CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 1.1748 1.1793 0.0045 0.4% 1.1790
High 1.1826 1.1872 0.0046 0.4% 1.1926
Low 1.1719 1.1792 0.0073 0.6% 1.1707
Close 1.1793 1.1807 0.0014 0.1% 1.1791
Range 0.0107 0.0081 -0.0027 -24.8% 0.0220
ATR 0.0096 0.0095 -0.0001 -1.2% 0.0000
Volume 200,610 194,916 -5,694 -2.8% 1,088,217
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2065 1.2016 1.1851
R3 1.1984 1.1936 1.1829
R2 1.1904 1.1904 1.1821
R1 1.1855 1.1855 1.1814 1.1880
PP 1.1823 1.1823 1.1823 1.1836
S1 1.1775 1.1775 1.1799 1.1799
S2 1.1743 1.1743 1.1792
S3 1.1662 1.1694 1.1784
S4 1.1582 1.1614 1.1762
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2466 1.2348 1.1912
R3 1.2247 1.2129 1.1851
R2 1.2027 1.2027 1.1831
R1 1.1909 1.1909 1.1811 1.1968
PP 1.1808 1.1808 1.1808 1.1837
S1 1.1690 1.1690 1.1771 1.1749
S2 1.1588 1.1588 1.1751
S3 1.1369 1.1470 1.1731
S4 1.1149 1.1251 1.1670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1892 1.1719 0.0173 1.5% 0.0094 0.8% 51% False False 203,755
10 1.1926 1.1707 0.0220 1.9% 0.0101 0.9% 46% False False 219,084
20 1.1926 1.1392 0.0535 4.5% 0.0097 0.8% 78% False False 222,010
40 1.1926 1.1190 0.0737 6.2% 0.0089 0.8% 84% False False 198,173
60 1.1926 1.0896 0.1031 8.7% 0.0092 0.8% 88% False False 160,037
80 1.1926 1.0763 0.1163 9.9% 0.0089 0.8% 90% False False 120,199
100 1.1926 1.0763 0.1163 9.9% 0.0093 0.8% 90% False False 96,249
120 1.1926 1.0701 0.1226 10.4% 0.0102 0.9% 90% False False 80,317
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2214
2.618 1.2083
1.618 1.2002
1.000 1.1953
0.618 1.1922
HIGH 1.1872
0.618 1.1841
0.500 1.1832
0.382 1.1822
LOW 1.1792
0.618 1.1742
1.000 1.1711
1.618 1.1661
2.618 1.1581
4.250 1.1449
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 1.1832 1.1803
PP 1.1823 1.1799
S1 1.1815 1.1796

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

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