CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 1.1000 1.1025 0.0025 0.2% 1.0892
High 1.1040 1.1055 0.0015 0.1% 1.1022
Low 1.0976 1.0988 0.0012 0.1% 1.0852
Close 1.1000 1.1055 0.0055 0.5% 1.1013
Range 0.0064 0.0067 0.0003 4.7% 0.0170
ATR 0.0121 0.0117 -0.0004 -3.2% 0.0000
Volume 0 4 4 230
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1234 1.1211 1.1092
R3 1.1167 1.1144 1.1073
R2 1.1100 1.1100 1.1067
R1 1.1077 1.1077 1.1061 1.1089
PP 1.1033 1.1033 1.1033 1.1038
S1 1.1010 1.1010 1.1049 1.1022
S2 1.0966 1.0966 1.1043
S3 1.0899 1.0943 1.1037
S4 1.0832 1.0876 1.1018
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1472 1.1412 1.1106
R3 1.1302 1.1242 1.1059
R2 1.1132 1.1132 1.1044
R1 1.1072 1.1072 1.1028 1.1102
PP 1.0962 1.0962 1.0962 1.0977
S1 1.0902 1.0902 1.0997 1.0932
S2 1.0792 1.0792 1.0981
S3 1.0622 1.0732 1.0966
S4 1.0452 1.0562 1.0919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1055 1.0868 0.0188 1.7% 0.0083 0.7% 100% True False 46
10 1.1141 1.0852 0.0290 2.6% 0.0092 0.8% 70% False False 41
20 1.1297 1.0730 0.0567 5.1% 0.0134 1.2% 57% False False 107
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1340
2.618 1.1230
1.618 1.1163
1.000 1.1122
0.618 1.1096
HIGH 1.1055
0.618 1.1029
0.500 1.1022
0.382 1.1014
LOW 1.0988
0.618 1.0947
1.000 1.0921
1.618 1.0880
2.618 1.0813
4.250 1.0703
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 1.1044 1.1033
PP 1.1033 1.1011
S1 1.1022 1.0988

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

View Archives - Comment on this page... - Back to Index of Symbols