CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 1.1274 1.1236 -0.0038 -0.3% 1.1202
High 1.1280 1.1259 -0.0021 -0.2% 1.1371
Low 1.1210 1.1215 0.0005 0.0% 1.1190
Close 1.1236 1.1247 0.0011 0.1% 1.1247
Range 0.0070 0.0045 -0.0025 -36.0% 0.0182
ATR 0.0095 0.0091 -0.0004 -3.8% 0.0000
Volume 156,984 128,145 -28,839 -18.4% 737,796
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1374 1.1355 1.1271
R3 1.1329 1.1310 1.1259
R2 1.1285 1.1285 1.1255
R1 1.1266 1.1266 1.1251 1.1275
PP 1.1240 1.1240 1.1240 1.1245
S1 1.1221 1.1221 1.1242 1.1231
S2 1.1196 1.1196 1.1238
S3 1.1151 1.1177 1.1234
S4 1.1107 1.1132 1.1222
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1814 1.1712 1.1346
R3 1.1632 1.1530 1.1296
R2 1.1451 1.1451 1.1280
R1 1.1349 1.1349 1.1263 1.1400
PP 1.1269 1.1269 1.1269 1.1295
S1 1.1167 1.1167 1.1230 1.1218
S2 1.1088 1.1088 1.1213
S3 1.0906 1.0986 1.1197
S4 1.0725 1.0804 1.1147
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% 0.0082 0.7% 31% False False 147,559
10 1.1378 1.1190 0.0188 1.7% 0.0090 0.8% 30% False False 155,945
20 1.1447 1.1126 0.0321 2.9% 0.0096 0.8% 38% False False 135,169
40 1.1447 1.0797 0.0650 5.8% 0.0088 0.8% 69% False False 68,332
60 1.1447 1.0763 0.0684 6.1% 0.0088 0.8% 71% False False 45,709
80 1.1572 1.0701 0.0871 7.7% 0.0108 1.0% 63% False False 34,451
100 1.1572 1.0701 0.0871 7.7% 0.0099 0.9% 63% False False 27,623
120 1.1572 1.0701 0.0871 7.7% 0.0087 0.8% 63% False False 23,030
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 1.1448
2.618 1.1376
1.618 1.1331
1.000 1.1304
0.618 1.1287
HIGH 1.1259
0.618 1.1242
0.500 1.1237
0.382 1.1231
LOW 1.1215
0.618 1.1187
1.000 1.1170
1.618 1.1142
2.618 1.1098
4.250 1.1025
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 1.1243 1.1279
PP 1.1240 1.1268
S1 1.1237 1.1257

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

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