CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 1.0837 1.0878 0.0041 0.4% 1.0993
High 1.0914 1.0922 0.0009 0.1% 1.0995
Low 1.0813 1.0840 0.0027 0.2% 1.0797
Close 1.0882 1.0843 -0.0039 -0.4% 1.0871
Range 0.0101 0.0082 -0.0019 -18.4% 0.0198
ATR 0.0090 0.0090 -0.0001 -0.7% 0.0000
Volume 941 500 -441 -46.9% 2,421
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 1.1114 1.1061 1.0888
R3 1.1032 1.0979 1.0866
R2 1.0950 1.0950 1.0858
R1 1.0897 1.0897 1.0851 1.0883
PP 1.0868 1.0868 1.0868 1.0861
S1 1.0815 1.0815 1.0835 1.0801
S2 1.0786 1.0786 1.0828
S3 1.0704 1.0733 1.0820
S4 1.0622 1.0651 1.0798
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 1.0922 1.0797 0.0125 1.2% 0.0072 0.7% 37% True False 573
10 1.1049 1.0797 0.0252 2.3% 0.0081 0.7% 18% False False 667
20 1.1049 1.0763 0.0286 2.6% 0.0078 0.7% 28% False False 547
40 1.1219 1.0701 0.0519 4.8% 0.0111 1.0% 27% False False 566
60 1.1572 1.0701 0.0871 8.0% 0.0110 1.0% 16% False False 532
80 1.1572 1.0701 0.0871 8.0% 0.0092 0.9% 16% False False 428
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1271
2.618 1.1137
1.618 1.1055
1.000 1.1004
0.618 1.0973
HIGH 1.0922
0.618 1.0891
0.500 1.0881
0.382 1.0871
LOW 1.0840
0.618 1.0789
1.000 1.0758
1.618 1.0707
2.618 1.0625
4.250 1.0492
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 1.0881 1.0868
PP 1.0868 1.0859
S1 1.0856 1.0851

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

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