CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 1.0885 1.0907 0.0023 0.2% 1.1000
High 1.0896 1.0935 0.0039 0.4% 1.1000
Low 1.0856 1.0841 -0.0016 -0.1% 1.0824
Close 1.0861 1.0905 0.0044 0.4% 1.0894
Range 0.0040 0.0094 0.0054 135.0% 0.0177
ATR 0.0084 0.0085 0.0001 0.8% 0.0000
Volume 302 127 -175 -57.9% 1,544
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 1.1175 1.1134 1.0956
R3 1.1081 1.1040 1.0930
R2 1.0987 1.0987 1.0922
R1 1.0946 1.0946 1.0913 1.0920
PP 1.0893 1.0893 1.0893 1.0880
S1 1.0852 1.0852 1.0896 1.0826
S2 1.0799 1.0799 1.0887
S3 1.0705 1.0758 1.0879
S4 1.0611 1.0664 1.0853
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 1.0935 1.0824 0.0111 1.0% 0.0058 0.5% 73% True False 369
10 1.1072 1.0824 0.0249 2.3% 0.0070 0.6% 33% False False 251
20 1.1072 1.0789 0.0284 2.6% 0.0067 0.6% 41% False False 159
40 1.1297 1.0730 0.0567 5.2% 0.0101 0.9% 31% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1334
2.618 1.1181
1.618 1.1087
1.000 1.1029
0.618 1.0993
HIGH 1.0935
0.618 1.0899
0.500 1.0888
0.382 1.0876
LOW 1.0841
0.618 1.0782
1.000 1.0747
1.618 1.0688
2.618 1.0594
4.250 1.0441
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 1.0899 1.0899
PP 1.0893 1.0893
S1 1.0888 1.0888

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

View Archives - Comment on this page... - Back to Index of Symbols