CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 1.1868 1.1800 -0.0069 -0.6% 1.1850
High 1.1888 1.1856 -0.0033 -0.3% 1.1973
Low 1.1759 1.1790 0.0031 0.3% 1.1759
Close 1.1794 1.1798 0.0004 0.0% 1.1794
Range 0.0130 0.0066 -0.0064 -49.0% 0.0215
ATR 0.0094 0.0092 -0.0002 -2.1% 0.0000
Volume 195,602 140,117 -55,485 -28.4% 954,074
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2012 1.1971 1.1834
R3 1.1946 1.1905 1.1816
R2 1.1880 1.1880 1.1810
R1 1.1839 1.1839 1.1804 1.1827
PP 1.1814 1.1814 1.1814 1.1808
S1 1.1773 1.1773 1.1791 1.1761
S2 1.1748 1.1748 1.1785
S3 1.1682 1.1707 1.1779
S4 1.1616 1.1641 1.1761
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2485 1.2354 1.1911
R3 1.2271 1.2139 1.1852
R2 1.2056 1.2056 1.1833
R1 1.1925 1.1925 1.1813 1.1883
PP 1.1842 1.1842 1.1842 1.1821
S1 1.1710 1.1710 1.1774 1.1669
S2 1.1627 1.1627 1.1754
S3 1.1413 1.1496 1.1735
S4 1.1198 1.1281 1.1676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1973 1.1759 0.0215 1.8% 0.0097 0.8% 18% False False 193,039
10 1.1973 1.1719 0.0254 2.2% 0.0088 0.7% 31% False False 186,793
20 1.1973 1.1707 0.0267 2.3% 0.0095 0.8% 34% False False 205,458
40 1.1973 1.1202 0.0771 6.5% 0.0090 0.8% 77% False False 203,138
60 1.1973 1.1126 0.0847 7.2% 0.0092 0.8% 79% False False 180,481
80 1.1973 1.0797 0.1176 10.0% 0.0089 0.8% 85% False False 135,735
100 1.1973 1.0763 0.1210 10.3% 0.0089 0.8% 85% False False 108,681
120 1.1973 1.0701 0.1273 10.8% 0.0102 0.9% 86% False False 90,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2136
2.618 1.2028
1.618 1.1962
1.000 1.1922
0.618 1.1896
HIGH 1.1856
0.618 1.1830
0.500 1.1823
0.382 1.1815
LOW 1.1790
0.618 1.1749
1.000 1.1724
1.618 1.1683
2.618 1.1617
4.250 1.1509
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 1.1823 1.1823
PP 1.1814 1.1815
S1 1.1806 1.1806

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

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