CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 29-Jan-2020
Day Change Summary
Previous Current
28-Jan-2020 29-Jan-2020 Change Change % Previous Week
Open 1.1159 1.1151 -0.0008 -0.1% 1.1252
High 1.1175 1.1178 0.0003 0.0% 1.1273
Low 1.1152 1.1148 -0.0004 0.0% 1.1175
Close 1.1170 1.1172 0.0002 0.0% 1.1185
Range 0.0023 0.0030 0.0007 28.3% 0.0099
ATR 0.0035 0.0035 0.0000 -1.2% 0.0000
Volume 13 98 85 653.8% 57
Daily Pivots for day following 29-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1254 1.1243 1.1188
R3 1.1225 1.1213 1.1180
R2 1.1195 1.1195 1.1177
R1 1.1184 1.1184 1.1175 1.1190
PP 1.1166 1.1166 1.1166 1.1169
S1 1.1154 1.1154 1.1169 1.1160
S2 1.1136 1.1136 1.1167
S3 1.1107 1.1125 1.1164
S4 1.1077 1.1095 1.1156
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 1.1261 1.1148 0.0113 1.0% 0.0031 0.3% 21% False True 32
10 1.1329 1.1148 0.0181 1.6% 0.0031 0.3% 13% False True 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1303
2.618 1.1255
1.618 1.1225
1.000 1.1207
0.618 1.1196
HIGH 1.1178
0.618 1.1166
0.500 1.1163
0.382 1.1159
LOW 1.1148
0.618 1.1130
1.000 1.1119
1.618 1.1100
2.618 1.1071
4.250 1.1023
Fisher Pivots for day following 29-Jan-2020
Pivot 1 day 3 day
R1 1.1169 1.1171
PP 1.1166 1.1169
S1 1.1163 1.1168

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

View Archives - Comment on this page... - Back to Index of Symbols