CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 1.1267 1.1348 0.0082 0.7% 1.1319
High 1.1357 1.1378 0.0021 0.2% 1.1447
Low 1.1250 1.1251 0.0001 0.0% 1.1237
Close 1.1341 1.1296 -0.0045 -0.4% 1.1255
Range 0.0107 0.0127 0.0020 18.8% 0.0211
ATR 0.0097 0.0099 0.0002 2.1% 0.0000
Volume 176,721 183,980 7,259 4.1% 1,044,893
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1688 1.1618 1.1365
R3 1.1561 1.1492 1.1330
R2 1.1435 1.1435 1.1319
R1 1.1365 1.1365 1.1307 1.1337
PP 1.1308 1.1308 1.1308 1.1294
S1 1.1239 1.1239 1.1284 1.1210
S2 1.1182 1.1182 1.1272
S3 1.1055 1.1112 1.1261
S4 1.0929 1.0986 1.1226
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1944 1.1810 1.1371
R3 1.1734 1.1600 1.1313
R2 1.1523 1.1523 1.1294
R1 1.1389 1.1389 1.1274 1.1351
PP 1.1313 1.1313 1.1313 1.1294
S1 1.1179 1.1179 1.1236 1.1141
S2 1.1102 1.1102 1.1216
S3 1.0892 1.0968 1.1197
S4 1.0681 1.0758 1.1139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1447 1.1237 0.0211 1.9% 0.0115 1.0% 28% False False 242,306
10 1.1447 1.1193 0.0255 2.3% 0.0111 1.0% 40% False False 149,077
20 1.1447 1.0896 0.0552 4.9% 0.0097 0.9% 73% False False 76,339
40 1.1447 1.0763 0.0684 6.1% 0.0088 0.8% 78% False False 38,495
60 1.1447 1.0701 0.0747 6.6% 0.0097 0.9% 80% False False 25,825
80 1.1572 1.0701 0.0871 7.7% 0.0108 1.0% 68% False False 19,521
100 1.1572 1.0701 0.0871 7.7% 0.0094 0.8% 68% False False 15,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1915
2.618 1.1709
1.618 1.1582
1.000 1.1504
0.618 1.1456
HIGH 1.1378
0.618 1.1329
0.500 1.1314
0.382 1.1299
LOW 1.1251
0.618 1.1173
1.000 1.1125
1.618 1.1046
2.618 1.0920
4.250 1.0713
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 1.1314 1.1307
PP 1.1308 1.1303
S1 1.1302 1.1299

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

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