CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 1.1327 1.1292 -0.0035 -0.3% 1.1240
High 1.1350 1.1369 0.0019 0.2% 1.1321
Low 1.1276 1.1279 0.0004 0.0% 1.1202
Close 1.1304 1.1353 0.0050 0.4% 1.1246
Range 0.0075 0.0090 0.0015 20.1% 0.0119
ATR 0.0090 0.0090 0.0000 0.0% 0.0000
Volume 172,637 180,863 8,226 4.8% 695,932
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1602 1.1567 1.1402
R3 1.1513 1.1478 1.1378
R2 1.1423 1.1423 1.1369
R1 1.1388 1.1388 1.1361 1.1406
PP 1.1334 1.1334 1.1334 1.1342
S1 1.1299 1.1299 1.1345 1.1316
S2 1.1244 1.1244 1.1337
S3 1.1155 1.1209 1.1328
S4 1.1065 1.1120 1.1304
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 1.1369 1.1202 0.0167 1.5% 0.0093 0.8% 91% True False 188,730
10 1.1369 1.1202 0.0167 1.5% 0.0080 0.7% 91% True False 175,367
20 1.1447 1.1190 0.0258 2.3% 0.0092 0.8% 63% False False 185,261
40 1.1447 1.0803 0.0645 5.7% 0.0091 0.8% 85% False False 100,631
60 1.1447 1.0763 0.0684 6.0% 0.0087 0.8% 86% False False 67,258
80 1.1447 1.0701 0.0747 6.6% 0.0103 0.9% 87% False False 50,602
100 1.1572 1.0701 0.0871 7.7% 0.0102 0.9% 75% False False 40,561
120 1.1572 1.0701 0.0871 7.7% 0.0091 0.8% 75% False False 33,818
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1749
2.618 1.1603
1.618 1.1513
1.000 1.1458
0.618 1.1424
HIGH 1.1369
0.618 1.1334
0.500 1.1324
0.382 1.1313
LOW 1.1279
0.618 1.1224
1.000 1.1190
1.618 1.1134
2.618 1.1045
4.250 1.0899
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 1.1343 1.1336
PP 1.1334 1.1319
S1 1.1324 1.1303

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

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