CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 1.1426 1.1335 -0.0092 -0.8% 1.1206
High 1.1468 1.1426 -0.0042 -0.4% 1.1452
Low 1.1370 1.1190 -0.0180 -1.6% 1.1195
Close 1.1387 1.1275 -0.0112 -1.0% 1.1435
Range 0.0098 0.0236 0.0138 140.8% 0.0258
ATR 0.0085 0.0096 0.0011 12.6% 0.0000
Volume 49 36 -13 -26.5% 517
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2005 1.1876 1.1405
R3 1.1769 1.1640 1.1340
R2 1.1533 1.1533 1.1318
R1 1.1404 1.1404 1.1297 1.1350
PP 1.1297 1.1297 1.1297 1.1270
S1 1.1168 1.1168 1.1253 1.1114
S2 1.1061 1.1061 1.1232
S3 1.0825 1.0932 1.1210
S4 1.0589 1.0696 1.1145
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2133 1.2042 1.1577
R3 1.1876 1.1784 1.1506
R2 1.1618 1.1618 1.1482
R1 1.1527 1.1527 1.1459 1.1572
PP 1.1361 1.1361 1.1361 1.1383
S1 1.1269 1.1269 1.1411 1.1315
S2 1.1103 1.1103 1.1388
S3 1.0846 1.1012 1.1364
S4 1.0588 1.0754 1.1293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1601 1.1190 0.0412 3.6% 0.0134 1.2% 21% False True 120
10 1.1601 1.1115 0.0486 4.3% 0.0112 1.0% 33% False False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2429
2.618 1.2043
1.618 1.1807
1.000 1.1662
0.618 1.1571
HIGH 1.1426
0.618 1.1335
0.500 1.1308
0.382 1.1280
LOW 1.1190
0.618 1.1044
1.000 1.0954
1.618 1.0808
2.618 1.0572
4.250 1.0187
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 1.1308 1.1355
PP 1.1297 1.1329
S1 1.1286 1.1302

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

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