CME Euro FX (E) Future September 2020

Trading Metrics calculated at close of trading on 19-Mar-2020

Day Change Summary
	Previous	Current
	18-Mar-2020	19-Mar-2020	Change	Change %	Previous Week
Open	1.1088	1.1011	-0.0077	-0.7%	1.1429
High	1.1120	1.1065	-0.0056	-0.5%	1.1572
Low	1.0883	1.0743	-0.0140	-1.3%	1.1135
Close	1.0957	1.0754	-0.0203	-1.9%	1.1157
Range	0.0238	0.0322	0.0084	35.4%	0.0437
ATR	0.0125	0.0139	0.0014	11.2%	0.0000
Volume	1,069	1,441	372	34.8%	1,977

Daily Pivots for day following 19-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1818	1.1608	1.0931
R3	1.1497	1.1286	1.0842
R2	1.1175	1.1175	1.0813
R1	1.0965	1.0965	1.0783	1.0909
PP	1.0854	1.0854	1.0854	1.0826
S1	1.0643	1.0643	1.0725	1.0588
S2	1.0532	1.0532	1.0695
S3	1.0211	1.0322	1.0666
S4	0.9889	1.0000	1.0577

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	1.1304	1.0743	0.0561	5.2%	0.0216	2.0%	2%	False	True	961
10	1.1572	1.0743	0.0829	7.7%	0.0185	1.7%	1%	False	True	676
20	1.1572	1.0743	0.0829	7.7%	0.0134	1.2%	1%	False	True	580
40	1.1572	1.0743	0.0829	7.7%	0.0087	0.8%	1%	False	True	352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	1.2431
2.618	1.1906
1.618	1.1585
1.000	1.1386
0.618	1.1263
HIGH	1.1065
0.618	1.0942
0.500	1.0904
0.382	1.0866
LOW	1.0743
0.618	1.0544
1.000	1.0422
1.618	1.0223
2.618	0.9901
4.250	0.9377

Fisher Pivots for day following 19-Mar-2020
Pivot	1 day	3 day
R1	1.0904	1.1007
PP	1.0854	1.0923
S1	1.0804	1.0838

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