CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 1.1838 1.1850 0.0012 0.1% 1.1917
High 1.1894 1.1890 -0.0005 0.0% 1.2019
Low 1.1838 1.1830 -0.0008 -0.1% 1.1808
Close 1.1886 1.1868 -0.0018 -0.2% 1.1842
Range 0.0056 0.0060 0.0004 6.3% 0.0211
ATR 0.0084 0.0082 -0.0002 -2.1% 0.0000
Volume 11 13 2 18.2% 35
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2041 1.2014 1.1901
R3 1.1982 1.1955 1.1884
R2 1.1922 1.1922 1.1879
R1 1.1895 1.1895 1.1873 1.1909
PP 1.1863 1.1863 1.1863 1.1869
S1 1.1836 1.1836 1.1863 1.1849
S2 1.1803 1.1803 1.1857
S3 1.1744 1.1776 1.1852
S4 1.1684 1.1717 1.1835
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 1.1935 1.1808 0.0127 1.1% 0.0072 0.6% 47% False False 10
10 1.2019 1.1808 0.0211 1.8% 0.0069 0.6% 28% False False 11
20 1.2019 1.1756 0.0263 2.2% 0.0084 0.7% 43% False False 38
40 1.2019 1.1255 0.0765 6.4% 0.0079 0.7% 80% False False 32
60 1.2019 1.1248 0.0771 6.5% 0.0080 0.7% 80% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2142
2.618 1.2045
1.618 1.1986
1.000 1.1949
0.618 1.1926
HIGH 1.1890
0.618 1.1867
0.500 1.1860
0.382 1.1853
LOW 1.1830
0.618 1.1793
1.000 1.1771
1.618 1.1734
2.618 1.1674
4.250 1.1577
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 1.1865 1.1867
PP 1.1863 1.1867
S1 1.1860 1.1866

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

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