 1.1910 -0.0084 -0.7% 1.1894
Range 0.0044 0.0117 0.0073 165.9% 0.0147
ATR 0.0085 0.0087 0.0002 2.7% 0.0000
Volume 6 6 0 0.0% 77
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2287 1.2215 1.1974
R3 1.2170 1.2098 1.1942
R2 1.2053 1.2053 1.1931
R1 1.1981 1.1981 1.1921 1.1959
PP 1.1936 1.1936 1.1936 1.1924
S1 1.1864 1.1864 1.1899 1.1842
S2 1.1819 1.1819 1.1889
S3 1.1702 1.1747 1.1878
S4 1.1585 1.1630 1.1846
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 1.2019 1.1842 0.0177 1.5% 0.0066 0.6% 38% False False 13
10 1.2019 1.1769 0.0251 2.1% 0.0079 0.7% 56% False False 10
20 1.2019 1.1607 0.0413 3.5% 0.0082 0.7% 74% False False 39
40 1.2019 1.1255 0.0765 6.4% 0.0077 0.6% 86% False False 32
60 1.2019 1.1016 0.1004 8.4% 0.0078 0.7% 89% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2504
2.618 1.2313
1.618 1.2196
1.000 1.2124
0.618 1.2079
HIGH 1.2007
0.618 1.1962
0.500 1.1949
0.382 1.1935
LOW 1.1890
0.618 1.1818
1.000 1.1773
1.618 1.1701
2.618 1.1584
4.250 1.1393
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 1.1949 1.1952
PP 1.1936 1.1938
S1 1.1923 1.1924

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

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