CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 1.1330 1.1274 -0.0056 -0.5% 1.1267
High 1.1347 1.1280 -0.0068 -0.6% 1.1378
Low 1.1269 1.1210 -0.0059 -0.5% 1.1190
Close 1.1280 1.1236 -0.0044 -0.4% 1.1208
Range 0.0078 0.0070 -0.0009 -10.9% 0.0188
ATR 0.0097 0.0095 -0.0002 -2.0% 0.0000
Volume 173,612 156,984 -16,628 -9.6% 821,657
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1450 1.1413 1.1274
R3 1.1381 1.1343 1.1255
R2 1.1311 1.1311 1.1249
R1 1.1274 1.1274 1.1242 1.1258
PP 1.1242 1.1242 1.1242 1.1234
S1 1.1204 1.1204 1.1230 1.1188
S2 1.1172 1.1172 1.1223
S3 1.1103 1.1135 1.1217
S4 1.1033 1.1065 1.1198
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1822 1.1703 1.1311
R3 1.1634 1.1515 1.1259
R2 1.1446 1.1446 1.1242
R1 1.1327 1.1327 1.1225 1.1293
PP 1.1258 1.1258 1.1258 1.1241
S1 1.1139 1.1139 1.1190 1.1105
S2 1.1070 1.1070 1.1173
S3 1.0882 1.0951 1.1156
S4 1.0694 1.0763 1.1104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1371 1.1190 0.0182 1.6% 0.0091 0.8% 26% False False 155,966
10 1.1378 1.1190 0.0188 1.7% 0.0098 0.9% 25% False False 173,273
20 1.1447 1.1095 0.0353 3.1% 0.0097 0.9% 40% False False 129,152
40 1.1447 1.0797 0.0650 5.8% 0.0090 0.8% 68% False False 65,184
60 1.1447 1.0763 0.0684 6.1% 0.0089 0.8% 69% False False 43,579
80 1.1572 1.0701 0.0871 7.8% 0.0108 1.0% 61% False False 32,854
100 1.1572 1.0701 0.0871 7.8% 0.0099 0.9% 61% False False 26,343
120 1.1572 1.0701 0.0871 7.8% 0.0087 0.8% 61% False False 21,963
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 0.0024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1575
2.618 1.1461
1.618 1.1392
1.000 1.1349
0.618 1.1322
HIGH 1.1280
0.618 1.1253
0.500 1.1245
0.382 1.1237
LOW 1.1210
0.618 1.1167
1.000 1.1141
1.618 1.1098
2.618 1.1028
4.250 1.0915
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 1.1245 1.1291
PP 1.1242 1.1272
S1 1.1239 1.1254

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

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