CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 21-Apr-2020
Day Change Summary
Previous Current
20-Apr-2020 21-Apr-2020 Change Change % Previous Week
Open 1.0956 1.0925 -0.0032 -0.3% 1.1000
High 1.0957 1.0941 -0.0016 -0.1% 1.1055
Low 1.0912 1.0882 -0.0030 -0.3% 1.0885
Close 1.0927 1.0915 -0.0012 -0.1% 1.0934
Range 0.0046 0.0059 0.0014 29.7% 0.0171
ATR 0.0109 0.0105 -0.0004 -3.3% 0.0000
Volume 55 12 -43 -78.2% 233
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1090 1.1061 1.0947
R3 1.1031 1.1002 1.0931
R2 1.0972 1.0972 1.0926
R1 1.0943 1.0943 1.0920 1.0928
PP 1.0913 1.0913 1.0913 1.0905
S1 1.0884 1.0884 1.0910 1.0869
S2 1.0854 1.0854 1.0904
S3 1.0795 1.0825 1.0899
S4 1.0736 1.0766 1.0883
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 1.1001 1.0882 0.0119 1.1% 0.0054 0.5% 28% False True 59
10 1.1055 1.0868 0.0188 1.7% 0.0069 0.6% 25% False False 52
20 1.1243 1.0852 0.0392 3.6% 0.0089 0.8% 16% False False 67
40 1.1601 1.0730 0.0871 8.0% 0.0111 1.0% 21% 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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1192
2.618 1.1095
1.618 1.1036
1.000 1.1000
0.618 1.0977
HIGH 1.0941
0.618 1.0918
0.500 1.0912
0.382 1.0905
LOW 1.0882
0.618 1.0846
1.000 1.0823
1.618 1.0787
2.618 1.0728
4.250 1.0631
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 1.0914 1.0920
PP 1.0913 1.0918
S1 1.0912 1.0917

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

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