CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 1.0909 1.0923 0.0015 0.1% 1.0956
High 1.0946 1.0936 -0.0010 -0.1% 1.0957
Low 1.0873 1.0886 0.0013 0.1% 1.0789
Close 1.0895 1.0928 0.0033 0.3% 1.0860
Range 0.0074 0.0051 -0.0023 -31.3% 0.0169
ATR 0.0097 0.0093 -0.0003 -3.4% 0.0000
Volume 48 204 156 325.0% 333
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.1068 1.1048 1.0955
R3 1.1017 1.0998 1.0941
R2 1.0967 1.0967 1.0937
R1 1.0947 1.0947 1.0932 1.0957
PP 1.0916 1.0916 1.0916 1.0921
S1 1.0897 1.0897 1.0923 1.0907
S2 1.0866 1.0866 1.0918
S3 1.0815 1.0846 1.0914
S4 1.0765 1.0796 1.0900
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 1.0946 1.0789 0.0158 1.4% 0.0070 0.6% 88% False False 106
10 1.0957 1.0789 0.0169 1.5% 0.0063 0.6% 82% False False 77
20 1.1121 1.0789 0.0333 3.0% 0.0075 0.7% 42% False False 62
40 1.1601 1.0730 0.0871 8.0% 0.0111 1.0% 23% False False 101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1151
2.618 1.1068
1.618 1.1018
1.000 1.0987
0.618 1.0967
HIGH 1.0936
0.618 1.0917
0.500 1.0911
0.382 1.0905
LOW 1.0886
0.618 1.0854
1.000 1.0835
1.618 1.0804
2.618 1.0753
4.250 1.0671
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 1.0922 1.0921
PP 1.0916 1.0915
S1 1.0911 1.0909

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

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