CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 1.0835 1.0882 0.0047 0.4% 1.1000
High 1.0881 1.0924 0.0043 0.4% 1.1000
Low 1.0824 1.0867 0.0044 0.4% 1.0824
Close 1.0878 1.0894 0.0016 0.1% 1.0894
Range 0.0058 0.0057 -0.0001 -1.7% 0.0177
ATR 0.0090 0.0087 -0.0002 -2.6% 0.0000
Volume 632 74 -558 -88.3% 1,544
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 1.1064 1.1035 1.0925
R3 1.1008 1.0979 1.0909
R2 1.0951 1.0951 1.0904
R1 1.0922 1.0922 1.0899 1.0937
PP 1.0895 1.0895 1.0895 1.0902
S1 1.0866 1.0866 1.0888 1.0880
S2 1.0838 1.0838 1.0883
S3 1.0782 1.0809 1.0878
S4 1.0725 1.0753 1.0862
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 1.1435 1.1341 1.0991
R3 1.1259 1.1164 1.0942
R2 1.1082 1.1082 1.0926
R1 1.0988 1.0988 1.0910 1.0947
PP 1.0906 1.0906 1.0906 1.0885
S1 1.0811 1.0811 1.0877 1.0770
S2 1.0729 1.0729 1.0861
S3 1.0553 1.0635 1.0845
S4 1.0376 1.0458 1.0796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1000 1.0824 0.0177 1.6% 0.0060 0.5% 40% False False 308
10 1.1072 1.0824 0.0249 2.3% 0.0067 0.6% 28% False False 219
20 1.1072 1.0789 0.0284 2.6% 0.0067 0.6% 37% False False 137
40 1.1330 1.0730 0.0600 5.5% 0.0104 1.0% 27% False False 129
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1164
2.618 1.1071
1.618 1.1015
1.000 1.0980
0.618 1.0958
HIGH 1.0924
0.618 1.0902
0.500 1.0895
0.382 1.0889
LOW 1.0867
0.618 1.0832
1.000 1.0811
1.618 1.0776
2.618 1.0719
4.250 1.0627
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 1.0895 1.0887
PP 1.0895 1.0880
S1 1.0894 1.0874

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

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