CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 1.0866 1.0860 -0.0006 -0.1% 1.0993
High 1.0904 1.0879 -0.0026 -0.2% 1.0995
Low 1.0845 1.0829 -0.0016 -0.1% 1.0797
Close 1.0871 1.0838 -0.0034 -0.3% 1.0871
Range 0.0060 0.0050 -0.0010 -16.0% 0.0198
ATR 0.0093 0.0089 -0.0003 -3.3% 0.0000
Volume 394 350 -44 -11.2% 2,421
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 1.0998 1.0968 1.0865
R3 1.0948 1.0918 1.0851
R2 1.0898 1.0898 1.0847
R1 1.0868 1.0868 1.0842 1.0858
PP 1.0848 1.0848 1.0848 1.0843
S1 1.0818 1.0818 1.0833 1.0808
S2 1.0798 1.0798 1.0828
S3 1.0748 1.0768 1.0824
S4 1.0698 1.0718 1.0810
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 1.0955 1.0797 0.0158 1.5% 0.0067 0.6% 26% False False 488
10 1.1049 1.0797 0.0252 2.3% 0.0077 0.7% 16% False False 618
20 1.1049 1.0763 0.0286 2.6% 0.0079 0.7% 26% False False 514
40 1.1304 1.0701 0.0604 5.6% 0.0116 1.1% 23% False False 574
60 1.1572 1.0701 0.0871 8.0% 0.0109 1.0% 16% False False 515
80 1.1572 1.0701 0.0871 8.0% 0.0091 0.8% 16% False False 411
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1091
2.618 1.1009
1.618 1.0959
1.000 1.0929
0.618 1.0909
HIGH 1.0879
0.618 1.0859
0.500 1.0854
0.382 1.0848
LOW 1.0829
0.618 1.0798
1.000 1.0779
1.618 1.0748
2.618 1.0698
4.250 1.0616
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 1.0854 1.0851
PP 1.0848 1.0846
S1 1.0843 1.0842

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

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