CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 1.1610 1.1659 0.0049 0.4% 1.1433
High 1.1671 1.1794 0.0123 1.1% 1.1671
Low 1.1595 1.1655 0.0061 0.5% 1.1417
Close 1.1650 1.1764 0.0114 1.0% 1.1650
Range 0.0077 0.0139 0.0063 81.7% 0.0255
ATR 0.0085 0.0089 0.0004 5.0% 0.0000
Volume 213,788 266,042 52,254 24.4% 1,162,012
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2155 1.2098 1.1840
R3 1.2016 1.1959 1.1802
R2 1.1877 1.1877 1.1789
R1 1.1820 1.1820 1.1776 1.1848
PP 1.1738 1.1738 1.1738 1.1752
S1 1.1681 1.1681 1.1751 1.1709
S2 1.1599 1.1599 1.1738
S3 1.1460 1.1542 1.1725
S4 1.1321 1.1403 1.1687
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2343 1.2251 1.1790
R3 1.2088 1.1996 1.1720
R2 1.1834 1.1834 1.1697
R1 1.1742 1.1742 1.1673 1.1788
PP 1.1579 1.1579 1.1579 1.1602
S1 1.1487 1.1487 1.1627 1.1533
S2 1.1325 1.1325 1.1603
S3 1.1070 1.1233 1.1580
S4 1.0816 1.0978 1.1510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1794 1.1437 0.0358 3.0% 0.0103 0.9% 91% True False 245,312
10 1.1794 1.1341 0.0454 3.9% 0.0086 0.7% 93% True False 216,794
20 1.1794 1.1202 0.0592 5.0% 0.0085 0.7% 95% True False 200,817
40 1.1794 1.1126 0.0668 5.7% 0.0090 0.8% 95% True False 167,993
60 1.1794 1.0797 0.0997 8.5% 0.0087 0.7% 97% True False 112,494
80 1.1794 1.0763 0.1031 8.8% 0.0087 0.7% 97% True False 84,486
100 1.1794 1.0701 0.1094 9.3% 0.0104 0.9% 97% True False 67,724
120 1.1794 1.0701 0.1094 9.3% 0.0097 0.8% 97% True False 56,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.2385
2.618 1.2158
1.618 1.2019
1.000 1.1933
0.618 1.1880
HIGH 1.1794
0.618 1.1741
0.500 1.1725
0.382 1.1708
LOW 1.1655
0.618 1.1569
1.000 1.1516
1.618 1.1430
2.618 1.1291
4.250 1.1064
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 1.1751 1.1734
PP 1.1738 1.1704
S1 1.1725 1.1674

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

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