CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 1.1292 1.1350 0.0058 0.5% 1.1240
High 1.1369 1.1387 0.0018 0.2% 1.1321
Low 1.1279 1.1296 0.0017 0.2% 1.1202
Close 1.1353 1.1313 -0.0041 -0.4% 1.1246
Range 0.0090 0.0091 0.0001 1.1% 0.0119
ATR 0.0090 0.0090 0.0000 0.1% 0.0000
Volume 180,863 208,374 27,511 15.2% 695,932
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1603 1.1548 1.1362
R3 1.1513 1.1458 1.1337
R2 1.1422 1.1422 1.1329
R1 1.1367 1.1367 1.1321 1.1350
PP 1.1332 1.1332 1.1332 1.1323
S1 1.1277 1.1277 1.1304 1.1259
S2 1.1241 1.1241 1.1296
S3 1.1151 1.1186 1.1288
S4 1.1060 1.1096 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 1.1387 1.1237 0.0150 1.3% 0.0092 0.8% 51% True False 195,118
10 1.1387 1.1202 0.0185 1.6% 0.0081 0.7% 60% True False 178,843
20 1.1428 1.1190 0.0238 2.1% 0.0092 0.8% 52% False False 178,564
40 1.1447 1.0803 0.0645 5.7% 0.0090 0.8% 79% False False 105,816
60 1.1447 1.0763 0.0684 6.0% 0.0087 0.8% 80% False False 70,724
80 1.1447 1.0701 0.0747 6.6% 0.0102 0.9% 82% False False 53,196
100 1.1572 1.0701 0.0871 7.7% 0.0102 0.9% 70% False False 42,643
120 1.1572 1.0701 0.0871 7.7% 0.0091 0.8% 70% False False 35,553
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1771
2.618 1.1623
1.618 1.1533
1.000 1.1477
0.618 1.1442
HIGH 1.1387
0.618 1.1352
0.500 1.1341
0.382 1.1331
LOW 1.1296
0.618 1.1240
1.000 1.1206
1.618 1.1150
2.618 1.1059
4.250 1.0911
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 1.1341 1.1331
PP 1.1332 1.1325
S1 1.1322 1.1319

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

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