CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 1.1918 1.1855 -0.0063 -0.5% 1.1800
High 1.1932 1.1867 -0.0065 -0.5% 1.1924
Low 1.1825 1.1791 -0.0034 -0.3% 1.1766
Close 1.1828 1.1859 0.0031 0.3% 1.1895
Range 0.0107 0.0077 -0.0031 -28.5% 0.0158
ATR 0.0095 0.0093 -0.0001 -1.4% 0.0000
Volume 241,988 219,832 -22,156 -9.2% 1,032,292
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2068 1.2040 1.1901
R3 1.1992 1.1963 1.1880
R2 1.1915 1.1915 1.1873
R1 1.1887 1.1887 1.1866 1.1901
PP 1.1839 1.1839 1.1839 1.1846
S1 1.1810 1.1810 1.1851 1.1825
S2 1.1762 1.1762 1.1844
S3 1.1686 1.1734 1.1837
S4 1.1609 1.1657 1.1816
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2335 1.2273 1.1981
R3 1.2177 1.2115 1.1938
R2 1.2019 1.2019 1.1923
R1 1.1957 1.1957 1.1909 1.1988
PP 1.1861 1.1861 1.1861 1.1877
S1 1.1799 1.1799 1.1880 1.1830
S2 1.1703 1.1703 1.1866
S3 1.1545 1.1641 1.1851
S4 1.1387 1.1483 1.1808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2015 1.1791 0.0225 1.9% 0.0097 0.8% 30% False True 232,408
10 1.2015 1.1759 0.0257 2.2% 0.0095 0.8% 39% False False 215,366
20 1.2015 1.1719 0.0296 2.5% 0.0091 0.8% 47% False False 204,222
40 1.2015 1.1270 0.0745 6.3% 0.0092 0.8% 79% False False 211,004
60 1.2015 1.1190 0.0826 7.0% 0.0092 0.8% 81% False False 200,190
80 1.2015 1.0803 0.1213 10.2% 0.0091 0.8% 87% False False 158,410
100 1.2015 1.0763 0.1252 10.6% 0.0089 0.7% 88% False False 126,836
120 1.2015 1.0701 0.1315 11.1% 0.0099 0.8% 88% False False 105,799
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2192
2.618 1.2067
1.618 1.1991
1.000 1.1944
0.618 1.1914
HIGH 1.1867
0.618 1.1838
0.500 1.1829
0.382 1.1820
LOW 1.1791
0.618 1.1743
1.000 1.1714
1.618 1.1667
2.618 1.1590
4.250 1.1465
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 1.1849 1.1903
PP 1.1839 1.1888
S1 1.1829 1.1873

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

View Archives - Comment on this page... - Back to Index of Symbols