CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 08-Apr-2020
Day Change Summary
Previous Current
07-Apr-2020 08-Apr-2020 Change Change % Previous Week
Open 1.0950 1.0955 0.0005 0.0% 1.1125
High 1.1002 1.0962 -0.0040 -0.4% 1.1240
Low 1.0868 1.0913 0.0046 0.4% 1.0854
Close 1.0984 1.0941 -0.0043 -0.4% 1.0888
Range 0.0134 0.0049 -0.0085 -63.4% 0.0386
ATR 0.0132 0.0128 -0.0004 -3.3% 0.0000
Volume 132 64 -68 -51.5% 382
Daily Pivots for day following 08-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1086 1.1062 1.0968
R3 1.1037 1.1013 1.0954
R2 1.0988 1.0988 1.0950
R1 1.0964 1.0964 1.0945 1.0952
PP 1.0939 1.0939 1.0939 1.0932
S1 1.0915 1.0915 1.0937 1.0903
S2 1.0890 1.0890 1.0932
S3 1.0841 1.0866 1.0928
S4 1.0792 1.0817 1.0914
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 1.1038 1.0852 0.0187 1.7% 0.0089 0.8% 48% False False 69
10 1.1243 1.0852 0.0392 3.6% 0.0113 1.0% 23% False False 95
20 1.1426 1.0730 0.0696 6.4% 0.0147 1.3% 30% False False 120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1170
2.618 1.1090
1.618 1.1041
1.000 1.1011
0.618 1.0992
HIGH 1.0962
0.618 1.0943
0.500 1.0938
0.382 1.0932
LOW 1.0913
0.618 1.0883
1.000 1.0864
1.618 1.0834
2.618 1.0785
4.250 1.0705
Fisher Pivots for day following 08-Apr-2020
Pivot 1 day 3 day
R1 1.0940 1.0936
PP 1.0939 1.0931
S1 1.0938 1.0927

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

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