CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 12-Feb-2020
Day Change Summary
Previous Current
11-Feb-2020 12-Feb-2020 Change Change % Previous Week
Open 1.1054 1.1051 -0.0003 0.0% 1.1190
High 1.1062 1.1064 0.0002 0.0% 1.1211
Low 1.1033 1.1006 -0.0027 -0.2% 1.1084
Close 1.1062 1.1006 -0.0056 -0.5% 1.1087
Range 0.0029 0.0058 0.0029 98.3% 0.0127
ATR 0.0038 0.0040 0.0001 3.6% 0.0000
Volume 133 367 234 175.9% 678
Daily Pivots for day following 12-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1198 1.1159 1.1038
R3 1.1140 1.1102 1.1022
R2 1.1083 1.1083 1.1017
R1 1.1044 1.1044 1.1011 1.1035
PP 1.1025 1.1025 1.1025 1.1020
S1 1.0987 1.0987 1.1001 1.0977
S2 1.0968 1.0968 1.0995
S3 1.0910 1.0929 1.0990
S4 1.0853 1.0872 1.0974
Weekly Pivots for week ending 07-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1508 1.1425 1.1157
R3 1.1381 1.1298 1.1122
R2 1.1254 1.1254 1.1110
R1 1.1171 1.1171 1.1099 1.1149
PP 1.1127 1.1127 1.1127 1.1116
S1 1.1044 1.1044 1.1075 1.1022
S2 1.1000 1.1000 1.1064
S3 1.0873 1.0917 1.1052
S4 1.0746 1.0790 1.1017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1155 1.1006 0.0149 1.4% 0.0044 0.4% 0% False True 141
10 1.1240 1.1006 0.0234 2.1% 0.0039 0.4% 0% False True 158
20 1.1329 1.1006 0.0323 2.9% 0.0035 0.3% 0% False True 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1308
2.618 1.1214
1.618 1.1157
1.000 1.1121
0.618 1.1099
HIGH 1.1064
0.618 1.1042
0.500 1.1035
0.382 1.1028
LOW 1.1006
0.618 1.0970
1.000 1.0949
1.618 1.0913
2.618 1.0855
4.250 1.0762
Fisher Pivots for day following 12-Feb-2020
Pivot 1 day 3 day
R1 1.1035 1.1051
PP 1.1025 1.1036
S1 1.1016 1.1021

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

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