CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 17-Apr-2020
Day Change Summary
Previous Current
16-Apr-2020 17-Apr-2020 Change Change % Previous Week
Open 1.0917 1.0945 0.0029 0.3% 1.1000
High 1.0917 1.0955 0.0038 0.3% 1.1055
Low 1.0891 1.0885 -0.0006 -0.1% 1.0885
Close 1.0914 1.0934 0.0020 0.2% 1.0934
Range 0.0027 0.0071 0.0044 166.0% 0.0171
ATR 0.0117 0.0113 -0.0003 -2.8% 0.0000
Volume 93 44 -49 -52.7% 233
Daily Pivots for day following 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1136 1.1106 1.0973
R3 1.1066 1.1035 1.0953
R2 1.0995 1.0995 1.0947
R1 1.0965 1.0965 1.0940 1.0945
PP 1.0925 1.0925 1.0925 1.0915
S1 1.0894 1.0894 1.0928 1.0874
S2 1.0854 1.0854 1.0921
S3 1.0784 1.0824 1.0915
S4 1.0713 1.0753 1.0895
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1469 1.1372 1.1028
R3 1.1299 1.1202 1.0981
R2 1.1128 1.1128 1.0965
R1 1.1031 1.1031 1.0950 1.0995
PP 1.0958 1.0958 1.0958 1.0940
S1 1.0861 1.0861 1.0918 1.0824
S2 1.0787 1.0787 1.0903
S3 1.0617 1.0690 1.0887
S4 1.0446 1.0520 1.0840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1055 1.0885 0.0171 1.6% 0.0060 0.5% 29% False True 46
10 1.1055 1.0852 0.0204 1.9% 0.0071 0.6% 41% False False 53
20 1.1243 1.0730 0.0513 4.7% 0.0103 0.9% 40% False False 76
40 1.1601 1.0730 0.0871 8.0% 0.0111 1.0% 23% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1255
2.618 1.1140
1.618 1.1069
1.000 1.1026
0.618 1.0999
HIGH 1.0955
0.618 1.0928
0.500 1.0920
0.382 1.0911
LOW 1.0885
0.618 1.0841
1.000 1.0814
1.618 1.0770
2.618 1.0700
4.250 1.0585
Fisher Pivots for day following 17-Apr-2020
Pivot 1 day 3 day
R1 1.0929 1.0943
PP 1.0925 1.0940
S1 1.0920 1.0937

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

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