CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 1.1334 1.1383 0.0049 0.4% 1.1193
High 1.1411 1.1466 0.0055 0.5% 1.1428
Low 1.1291 1.1376 0.0085 0.8% 1.1150
Close 1.1394 1.1441 0.0047 0.4% 1.1343
Range 0.0120 0.0090 -0.0030 -25.1% 0.0278
ATR 0.0089 0.0089 0.0000 0.1% 0.0000
Volume 146 317 171 117.1% 882
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1696 1.1658 1.1490
R3 1.1607 1.1569 1.1466
R2 1.1517 1.1517 1.1457
R1 1.1479 1.1479 1.1449 1.1498
PP 1.1428 1.1428 1.1428 1.1437
S1 1.1390 1.1390 1.1433 1.1409
S2 1.1338 1.1338 1.1425
S3 1.1249 1.1300 1.1416
S4 1.1159 1.1211 1.1392
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 1.1466 1.1245 0.0221 1.9% 0.0105 0.9% 89% True False 250
10 1.1466 1.1041 0.0425 3.7% 0.0091 0.8% 94% True False 161
20 1.1466 1.0826 0.0640 5.6% 0.0082 0.7% 96% True False 120
40 1.1466 1.0789 0.0677 5.9% 0.0075 0.7% 96% True False 139
60 1.1466 1.0730 0.0736 6.4% 0.0094 0.8% 97% True False 128
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 1.1846
2.618 1.1700
1.618 1.1610
1.000 1.1555
0.618 1.1521
HIGH 1.1466
0.618 1.1431
0.500 1.1421
0.382 1.1410
LOW 1.1376
0.618 1.1321
1.000 1.1287
1.618 1.1231
2.618 1.1142
4.250 1.0996
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 1.1434 1.1420
PP 1.1428 1.1399
S1 1.1421 1.1378

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

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