CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 1.1764 1.1733 -0.0031 -0.3% 1.1433
High 1.1786 1.1819 0.0033 0.3% 1.1671
Low 1.1712 1.1726 0.0015 0.1% 1.1417
Close 1.1736 1.1778 0.0042 0.4% 1.1650
Range 0.0075 0.0093 0.0019 24.8% 0.0255
ATR 0.0088 0.0088 0.0000 0.4% 0.0000
Volume 211,331 219,881 8,550 4.0% 1,162,012
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2053 1.2008 1.1829
R3 1.1960 1.1915 1.1803
R2 1.1867 1.1867 1.1795
R1 1.1822 1.1822 1.1786 1.1845
PP 1.1774 1.1774 1.1774 1.1785
S1 1.1729 1.1729 1.1769 1.1752
S2 1.1681 1.1681 1.1760
S3 1.1588 1.1636 1.1752
S4 1.1495 1.1543 1.1726
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 1.1819 1.1554 0.0266 2.3% 0.0094 0.8% 84% True False 228,649
10 1.1819 1.1385 0.0435 3.7% 0.0089 0.8% 90% True False 221,668
20 1.1819 1.1202 0.0617 5.2% 0.0086 0.7% 93% True False 204,813
40 1.1819 1.1190 0.0630 5.3% 0.0091 0.8% 93% True False 178,427
60 1.1819 1.0797 0.1022 8.7% 0.0087 0.7% 96% True False 119,671
80 1.1819 1.0763 0.1056 9.0% 0.0086 0.7% 96% True False 89,868
100 1.1819 1.0701 0.1119 9.5% 0.0103 0.9% 96% True False 72,028
120 1.1819 1.0701 0.1119 9.5% 0.0097 0.8% 96% True False 60,079
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2214
2.618 1.2062
1.618 1.1969
1.000 1.1912
0.618 1.1876
HIGH 1.1819
0.618 1.1783
0.500 1.1773
0.382 1.1762
LOW 1.1726
0.618 1.1669
1.000 1.1633
1.618 1.1576
2.618 1.1483
4.250 1.1331
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 1.1776 1.1764
PP 1.1774 1.1751
S1 1.1773 1.1737

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

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