CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 1.0945 1.0878 -0.0067 -0.6% 1.1125
High 1.1038 1.0929 -0.0109 -1.0% 1.1240
Low 1.0903 1.0854 -0.0049 -0.4% 1.0854
Close 1.0927 1.0888 -0.0039 -0.4% 1.0888
Range 0.0135 0.0075 -0.0060 -44.4% 0.0386
ATR 0.0143 0.0138 -0.0005 -3.4% 0.0000
Volume 79 71 -8 -10.1% 382
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1115 1.1076 1.0929
R3 1.1040 1.1001 1.0908
R2 1.0965 1.0965 1.0901
R1 1.0926 1.0926 1.0894 1.0946
PP 1.0890 1.0890 1.0890 1.0900
S1 1.0851 1.0851 1.0881 1.0871
S2 1.0815 1.0815 1.0874
S3 1.0740 1.0776 1.0867
S4 1.0665 1.0701 1.0846
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2152 1.1906 1.1100
R3 1.1766 1.1520 1.0994
R2 1.1380 1.1380 1.0958
R1 1.1134 1.1134 1.0923 1.1064
PP 1.0994 1.0994 1.0994 1.0959
S1 1.0748 1.0748 1.0852 1.0678
S2 1.0608 1.0608 1.0817
S3 1.0222 1.0362 1.0781
S4 0.9836 0.9976 1.0675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1240 1.0854 0.0386 3.5% 0.0118 1.1% 9% False True 76
10 1.1243 1.0730 0.0513 4.7% 0.0125 1.1% 31% False False 90
20 1.1601 1.0730 0.0871 8.0% 0.0153 1.4% 18% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0032
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1248
2.618 1.1125
1.618 1.1050
1.000 1.1004
0.618 1.0975
HIGH 1.0929
0.618 1.0900
0.500 1.0892
0.382 1.0883
LOW 1.0854
0.618 1.0808
1.000 1.0779
1.618 1.0733
2.618 1.0658
4.250 1.0535
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 1.0892 1.0988
PP 1.0890 1.0954
S1 1.0889 1.0921

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

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