CME Euro FX (E) Future December 2020

Trading Metrics calculated at close of trading on 27-Apr-2020

Day Change Summary
	Previous	Current
	24-Apr-2020	27-Apr-2020	Change	Change %	Previous Week
Open	1.0800	1.0890	0.0090	0.8%	1.0956
High	1.0885	1.0918	0.0034	0.3%	1.0957
Low	1.0789	1.0878	0.0090	0.8%	1.0789
Close	1.0860	1.0892	0.0032	0.3%	1.0860
Range	0.0096	0.0040	-0.0056	-58.3%	0.0169
ATR	0.0102	0.0099	-0.0003	-3.0%	0.0000
Volume	75	54	-21	-28.0%	333

Daily Pivots for day following 27-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1016	1.0994	1.0914
R3	1.0976	1.0954	1.0903
R2	1.0936	1.0936	1.0899
R1	1.0914	1.0914	1.0895	1.0925
PP	1.0896	1.0896	1.0896	1.0901
S1	1.0874	1.0874	1.0888	1.0885
S2	1.0856	1.0856	1.0884
S3	1.0816	1.0834	1.0881
S4	1.0776	1.0794	1.0870

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	1.0943	1.0789	0.0155	1.4%	0.0072	0.7%	67%	False	False	66
10	1.1055	1.0789	0.0267	2.4%	0.0064	0.6%	39%	False	False	62
20	1.1240	1.0789	0.0452	4.1%	0.0081	0.7%	23%	False	False	61
40	1.1601	1.0730	0.0871	8.0%	0.0114	1.0%	19%	False	False	101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1088
2.618	1.1023
1.618	1.0983
1.000	1.0958
0.618	1.0943
HIGH	1.0918
0.618	1.0903
0.500	1.0898
0.382	1.0893
LOW	1.0878
0.618	1.0853
1.000	1.0838
1.618	1.0813
2.618	1.0773
4.250	1.0708

Fisher Pivots for day following 27-Apr-2020
Pivot	1 day	3 day
R1	1.0898	1.0879
PP	1.0896	1.0866
S1	1.0894	1.0853

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