CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 1.1899 1.1849 -0.0050 -0.4% 1.1917
High 1.1921 1.1935 0.0014 0.1% 1.2019
Low 1.1862 1.1808 -0.0054 -0.5% 1.1808
Close 1.1906 1.1842 -0.0065 -0.5% 1.1842
Range 0.0060 0.0127 0.0067 112.6% 0.0211
ATR 0.0085 0.0088 0.0003 3.5% 0.0000
Volume 3 18 15 500.0% 35
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2241 1.2168 1.1911
R3 1.2114 1.2041 1.1876
R2 1.1988 1.1988 1.1865
R1 1.1915 1.1915 1.1853 1.1888
PP 1.1861 1.1861 1.1861 1.1848
S1 1.1788 1.1788 1.1830 1.1762
S2 1.1735 1.1735 1.1818
S3 1.1608 1.1662 1.1807
S4 1.1482 1.1535 1.1772
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2523 1.2393 1.1958
R3 1.2312 1.2182 1.1900
R2 1.2101 1.2101 1.1880
R1 1.1971 1.1971 1.1861 1.1930
PP 1.1890 1.1890 1.1890 1.1869
S1 1.1760 1.1760 1.1822 1.1719
S2 1.1679 1.1679 1.1803
S3 1.1468 1.1549 1.1783
S4 1.1257 1.1338 1.1725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2019 1.1808 0.0211 1.8% 0.0079 0.7% 16% False True 7
10 1.2019 1.1769 0.0251 2.1% 0.0076 0.6% 29% False False 11
20 1.2019 1.1756 0.0263 2.2% 0.0084 0.7% 33% False False 39
40 1.2019 1.1255 0.0765 6.5% 0.0079 0.7% 77% False False 33
60 1.2019 1.1152 0.0868 7.3% 0.0079 0.7% 80% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2472
2.618 1.2266
1.618 1.2139
1.000 1.2061
0.618 1.2013
HIGH 1.1935
0.618 1.1886
0.500 1.1871
0.382 1.1856
LOW 1.1808
0.618 1.1730
1.000 1.1682
1.618 1.1603
2.618 1.1477
4.250 1.1270
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 1.1871 1.1908
PP 1.1861 1.1886
S1 1.1851 1.1864

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

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