CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 1.1260 1.1327 0.0067 0.6% 1.1240
High 1.1364 1.1350 -0.0014 -0.1% 1.1321
Low 1.1237 1.1276 0.0039 0.3% 1.1202
Close 1.1334 1.1304 -0.0030 -0.3% 1.1246
Range 0.0128 0.0075 -0.0053 -41.6% 0.0119
ATR 0.0091 0.0090 -0.0001 -1.3% 0.0000
Volume 245,504 172,637 -72,867 -29.7% 695,932
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1533 1.1493 1.1344
R3 1.1459 1.1418 1.1324
R2 1.1384 1.1384 1.1317
R1 1.1344 1.1344 1.1310 1.1327
PP 1.1310 1.1310 1.1310 1.1301
S1 1.1269 1.1269 1.1297 1.1252
S2 1.1235 1.1235 1.1290
S3 1.1161 1.1195 1.1283
S4 1.1086 1.1120 1.1263
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1612 1.1547 1.1311
R3 1.1493 1.1429 1.1278
R2 1.1375 1.1375 1.1267
R1 1.1310 1.1310 1.1256 1.1342
PP 1.1256 1.1256 1.1256 1.1272
S1 1.1192 1.1192 1.1235 1.1224
S2 1.1138 1.1138 1.1224
S3 1.1019 1.1073 1.1213
S4 1.0901 1.0955 1.1180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1364 1.1202 0.0162 1.4% 0.0089 0.8% 63% False False 192,132
10 1.1371 1.1202 0.0169 1.5% 0.0083 0.7% 60% False False 173,410
20 1.1447 1.1190 0.0258 2.3% 0.0094 0.8% 44% False False 183,410
40 1.1447 1.0803 0.0645 5.7% 0.0090 0.8% 78% False False 96,118
60 1.1447 1.0763 0.0684 6.1% 0.0086 0.8% 79% False False 64,245
80 1.1447 1.0701 0.0747 6.6% 0.0104 0.9% 81% False False 48,348
100 1.1572 1.0701 0.0871 7.7% 0.0101 0.9% 69% False False 38,754
120 1.1572 1.0701 0.0871 7.7% 0.0090 0.8% 69% False False 32,311
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1667
2.618 1.1545
1.618 1.1471
1.000 1.1425
0.618 1.1396
HIGH 1.1350
0.618 1.1322
0.500 1.1313
0.382 1.1304
LOW 1.1276
0.618 1.1229
1.000 1.1201
1.618 1.1155
2.618 1.1080
4.250 1.0959
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 1.1313 1.1302
PP 1.1310 1.1301
S1 1.1307 1.1300

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

View Archives - Comment on this page... - Back to Index of Symbols