CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 1.0874 1.0885 0.0011 0.1% 1.0908
High 1.0916 1.1004 0.0088 0.8% 1.0936
Low 1.0855 1.0865 0.0010 0.1% 1.0763
Close 1.0903 1.0984 0.0082 0.7% 1.0834
Range 0.0062 0.0139 0.0078 126.0% 0.0173
ATR 0.0099 0.0102 0.0003 2.9% 0.0000
Volume 563 2,233 1,670 296.6% 1,810
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1368 1.1315 1.1060
R3 1.1229 1.1176 1.1022
R2 1.1090 1.1090 1.1009
R1 1.1037 1.1037 1.0997 1.1063
PP 1.0951 1.0951 1.0951 1.0964
S1 1.0898 1.0898 1.0971 1.0924
S2 1.0812 1.0812 1.0959
S3 1.0673 1.0759 1.0946
S4 1.0534 1.0620 1.0908
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1363 1.1272 1.0929
R3 1.1190 1.1099 1.0882
R2 1.1017 1.1017 1.0866
R1 1.0926 1.0926 1.0850 1.0885
PP 1.0844 1.0844 1.0844 1.0824
S1 1.0753 1.0753 1.0818 1.0712
S2 1.0671 1.0671 1.0802
S3 1.0498 1.0580 1.0786
S4 1.0325 1.0407 1.0739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1004 1.0763 0.0241 2.2% 0.0086 0.8% 92% True False 827
10 1.1004 1.0763 0.0241 2.2% 0.0080 0.7% 92% True False 597
20 1.1034 1.0763 0.0271 2.5% 0.0087 0.8% 82% False False 464
40 1.1572 1.0701 0.0871 7.9% 0.0129 1.2% 33% False False 570
60 1.1572 1.0701 0.0871 7.9% 0.0106 1.0% 33% False False 484
80 1.1572 1.0701 0.0871 7.9% 0.0087 0.8% 33% False False 378
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 0.0024
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1594
2.618 1.1367
1.618 1.1228
1.000 1.1143
0.618 1.1089
HIGH 1.1004
0.618 1.0950
0.500 1.0934
0.382 1.0918
LOW 1.0865
0.618 1.0779
1.000 1.0726
1.618 1.0640
2.618 1.0501
4.250 1.0274
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 1.0967 1.0964
PP 1.0951 1.0944
S1 1.0934 1.0924

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

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