CME Euro FX (E) Future December 2020

Trading Metrics calculated at close of trading on 24-Apr-2020

Day Change Summary
	Previous	Current
	23-Apr-2020	24-Apr-2020	Change	Change %	Previous Week
Open	1.0855	1.0800	-0.0055	-0.5%	1.0956
High	1.0904	1.0885	-0.0020	-0.2%	1.0957
Low	1.0816	1.0789	-0.0028	-0.3%	1.0789
Close	1.0845	1.0860	0.0015	0.1%	1.0860
Range	0.0088	0.0096	0.0008	9.1%	0.0169
ATR	0.0102	0.0102	0.0000	-0.4%	0.0000
Volume	152	75	-77	-50.7%	333

Daily Pivots for day following 24-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1132	1.1092	1.0912
R3	1.1036	1.0996	1.0886
R2	1.0940	1.0940	1.0877
R1	1.0900	1.0900	1.0868	1.0920
PP	1.0844	1.0844	1.0844	1.0854
S1	1.0804	1.0804	1.0851	1.0824
S2	1.0748	1.0748	1.0842
S3	1.0652	1.0708	1.0833
S4	1.0556	1.0612	1.0807

Weekly Pivots for week ending 24-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1374	1.1285	1.0952
R3	1.1205	1.1117	1.0906
R2	1.1037	1.1037	1.0890
R1	1.0948	1.0948	1.0875	1.0908
PP	1.0868	1.0868	1.0868	1.0848
S1	1.0780	1.0780	1.0844	1.0740
S2	1.0700	1.0700	1.0829
S3	1.0531	1.0611	1.0813
S4	1.0363	1.0443	1.0767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0957	1.0789	0.0169	1.6%	0.0073	0.7%	42%	False	True	66
10	1.1055	1.0789	0.0267	2.5%	0.0066	0.6%	27%	False	True	56
20	1.1243	1.0789	0.0455	4.2%	0.0089	0.8%	16%	False	True	75
40	1.1601	1.0730	0.0871	8.0%	0.0115	1.1%	15%	False	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1293
2.618	1.1136
1.618	1.1040
1.000	1.0981
0.618	1.0944
HIGH	1.0885
0.618	1.0848
0.500	1.0837
0.382	1.0825
LOW	1.0789
0.618	1.0729
1.000	1.0693
1.618	1.0633
2.618	1.0537
4.250	1.0381

Fisher Pivots for day following 24-Apr-2020
Pivot	1 day	3 day
R1	1.0852	1.0866
PP	1.0844	1.0864
S1	1.0837	1.0862

Download as Excel Spreadsheet

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

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