CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 04-Mar-2020
Day Change Summary
Previous Current
03-Mar-2020 04-Mar-2020 Change Change % Previous Week
Open 1.1251 1.1243 -0.0008 -0.1% 1.0957
High 1.1309 1.1243 -0.0066 -0.6% 1.1166
Low 1.1208 1.1190 -0.0018 -0.2% 1.0937
Close 1.1273 1.1229 -0.0044 -0.4% 1.1142
Range 0.0101 0.0053 -0.0048 -47.8% 0.0229
ATR 0.0063 0.0064 0.0001 2.2% 0.0000
Volume 430 404 -26 -6.0% 2,893
Daily Pivots for day following 04-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1378 1.1356 1.1257
R3 1.1325 1.1303 1.1243
R2 1.1273 1.1273 1.1238
R1 1.1251 1.1251 1.1233 1.1236
PP 1.1220 1.1220 1.1220 1.1213
S1 1.1198 1.1198 1.1224 1.1183
S2 1.1168 1.1168 1.1219
S3 1.1115 1.1146 1.1214
S4 1.1063 1.1093 1.1200
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 1.1005 0.0304 2.7% 0.0100 0.9% 74% False False 662
10 1.1309 1.0913 0.0396 3.5% 0.0077 0.7% 80% False False 467
20 1.1309 1.0913 0.0396 3.5% 0.0061 0.5% 80% False False 312
40 1.1331 1.0913 0.0419 3.7% 0.0045 0.4% 76% False False 187
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1466
2.618 1.1380
1.618 1.1327
1.000 1.1295
0.618 1.1275
HIGH 1.1243
0.618 1.1222
0.500 1.1216
0.382 1.1210
LOW 1.1190
0.618 1.1158
1.000 1.1138
1.618 1.1105
2.618 1.1053
4.250 1.0967
Fisher Pivots for day following 04-Mar-2020
Pivot 1 day 3 day
R1 1.1224 1.1231
PP 1.1220 1.1230
S1 1.1216 1.1229

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

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