CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 03-Mar-2020

Day Change Summary
	Previous	Current
	02-Mar-2020	03-Mar-2020	Change	Change %	Previous Week
Open	1.1167	1.1251	0.0084	0.7%	1.0957
High	1.1290	1.1309	0.0019	0.2%	1.1166
Low	1.1153	1.1208	0.0056	0.5%	1.0937
Close	1.1272	1.1273	0.0001	0.0%	1.1142
Range	0.0137	0.0101	-0.0037	-26.6%	0.0229
ATR	0.0060	0.0063	0.0003	4.8%	0.0000
Volume	612	430	-182	-29.7%	2,893

Daily Pivots for day following 03-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1565	1.1519	1.1328
R3	1.1464	1.1419	1.1300
R2	1.1364	1.1364	1.1291
R1	1.1318	1.1318	1.1282	1.1341
PP	1.1263	1.1263	1.1263	1.1274
S1	1.1218	1.1218	1.1263	1.1240
S2	1.1163	1.1163	1.1254
S3	1.1062	1.1117	1.1245
S4	1.0962	1.1017	1.1217

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1768	1.1684	1.1267
R3	1.1539	1.1455	1.1204
R2	1.1310	1.1310	1.1183
R1	1.1226	1.1226	1.1162	1.1268
PP	1.1081	1.1081	1.1081	1.1102
S1	1.0997	1.0997	1.1121	1.1039
S2	1.0852	1.0852	1.1100
S3	1.0623	1.0768	1.1079
S4	1.0394	1.0539	1.1016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1309	1.0985	0.0324	2.9%	0.0099	0.9%	89%	True	False	619
10	1.1309	1.0913	0.0396	3.5%	0.0074	0.7%	91%	True	False	431
20	1.1309	1.0913	0.0396	3.5%	0.0059	0.5%	91%	True	False	298
40	1.1376	1.0913	0.0463	4.1%	0.0045	0.4%	78%	False	False	180

Crabel Price Patterns
NR	True
NR4	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1736
2.618	1.1572
1.618	1.1471
1.000	1.1409
0.618	1.1371
HIGH	1.1309
0.618	1.1270
0.500	1.1258
0.382	1.1246
LOW	1.1208
0.618	1.1146
1.000	1.1108
1.618	1.1045
2.618	1.0945
4.250	1.0781

Fisher Pivots for day following 03-Mar-2020
Pivot	1 day	3 day
R1	1.1268	1.1245
PP	1.1263	1.1217
S1	1.1258	1.1190

Download as Excel Spreadsheet

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

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