CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 1.0897 1.0858 -0.0039 -0.4% 1.0890
High 1.0976 1.0877 -0.0099 -0.9% 1.1072
Low 1.0881 1.0838 -0.0044 -0.4% 1.0873
Close 1.0905 1.0858 -0.0048 -0.4% 1.1033
Range 0.0095 0.0040 -0.0056 -58.4% 0.0200
ATR 0.0094 0.0092 -0.0002 -2.0% 0.0000
Volume 11 712 701 6,372.7% 647
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 1.0976 1.0956 1.0879
R3 1.0936 1.0917 1.0868
R2 1.0897 1.0897 1.0865
R1 1.0877 1.0877 1.0861 1.0867
PP 1.0857 1.0857 1.0857 1.0852
S1 1.0838 1.0838 1.0854 1.0828
S2 1.0818 1.0818 1.0850
S3 1.0778 1.0798 1.0847
S4 1.0739 1.0759 1.0836
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 1.0838 0.0235 2.2% 0.0079 0.7% 9% False True 235
10 1.1072 1.0789 0.0284 2.6% 0.0074 0.7% 24% False False 171
20 1.1072 1.0789 0.0284 2.6% 0.0069 0.6% 24% False False 107
40 1.1468 1.0730 0.0738 6.8% 0.0109 1.0% 17% False False 113
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 False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1045
2.618 1.0980
1.618 1.0941
1.000 1.0917
0.618 1.0901
HIGH 1.0877
0.618 1.0862
0.500 1.0857
0.382 1.0853
LOW 1.0838
0.618 1.0813
1.000 1.0798
1.618 1.0774
2.618 1.0734
4.250 1.0670
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 1.0857 1.0919
PP 1.0857 1.0898
S1 1.0857 1.0878

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

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