CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 22-Jan-2020
Day Change Summary
Previous Current
21-Jan-2020 22-Jan-2020 Change Change % Previous Week
Open 1.1252 1.1241 -0.0012 -0.1% 1.1303
High 1.1273 1.1253 -0.0020 -0.2% 1.1329
Low 1.1243 1.1237 -0.0006 -0.1% 1.1255
Close 1.1256 1.1252 -0.0004 0.0% 1.1257
Range 0.0030 0.0016 -0.0014 -46.7% 0.0074
ATR
Volume 13 10 -3 -23.1% 179
Daily Pivots for day following 22-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1295 1.1290 1.1261
R3 1.1279 1.1274 1.1256
R2 1.1263 1.1263 1.1255
R1 1.1258 1.1258 1.1253 1.1261
PP 1.1247 1.1247 1.1247 1.1249
S1 1.1242 1.1242 1.1251 1.1245
S2 1.1231 1.1231 1.1249
S3 1.1215 1.1226 1.1248
S4 1.1199 1.1210 1.1243
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 1.1237 0.0092 0.8% 0.0032 0.3% 16% False True 32
10 1.1331 1.1237 0.0094 0.8% 0.0030 0.3% 16% False True 43
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1321
2.618 1.1295
1.618 1.1279
1.000 1.1269
0.618 1.1263
HIGH 1.1253
0.618 1.1247
0.500 1.1245
0.382 1.1243
LOW 1.1237
0.618 1.1227
1.000 1.1221
1.618 1.1211
2.618 1.1195
4.250 1.1169
Fisher Pivots for day following 22-Jan-2020
Pivot 1 day 3 day
R1 1.1250 1.1271
PP 1.1247 1.1264
S1 1.1245 1.1258

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

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