CME Euro FX (E) Future September 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 1.1805 1.1820 0.0015 0.1% 1.1841
High 1.1918 1.1874 -0.0044 -0.4% 1.1918
Low 1.1801 1.1820 0.0019 0.2% 1.1753
Close 1.1826 1.1831 0.0005 0.0% 1.1831
Range 0.0117 0.0055 -0.0063 -53.4% 0.0165
ATR 0.0094 0.0091 -0.0003 -3.0% 0.0000
Volume 488,178 107,143 -381,035 -78.1% 1,407,837
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2005 1.1973 1.1861
R3 1.1951 1.1918 1.1846
R2 1.1896 1.1896 1.1841
R1 1.1864 1.1864 1.1836 1.1880
PP 1.1842 1.1842 1.1842 1.1850
S1 1.1809 1.1809 1.1826 1.1825
S2 1.1787 1.1787 1.1821
S3 1.1733 1.1755 1.1816
S4 1.1678 1.1700 1.1801
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2329 1.2245 1.1922
R3 1.2164 1.2080 1.1876
R2 1.1999 1.1999 1.1861
R1 1.1915 1.1915 1.1846 1.1875
PP 1.1834 1.1834 1.1834 1.1814
S1 1.1750 1.1750 1.1816 1.1710
S2 1.1669 1.1669 1.1801
S3 1.1504 1.1585 1.1786
S4 1.1339 1.1420 1.1740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1918 1.1753 0.0165 1.4% 0.0085 0.7% 47% False False 325,687
10 1.2015 1.1753 0.0262 2.2% 0.0091 0.8% 30% False False 279,047
20 1.2015 1.1753 0.0262 2.2% 0.0089 0.8% 30% False False 234,705
40 1.2015 1.1392 0.0624 5.3% 0.0093 0.8% 70% False False 228,358
60 1.2015 1.1190 0.0826 7.0% 0.0089 0.8% 78% False False 210,350
80 1.2015 1.0896 0.1120 9.5% 0.0091 0.8% 84% False False 178,704
100 1.2015 1.0763 0.1252 10.6% 0.0089 0.8% 85% False False 143,101
120 1.2015 1.0763 0.1252 10.6% 0.0092 0.8% 85% False False 119,325
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2106
2.618 1.2017
1.618 1.1962
1.000 1.1929
0.618 1.1908
HIGH 1.1874
0.618 1.1853
0.500 1.1847
0.382 1.1840
LOW 1.1820
0.618 1.1786
1.000 1.1765
1.618 1.1731
2.618 1.1677
4.250 1.1588
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 1.1847 1.1836
PP 1.1842 1.1834
S1 1.1836 1.1833

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

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