CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 1.1038 1.1000 -0.0038 -0.3% 1.0890
High 1.1072 1.1000 -0.0072 -0.7% 1.1072
Low 1.0997 1.0950 -0.0047 -0.4% 1.0873
Close 1.1033 1.0960 -0.0074 -0.7% 1.1033
Range 0.0076 0.0051 -0.0025 -33.1% 0.0200
ATR 0.0095 0.0094 -0.0001 -0.9% 0.0000
Volume 24 115 91 379.2% 647
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 1.1121 1.1091 1.0987
R3 1.1071 1.1040 1.0973
R2 1.1020 1.1020 1.0969
R1 1.0990 1.0990 1.0964 1.0980
PP 1.0970 1.0970 1.0970 1.0965
S1 1.0939 1.0939 1.0955 1.0929
S2 1.0919 1.0919 1.0950
S3 1.0869 1.0889 1.0946
S4 1.0818 1.0838 1.0932
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 1.1591 1.1512 1.1143
R3 1.1392 1.1312 1.1088
R2 1.1192 1.1192 1.1070
R1 1.1113 1.1113 1.1051 1.1152
PP 1.0993 1.0993 1.0993 1.1012
S1 1.0913 1.0913 1.1015 1.0953
S2 1.0793 1.0793 1.0996
S3 1.0594 1.0714 1.0978
S4 1.0394 1.0514 1.0923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1072 1.0873 0.0200 1.8% 0.0077 0.7% 44% False False 141
10 1.1072 1.0789 0.0284 2.6% 0.0075 0.7% 60% False False 104
20 1.1072 1.0789 0.0284 2.6% 0.0071 0.7% 60% False False 77
40 1.1601 1.0730 0.0871 7.9% 0.0112 1.0% 26% False False 106
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1215
2.618 1.1132
1.618 1.1082
1.000 1.1051
0.618 1.1031
HIGH 1.1000
0.618 1.0981
0.500 1.0975
0.382 1.0969
LOW 1.0950
0.618 1.0918
1.000 1.0899
1.618 1.0868
2.618 1.0817
4.250 1.0735
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 1.0975 1.0981
PP 1.0970 1.0974
S1 1.0965 1.0967

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

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