CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 1.1335 1.1232 -0.0103 -0.9% 1.1490
High 1.1426 1.1297 -0.0129 -1.1% 1.1601
Low 1.1190 1.1165 -0.0025 -0.2% 1.1165
Close 1.1275 1.1183 -0.0092 -0.8% 1.1183
Range 0.0236 0.0132 -0.0104 -44.1% 0.0436
ATR 0.0096 0.0099 0.0003 2.7% 0.0000
Volume 36 95 59 163.9% 611
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1611 1.1529 1.1256
R3 1.1479 1.1397 1.1219
R2 1.1347 1.1347 1.1207
R1 1.1265 1.1265 1.1195 1.1240
PP 1.1215 1.1215 1.1215 1.1203
S1 1.1133 1.1133 1.1171 1.1108
S2 1.1083 1.1083 1.1159
S3 1.0951 1.1001 1.1147
S4 1.0819 1.0869 1.1110
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2624 1.2340 1.1423
R3 1.2188 1.1904 1.1303
R2 1.1752 1.1752 1.1263
R1 1.1468 1.1468 1.1223 1.1392
PP 1.1316 1.1316 1.1316 1.1279
S1 1.1032 1.1032 1.1143 1.0956
S2 1.0880 1.0880 1.1103
S3 1.0444 1.0596 1.1063
S4 1.0008 1.0160 1.0943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1601 1.1165 0.0436 3.9% 0.0146 1.3% 4% False True 122
10 1.1601 1.1165 0.0436 3.9% 0.0117 1.0% 4% False True 112
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1858
2.618 1.1643
1.618 1.1511
1.000 1.1429
0.618 1.1379
HIGH 1.1297
0.618 1.1247
0.500 1.1231
0.382 1.1215
LOW 1.1165
0.618 1.1083
1.000 1.1033
1.618 1.0951
2.618 1.0819
4.250 1.0604
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 1.1231 1.1316
PP 1.1215 1.1272
S1 1.1199 1.1227

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

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