CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 03-Mar-2020
Day Change Summary
Previous Current
02-Mar-2020 03-Mar-2020 Change Change % Previous Week
Open 1.1206 1.1262 0.0056 0.5% 1.0985
High 1.1324 1.1348 0.0024 0.2% 1.1196
Low 1.1195 1.1262 0.0068 0.6% 1.0980
Close 1.1315 1.1312 -0.0003 0.0% 1.1189
Range 0.0130 0.0086 -0.0044 -34.0% 0.0216
ATR
Volume 202 31 -171 -84.7% 673
Daily Pivots for day following 03-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1564 1.1523 1.1359
R3 1.1478 1.1438 1.1336
R2 1.1393 1.1393 1.1328
R1 1.1352 1.1352 1.1320 1.1373
PP 1.1307 1.1307 1.1307 1.1317
S1 1.1267 1.1267 1.1304 1.1287
S2 1.1222 1.1222 1.1296
S3 1.1136 1.1181 1.1288
S4 1.1051 1.1096 1.1265
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 1.1769 1.1695 1.1307
R3 1.1553 1.1479 1.1248
R2 1.1337 1.1337 1.1228
R1 1.1263 1.1263 1.1208 1.1300
PP 1.1121 1.1121 1.1121 1.1140
S1 1.1047 1.1047 1.1169 1.1084
S2 1.0905 1.0905 1.1149
S3 1.0689 1.0831 1.1129
S4 1.0473 1.0615 1.1070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1348 1.1043 0.0305 2.7% 0.0083 0.7% 88% True False 143
10 1.1348 1.0971 0.0377 3.3% 0.0058 0.5% 91% True False 98
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1711
2.618 1.1571
1.618 1.1486
1.000 1.1433
0.618 1.1400
HIGH 1.1348
0.618 1.1315
0.500 1.1305
0.382 1.1295
LOW 1.1262
0.618 1.1209
1.000 1.1177
1.618 1.1124
2.618 1.1038
4.250 1.0899
Fisher Pivots for day following 03-Mar-2020
Pivot 1 day 3 day
R1 1.1310 1.1285
PP 1.1307 1.1258
S1 1.1305 1.1231

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

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