CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 1.0827 1.0866 0.0039 0.4% 1.0993
High 1.0863 1.0904 0.0041 0.4% 1.0995
Low 1.0797 1.0845 0.0048 0.4% 1.0797
Close 1.0857 1.0871 0.0015 0.1% 1.0871
Range 0.0066 0.0060 -0.0007 -9.8% 0.0198
ATR 0.0095 0.0093 -0.0003 -2.7% 0.0000
Volume 684 394 -290 -42.4% 2,421
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 1.1052 1.1021 1.0904
R3 1.0992 1.0961 1.0887
R2 1.0933 1.0933 1.0882
R1 1.0902 1.0902 1.0876 1.0917
PP 1.0873 1.0873 1.0873 1.0881
S1 1.0842 1.0842 1.0866 1.0858
S2 1.0814 1.0814 1.0860
S3 1.0754 1.0783 1.0855
S4 1.0695 1.0723 1.0838
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 1.1480 1.1373 1.0980
R3 1.1283 1.1176 1.0925
R2 1.1085 1.1085 1.0907
R1 1.0978 1.0978 1.0889 1.0933
PP 1.0888 1.0888 1.0888 1.0865
S1 1.0781 1.0781 1.0853 1.0735
S2 1.0690 1.0690 1.0835
S3 1.0493 1.0583 1.0817
S4 1.0295 1.0386 1.0762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0995 1.0797 0.0198 1.8% 0.0071 0.7% 37% False False 484
10 1.1049 1.0797 0.0252 2.3% 0.0076 0.7% 29% False False 631
20 1.1049 1.0763 0.0286 2.6% 0.0080 0.7% 38% False False 501
40 1.1304 1.0701 0.0604 5.6% 0.0118 1.1% 28% False False 578
60 1.1572 1.0701 0.0871 8.0% 0.0109 1.0% 20% False False 511
80 1.1572 1.0701 0.0871 8.0% 0.0091 0.8% 20% False False 407
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 0.0015
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1157
2.618 1.1060
1.618 1.1000
1.000 1.0964
0.618 1.0941
HIGH 1.0904
0.618 1.0881
0.500 1.0874
0.382 1.0867
LOW 1.0845
0.618 1.0808
1.000 1.0785
1.618 1.0748
2.618 1.0689
4.250 1.0592
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 1.0874 1.0864
PP 1.0873 1.0857
S1 1.0872 1.0851

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

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