CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 06-Apr-2020
Day Change Summary
Previous Current
03-Apr-2020 06-Apr-2020 Change Change % Previous Week
Open 1.0878 1.0892 0.0014 0.1% 1.1125
High 1.0929 1.0903 -0.0026 -0.2% 1.1240
Low 1.0854 1.0852 -0.0003 0.0% 1.0854
Close 1.0888 1.0875 -0.0013 -0.1% 1.0888
Range 0.0075 0.0052 -0.0024 -31.3% 0.0386
ATR 0.0138 0.0132 -0.0006 -4.5% 0.0000
Volume 71 3 -68 -95.8% 382
Daily Pivots for day following 06-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1031 1.1005 1.0903
R3 1.0980 1.0953 1.0889
R2 1.0928 1.0928 1.0884
R1 1.0902 1.0902 1.0880 1.0889
PP 1.0877 1.0877 1.0877 1.0870
S1 1.0850 1.0850 1.0870 1.0838
S2 1.0825 1.0825 1.0866
S3 1.0774 1.0799 1.0861
S4 1.0722 1.0747 1.0847
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 1.1141 1.0852 0.0290 2.7% 0.0101 0.9% 8% False True 36
10 1.1243 1.0852 0.0392 3.6% 0.0110 1.0% 6% False True 82
20 1.1521 1.0730 0.0791 7.3% 0.0149 1.4% 18% False False 125
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1122
2.618 1.1038
1.618 1.0986
1.000 1.0955
0.618 1.0935
HIGH 1.0903
0.618 1.0883
0.500 1.0877
0.382 1.0871
LOW 1.0852
0.618 1.0820
1.000 1.0800
1.618 1.0768
2.618 1.0717
4.250 1.0633
Fisher Pivots for day following 06-Apr-2020
Pivot 1 day 3 day
R1 1.0877 1.0945
PP 1.0877 1.0922
S1 1.0876 1.0898

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

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