CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 1.0813 1.0882 0.0069 0.6% 1.1190
High 1.0961 1.0967 0.0006 0.1% 1.1304
Low 1.0810 1.0836 0.0027 0.2% 1.0709
Close 1.0832 1.0941 0.0110 1.0% 1.0723
Range 0.0152 0.0131 -0.0021 -13.9% 0.0596
ATR 0.0148 0.0147 -0.0001 -0.6% 0.0000
Volume 681 432 -249 -36.6% 5,016
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1306 1.1254 1.1013
R3 1.1176 1.1124 1.0977
R2 1.1045 1.1045 1.0965
R1 1.0993 1.0993 1.0953 1.1019
PP 1.0915 1.0915 1.0915 1.0928
S1 1.0863 1.0863 1.0929 1.0889
S2 1.0784 1.0784 1.0917
S3 1.0654 1.0732 1.0905
S4 1.0523 1.0602 1.0869
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2698 1.2306 1.1051
R3 1.2103 1.1711 1.0887
R2 1.1507 1.1507 1.0832
R1 1.1115 1.1115 1.0778 1.1014
PP 1.0912 1.0912 1.0912 1.0861
S1 1.0520 1.0520 1.0668 1.0418
S2 1.0316 1.0316 1.0614
S3 0.9721 0.9924 1.0559
S4 0.9125 0.9329 1.0395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1065 1.0701 0.0364 3.3% 0.0200 1.8% 66% False False 879
10 1.1403 1.0701 0.0702 6.4% 0.0203 1.9% 34% False False 817
20 1.1572 1.0701 0.0871 8.0% 0.0157 1.4% 28% False False 668
40 1.1572 1.0701 0.0871 8.0% 0.0101 0.9% 28% False False 424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0036
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1521
2.618 1.1308
1.618 1.1178
1.000 1.1097
0.618 1.1047
HIGH 1.0967
0.618 1.0917
0.500 1.0901
0.382 1.0886
LOW 1.0836
0.618 1.0755
1.000 1.0706
1.618 1.0625
2.618 1.0494
4.250 1.0281
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 1.0928 1.0905
PP 1.0915 1.0869
S1 1.0901 1.0834

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.