CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 1.1190 1.1260 0.0070 0.6% 1.1429
High 1.1304 1.1271 -0.0033 -0.3% 1.1572
Low 1.1163 1.1035 -0.0128 -1.1% 1.1135
Close 1.1257 1.1079 -0.0179 -1.6% 1.1157
Range 0.0141 0.0236 0.0095 67.4% 0.0437
ATR 0.0108 0.0117 0.0009 8.5% 0.0000
Volume 823 943 120 14.6% 1,977
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1836 1.1693 1.1208
R3 1.1600 1.1457 1.1143
R2 1.1364 1.1364 1.1122
R1 1.1221 1.1221 1.1100 1.1175
PP 1.1128 1.1128 1.1128 1.1105
S1 1.0985 1.0985 1.1057 1.0939
S2 1.0892 1.0892 1.1035
S3 1.0656 1.0749 1.1014
S4 1.0420 1.0513 1.0949
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 1.1435 1.1035 0.0400 3.6% 0.0178 1.6% 11% False True 599
10 1.1572 1.1035 0.0537 4.8% 0.0146 1.3% 8% False True 500
20 1.1572 1.0913 0.0659 5.9% 0.0110 1.0% 25% False False 465
40 1.1572 1.0913 0.0659 5.9% 0.0074 0.7% 25% False False 290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2274
2.618 1.1889
1.618 1.1653
1.000 1.1507
0.618 1.1417
HIGH 1.1271
0.618 1.1181
0.500 1.1153
0.382 1.1125
LOW 1.1035
0.618 1.0889
1.000 1.0799
1.618 1.0653
2.618 1.0417
4.250 1.0032
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 1.1153 1.1170
PP 1.1128 1.1139
S1 1.1103 1.1109

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

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