CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 1.1263 1.1262 -0.0002 0.0% 1.1215
High 1.1282 1.1330 0.0049 0.4% 1.1394
Low 1.1239 1.1261 0.0022 0.2% 1.1214
Close 1.1270 1.1277 0.0007 0.1% 1.1270
Range 0.0043 0.0070 0.0027 61.6% 0.0180
ATR 0.0089 0.0087 -0.0001 -1.5% 0.0000
Volume 224 357 133 59.4% 1,489
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1498 1.1457 1.1315
R3 1.1428 1.1387 1.1296
R2 1.1359 1.1359 1.1290
R1 1.1318 1.1318 1.1283 1.1338
PP 1.1289 1.1289 1.1289 1.1299
S1 1.1248 1.1248 1.1271 1.1269
S2 1.1220 1.1220 1.1264
S3 1.1150 1.1179 1.1258
S4 1.1081 1.1109 1.1239
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1831 1.1730 1.1369
R3 1.1652 1.1551 1.1319
R2 1.1472 1.1472 1.1303
R1 1.1371 1.1371 1.1286 1.1422
PP 1.1293 1.1293 1.1293 1.1318
S1 1.1192 1.1192 1.1254 1.1242
S2 1.1113 1.1113 1.1237
S3 1.0934 1.1012 1.1221
S4 1.0754 1.0833 1.1171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1394 1.1234 0.0160 1.4% 0.0075 0.7% 27% False False 335
10 1.1401 1.1214 0.0187 1.7% 0.0085 0.7% 34% False False 334
20 1.1466 1.1164 0.0302 2.7% 0.0094 0.8% 37% False False 330
40 1.1466 1.0824 0.0642 5.7% 0.0082 0.7% 71% False False 238
60 1.1466 1.0789 0.0677 6.0% 0.0079 0.7% 72% False False 184
80 1.1601 1.0730 0.0871 7.7% 0.0097 0.9% 63% False False 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1625
2.618 1.1512
1.618 1.1442
1.000 1.1400
0.618 1.1373
HIGH 1.1330
0.618 1.1303
0.500 1.1295
0.382 1.1287
LOW 1.1261
0.618 1.1218
1.000 1.1191
1.618 1.1148
2.618 1.1079
4.250 1.0965
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 1.1295 1.1282
PP 1.1289 1.1280
S1 1.1283 1.1279

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

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