CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 1.0858 1.0835 -0.0023 -0.2% 1.0890
High 1.0877 1.0881 0.0004 0.0% 1.1072
Low 1.0838 1.0824 -0.0014 -0.1% 1.0873
Close 1.0858 1.0878 0.0021 0.2% 1.1033
Range 0.0040 0.0058 0.0018 45.6% 0.0200
ATR 0.0092 0.0090 -0.0002 -2.7% 0.0000
Volume 712 632 -80 -11.2% 647
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 1.1033 1.1013 1.0910
R3 1.0976 1.0956 1.0894
R2 1.0918 1.0918 1.0889
R1 1.0898 1.0898 1.0883 1.0908
PP 1.0861 1.0861 1.0861 1.0866
S1 1.0841 1.0841 1.0873 1.0851
S2 1.0803 1.0803 1.0867
S3 1.0746 1.0783 1.0862
S4 1.0688 1.0726 1.0846
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 1.0824 0.0249 2.3% 0.0064 0.6% 22% False True 298
10 1.1072 1.0789 0.0284 2.6% 0.0071 0.7% 32% False False 219
20 1.1072 1.0789 0.0284 2.6% 0.0069 0.6% 32% False False 135
40 1.1426 1.0730 0.0696 6.4% 0.0108 1.0% 21% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1125
2.618 1.1032
1.618 1.0974
1.000 1.0939
0.618 1.0917
HIGH 1.0881
0.618 1.0859
0.500 1.0852
0.382 1.0845
LOW 1.0824
0.618 1.0788
1.000 1.0766
1.618 1.0730
2.618 1.0673
4.250 1.0579
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 1.0869 1.0900
PP 1.0861 1.0893
S1 1.0852 1.0885

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

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