CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 13-Mar-2020

Day Change Summary
	Previous	Current
	12-Mar-2020	13-Mar-2020	Change	Change %	Previous Week
Open	1.1333	1.1250	-0.0083	-0.7%	1.1429
High	1.1403	1.1287	-0.0116	-1.0%	1.1572
Low	1.1135	1.1142	0.0008	0.1%	1.1135
Close	1.1245	1.1157	-0.0089	-0.8%	1.1157
Range	0.0268	0.0145	-0.0124	-46.1%	0.0437
ATR	0.0102	0.0105	0.0003	3.0%	0.0000
Volume	420	529	109	26.0%	1,977

Daily Pivots for day following 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1629	1.1537	1.1236
R3	1.1484	1.1393	1.1196
R2	1.1340	1.1340	1.1183
R1	1.1248	1.1248	1.1170	1.1222
PP	1.1195	1.1195	1.1195	1.1182
S1	1.1104	1.1104	1.1143	1.1077
S2	1.1051	1.1051	1.1130
S3	1.0906	1.0959	1.1117
S4	1.0762	1.0815	1.1077

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2599	1.2315	1.1397
R3	1.2162	1.1878	1.1277
R2	1.1725	1.1725	1.1237
R1	1.1441	1.1441	1.1197	1.1364
PP	1.1288	1.1288	1.1288	1.1249
S1	1.1004	1.1004	1.1116	1.0927
S2	1.0851	1.0851	1.1076
S3	1.0414	1.0567	1.1036
S4	0.9977	1.0130	1.0916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1572	1.1135	0.0437	3.9%	0.0157	1.4%	5%	False	False	395
10	1.1572	1.1135	0.0437	3.9%	0.0132	1.2%	5%	False	False	428
20	1.1572	1.0913	0.0659	5.9%	0.0097	0.9%	37%	False	False	398
40	1.1572	1.0913	0.0659	5.9%	0.0066	0.6%	37%	False	False	248

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1901
2.618	1.1665
1.618	1.1520
1.000	1.1431
0.618	1.1376
HIGH	1.1287
0.618	1.1231
0.500	1.1214
0.382	1.1197
LOW	1.1142
0.618	1.1053
1.000	1.0998
1.618	1.0908
2.618	1.0764
4.250	1.0528

Fisher Pivots for day following 13-Mar-2020
Pivot	1 day	3 day
R1	1.1214	1.1285
PP	1.1195	1.1242
S1	1.1176	1.1199

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