CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 1.1254 1.1385 0.0131 1.2% 1.1193
High 1.1412 1.1428 0.0016 0.1% 1.1428
Low 1.1245 1.1328 0.0084 0.7% 1.1150
Close 1.1399 1.1343 -0.0057 -0.5% 1.1343
Range 0.0168 0.0100 -0.0068 -40.6% 0.0278
ATR 0.0088 0.0089 0.0001 0.9% 0.0000
Volume 542 118 -424 -78.2% 882
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1665 1.1603 1.1397
R3 1.1565 1.1504 1.1370
R2 1.1466 1.1466 1.1361
R1 1.1404 1.1404 1.1352 1.1385
PP 1.1366 1.1366 1.1366 1.1357
S1 1.1305 1.1305 1.1333 1.1286
S2 1.1267 1.1267 1.1324
S3 1.1167 1.1205 1.1315
S4 1.1068 1.1106 1.1288
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2141 1.2020 1.1495
R3 1.1863 1.1742 1.1419
R2 1.1585 1.1585 1.1393
R1 1.1464 1.1464 1.1368 1.1524
PP 1.1307 1.1307 1.1307 1.1337
S1 1.1186 1.1186 1.1317 1.1246
S2 1.1029 1.1029 1.1292
S3 1.0751 1.0908 1.1266
S4 1.0473 1.0630 1.1190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1428 1.1150 0.0278 2.5% 0.0096 0.8% 69% True False 176
10 1.1428 1.0920 0.0508 4.5% 0.0089 0.8% 83% True False 118
20 1.1428 1.0826 0.0602 5.3% 0.0079 0.7% 86% True False 116
40 1.1428 1.0789 0.0639 5.6% 0.0074 0.7% 87% True False 125
60 1.1428 1.0730 0.0698 6.1% 0.0098 0.9% 88% True False 124
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1850
2.618 1.1688
1.618 1.1588
1.000 1.1527
0.618 1.1489
HIGH 1.1428
0.618 1.1389
0.500 1.1378
0.382 1.1366
LOW 1.1328
0.618 1.1267
1.000 1.1229
1.618 1.1167
2.618 1.1068
4.250 1.0905
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 1.1378 1.1336
PP 1.1366 1.1330
S1 1.1354 1.1324

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

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