CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 1.1851 1.1841 -0.0010 -0.1% 1.1914
High 1.1868 1.1851 -0.0017 -0.1% 1.2015
Low 1.1783 1.1767 -0.0016 -0.1% 1.1783
Close 1.1853 1.1783 -0.0071 -0.6% 1.1853
Range 0.0085 0.0084 -0.0001 -1.2% 0.0233
ATR 0.0093 0.0092 0.0000 -0.5% 0.0000
Volume 220,600 386,505 165,905 75.2% 1,146,375
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2052 1.2001 1.1829
R3 1.1968 1.1917 1.1806
R2 1.1884 1.1884 1.1798
R1 1.1833 1.1833 1.1790 1.1817
PP 1.1800 1.1800 1.1800 1.1792
S1 1.1749 1.1749 1.1775 1.1733
S2 1.1716 1.1716 1.1767
S3 1.1632 1.1665 1.1759
S4 1.1548 1.1581 1.1736
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2581 1.2450 1.1981
R3 1.2349 1.2217 1.1917
R2 1.2116 1.2116 1.1896
R1 1.1985 1.1985 1.1874 1.1934
PP 1.1884 1.1884 1.1884 1.1858
S1 1.1752 1.1752 1.1832 1.1702
S2 1.1651 1.1651 1.1810
S3 1.1419 1.1520 1.1789
S4 1.1186 1.1287 1.1725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2015 1.1767 0.0249 2.1% 0.0093 0.8% 6% False True 266,538
10 1.2015 1.1766 0.0250 2.1% 0.0092 0.8% 7% False False 242,505
20 1.2015 1.1719 0.0296 2.5% 0.0090 0.8% 21% False False 214,649
40 1.2015 1.1341 0.0675 5.7% 0.0092 0.8% 66% False False 217,554
60 1.2015 1.1190 0.0826 7.0% 0.0090 0.8% 72% False False 201,833
80 1.2015 1.0817 0.1198 10.2% 0.0091 0.8% 81% False False 165,979
100 1.2015 1.0763 0.1252 10.6% 0.0088 0.8% 81% False False 132,898
120 1.2015 1.0701 0.1315 11.2% 0.0096 0.8% 82% False False 110,841
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2208
2.618 1.2070
1.618 1.1986
1.000 1.1935
0.618 1.1902
HIGH 1.1851
0.618 1.1818
0.500 1.1809
0.382 1.1799
LOW 1.1767
0.618 1.1715
1.000 1.1683
1.618 1.1631
2.618 1.1547
4.250 1.1410
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 1.1809 1.1817
PP 1.1800 1.1806
S1 1.1791 1.1794

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

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