CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 24-Jan-2020
Day Change Summary
Previous Current
23-Jan-2020 24-Jan-2020 Change Change % Previous Week
Open 1.1237 1.1180 -0.0057 -0.5% 1.1252
High 1.1261 1.1185 -0.0076 -0.7% 1.1273
Low 1.1198 1.1175 -0.0024 -0.2% 1.1175
Close 1.1211 1.1185 -0.0026 -0.2% 1.1185
Range 0.0063 0.0011 -0.0052 -83.2% 0.0099
ATR 0.0037 0.0037 0.0000 -0.1% 0.0000
Volume 18 16 -2 -11.1% 57
Daily Pivots for day following 24-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1213 1.1210 1.1191
R3 1.1203 1.1199 1.1188
R2 1.1192 1.1192 1.1187
R1 1.1189 1.1189 1.1186 1.1190
PP 1.1182 1.1182 1.1182 1.1182
S1 1.1178 1.1178 1.1184 1.1180
S2 1.1171 1.1171 1.1183
S3 1.1161 1.1168 1.1182
S4 1.1150 1.1157 1.1179
Weekly Pivots for week ending 24-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1506 1.1444 1.1239
R3 1.1408 1.1346 1.1212
R2 1.1309 1.1309 1.1203
R1 1.1247 1.1247 1.1194 1.1229
PP 1.1211 1.1211 1.1211 1.1202
S1 1.1149 1.1149 1.1176 1.1131
S2 1.1112 1.1112 1.1167
S3 1.1014 1.1050 1.1158
S4 1.0915 1.0952 1.1131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1304 1.1175 0.0130 1.2% 0.0034 0.3% 8% False True 15
10 1.1329 1.1175 0.0154 1.4% 0.0031 0.3% 7% False True 24
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 0.0007
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1230
2.618 1.1212
1.618 1.1202
1.000 1.1196
0.618 1.1191
HIGH 1.1185
0.618 1.1181
0.500 1.1180
0.382 1.1179
LOW 1.1175
0.618 1.1168
1.000 1.1164
1.618 1.1158
2.618 1.1147
4.250 1.1130
Fisher Pivots for day following 24-Jan-2020
Pivot 1 day 3 day
R1 1.1183 1.1218
PP 1.1182 1.1207
S1 1.1180 1.1196

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

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