CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 1.0882 1.0885 0.0003 0.0% 1.1000
High 1.0924 1.0896 -0.0028 -0.3% 1.1000
Low 1.0867 1.0856 -0.0011 -0.1% 1.0824
Close 1.0894 1.0861 -0.0033 -0.3% 1.0894
Range 0.0057 0.0040 -0.0017 -29.2% 0.0177
ATR 0.0087 0.0084 -0.0003 -3.9% 0.0000
Volume 74 302 228 308.1% 1,544
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 1.0991 1.0966 1.0883
R3 1.0951 1.0926 1.0872
R2 1.0911 1.0911 1.0868
R1 1.0886 1.0886 1.0864 1.0878
PP 1.0871 1.0871 1.0871 1.0867
S1 1.0846 1.0846 1.0857 1.0838
S2 1.0831 1.0831 1.0853
S3 1.0791 1.0806 1.0850
S4 1.0751 1.0766 1.0839
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 1.0976 1.0824 0.0153 1.4% 0.0058 0.5% 24% False False 346
10 1.1072 1.0824 0.0249 2.3% 0.0067 0.6% 15% False False 243
20 1.1072 1.0789 0.0284 2.6% 0.0066 0.6% 25% False False 152
40 1.1330 1.0730 0.0600 5.5% 0.0101 0.9% 22% False False 134
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1066
2.618 1.1001
1.618 1.0961
1.000 1.0936
0.618 1.0921
HIGH 1.0896
0.618 1.0881
0.500 1.0876
0.382 1.0871
LOW 1.0856
0.618 1.0831
1.000 1.0816
1.618 1.0791
2.618 1.0751
4.250 1.0686
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 1.0876 1.0874
PP 1.0871 1.0869
S1 1.0866 1.0865

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.