CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 09-Apr-2020
Day Change Summary
Previous Current
08-Apr-2020 09-Apr-2020 Change Change % Previous Week
Open 1.0955 1.0948 -0.0007 -0.1% 1.1125
High 1.0962 1.1022 0.0060 0.5% 1.1240
Low 1.0913 1.0922 0.0009 0.1% 1.0854
Close 1.0941 1.1013 0.0072 0.7% 1.0888
Range 0.0049 0.0100 0.0051 104.1% 0.0386
ATR 0.0128 0.0126 -0.0002 -1.6% 0.0000
Volume 64 31 -33 -51.6% 382
Daily Pivots for day following 09-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1285 1.1249 1.1068
R3 1.1185 1.1149 1.1040
R2 1.1085 1.1085 1.1031
R1 1.1049 1.1049 1.1022 1.1067
PP 1.0985 1.0985 1.0985 1.0994
S1 1.0949 1.0949 1.1003 1.0967
S2 1.0885 1.0885 1.0994
S3 1.0785 1.0849 1.0985
S4 1.0685 1.0749 1.0958
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 1.1022 1.0852 0.0170 1.5% 0.0082 0.7% 95% True False 60
10 1.1243 1.0852 0.0392 3.6% 0.0111 1.0% 41% False False 93
20 1.1330 1.0730 0.0600 5.4% 0.0140 1.3% 47% False False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1447
2.618 1.1283
1.618 1.1183
1.000 1.1122
0.618 1.1083
HIGH 1.1022
0.618 1.0983
0.500 1.0972
0.382 1.0960
LOW 1.0922
0.618 1.0860
1.000 1.0822
1.618 1.0760
2.618 1.0660
4.250 1.0497
Fisher Pivots for day following 09-Apr-2020
Pivot 1 day 3 day
R1 1.0999 1.0990
PP 1.0985 1.0967
S1 1.0972 1.0945

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

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