CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 30-Jan-2020
Day Change Summary
Previous Current
29-Jan-2020 30-Jan-2020 Change Change % Previous Week
Open 1.1151 1.1178 0.0028 0.2% 1.1252
High 1.1178 1.1182 0.0005 0.0% 1.1273
Low 1.1148 1.1160 0.0012 0.1% 1.1175
Close 1.1172 1.1178 0.0006 0.1% 1.1185
Range 0.0030 0.0022 -0.0008 -25.4% 0.0099
ATR 0.0035 0.0034 -0.0001 -2.6% 0.0000
Volume 98 67 -31 -31.6% 57
Daily Pivots for day following 30-Jan-2020
Classic Woodie Camarilla DeMark
R4 1.1239 1.1231 1.1190
R3 1.1217 1.1209 1.1184
R2 1.1195 1.1195 1.1182
R1 1.1187 1.1187 1.1180 1.1189
PP 1.1173 1.1173 1.1173 1.1175
S1 1.1165 1.1165 1.1176 1.1167
S2 1.1151 1.1151 1.1174
S3 1.1129 1.1143 1.1172
S4 1.1107 1.1121 1.1166
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 1.1187 1.1148 0.0039 0.3% 0.0023 0.2% 77% False False 42
10 1.1329 1.1148 0.0181 1.6% 0.0030 0.3% 17% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1276
2.618 1.1240
1.618 1.1218
1.000 1.1204
0.618 1.1196
HIGH 1.1182
0.618 1.1174
0.500 1.1171
0.382 1.1168
LOW 1.1160
0.618 1.1146
1.000 1.1138
1.618 1.1124
2.618 1.1102
4.250 1.1067
Fisher Pivots for day following 30-Jan-2020
Pivot 1 day 3 day
R1 1.1176 1.1174
PP 1.1173 1.1169
S1 1.1171 1.1165

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

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