CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 1.1232 1.1239 0.0007 0.1% 1.1490
High 1.1297 1.1330 0.0033 0.3% 1.1601
Low 1.1165 1.1206 0.0041 0.4% 1.1165
Close 1.1183 1.1284 0.0101 0.9% 1.1183
Range 0.0132 0.0125 -0.0008 -5.7% 0.0436
ATR 0.0099 0.0102 0.0003 3.5% 0.0000
Volume 95 169 74 77.9% 611
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.1647 1.1590 1.1352
R3 1.1522 1.1465 1.1318
R2 1.1398 1.1398 1.1307
R1 1.1341 1.1341 1.1295 1.1369
PP 1.1273 1.1273 1.1273 1.1287
S1 1.1216 1.1216 1.1273 1.1245
S2 1.1149 1.1149 1.1261
S3 1.1024 1.1092 1.1250
S4 1.0900 1.0967 1.1216
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 1.1521 1.1165 0.0356 3.2% 0.0144 1.3% 33% False False 119
10 1.1601 1.1165 0.0436 3.9% 0.0116 1.0% 27% False False 109
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 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1859
2.618 1.1656
1.618 1.1531
1.000 1.1455
0.618 1.1407
HIGH 1.1330
0.618 1.1282
0.500 1.1268
0.382 1.1253
LOW 1.1206
0.618 1.1129
1.000 1.1081
1.618 1.1004
2.618 1.0880
4.250 1.0676
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 1.1279 1.1295
PP 1.1273 1.1292
S1 1.1268 1.1288

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

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