CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 08-Apr-2020
Day Change Summary
Previous Current
07-Apr-2020 08-Apr-2020 Change Change % Previous Week
Open 1.0842 1.0920 0.0078 0.7% 1.1195
High 1.0982 1.0938 -0.0044 -0.4% 1.1215
Low 1.0839 1.0884 0.0045 0.4% 1.0825
Close 1.0957 1.0912 -0.0045 -0.4% 1.0861
Range 0.0143 0.0054 -0.0089 -62.1% 0.0390
ATR 0.0138 0.0133 -0.0005 -3.4% 0.0000
Volume 492 83 -409 -83.1% 2,148
Daily Pivots for day following 08-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1073 1.1047 1.0942
R3 1.1019 1.0993 1.0927
R2 1.0965 1.0965 1.0922
R1 1.0939 1.0939 1.0917 1.0925
PP 1.0911 1.0911 1.0911 1.0905
S1 1.0885 1.0885 1.0907 1.0871
S2 1.0857 1.0857 1.0902
S3 1.0803 1.0831 1.0897
S4 1.0749 1.0777 1.0882
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2137 1.1889 1.1075
R3 1.1747 1.1499 1.0968
R2 1.1357 1.1357 1.0932
R1 1.1109 1.1109 1.0896 1.1038
PP 1.0967 1.0967 1.0967 1.0931
S1 1.0719 1.0719 1.0825 1.0648
S2 1.0577 1.0577 1.0789
S3 1.0187 1.0329 1.0753
S4 0.9797 0.9939 1.0646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1016 1.0820 0.0196 1.8% 0.0096 0.9% 47% False False 323
10 1.1219 1.0820 0.0399 3.7% 0.0125 1.1% 23% False False 506
20 1.1403 1.0701 0.0702 6.4% 0.0164 1.5% 30% False False 662
40 1.1572 1.0701 0.0871 8.0% 0.0123 1.1% 24% False False 518
60 1.1572 1.0701 0.0871 8.0% 0.0093 0.9% 24% False False 371
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.1168
2.618 1.1079
1.618 1.1025
1.000 1.0992
0.618 1.0971
HIGH 1.0938
0.618 1.0917
0.500 1.0911
0.382 1.0905
LOW 1.0884
0.618 1.0851
1.000 1.0830
1.618 1.0797
2.618 1.0743
4.250 1.0655
Fisher Pivots for day following 08-Apr-2020
Pivot 1 day 3 day
R1 1.0912 1.0908
PP 1.0911 1.0905
S1 1.0911 1.0901

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

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