CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 17-Jan-2020
Day Change Summary
Previous Current
16-Jan-2020 17-Jan-2020 Change Change % Previous Week
Open 1.1299 1.1260 -0.0040 -0.3% 1.1303
High 1.1329 1.1304 -0.0025 -0.2% 1.1329
Low 1.1299 1.1255 -0.0045 -0.4% 1.1255
Close 1.1300 1.1257 -0.0043 -0.4% 1.1257
Range 0.0030 0.0050 0.0020 67.8% 0.0074
ATR
Volume 95 19 -76 -80.0% 179
Daily Pivots for day following 17-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1420 1.1388 1.1284
R3 1.1371 1.1339 1.1271
R2 1.1321 1.1321 1.1266
R1 1.1289 1.1289 1.1262 1.1281
PP 1.1272 1.1272 1.1272 1.1268
S1 1.1240 1.1240 1.1252 1.1231
S2 1.1222 1.1222 1.1248
S3 1.1173 1.1190 1.1243
S4 1.1123 1.1141 1.1230
Weekly Pivots for week ending 17-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1502 1.1454 1.1298
R3 1.1428 1.1380 1.1277
R2 1.1354 1.1354 1.1271
R1 1.1306 1.1306 1.1264 1.1293
PP 1.1280 1.1280 1.1280 1.1274
S1 1.1232 1.1232 1.1250 1.1219
S2 1.1206 1.1206 1.1243
S3 1.1132 1.1158 1.1237
S4 1.1058 1.1084 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1329 1.1255 0.0074 0.7% 0.0032 0.3% 3% False True 35
10 1.1376 1.1255 0.0121 1.1% 0.0031 0.3% 2% False True 60
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 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1514
2.618 1.1434
1.618 1.1384
1.000 1.1354
0.618 1.1335
HIGH 1.1304
0.618 1.1285
0.500 1.1279
0.382 1.1273
LOW 1.1255
0.618 1.1224
1.000 1.1205
1.618 1.1174
2.618 1.1125
4.250 1.1044
Fisher Pivots for day following 17-Jan-2020
Pivot 1 day 3 day
R1 1.1279 1.1292
PP 1.1272 1.1280
S1 1.1264 1.1269

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

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