CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 1.1380 1.1321 -0.0059 -0.5% 1.1294
High 1.1409 1.1363 -0.0047 -0.4% 1.1409
Low 1.1320 1.1293 -0.0027 -0.2% 1.1260
Close 1.1335 1.1338 0.0003 0.0% 1.1338
Range 0.0090 0.0070 -0.0020 -22.3% 0.0149
ATR 0.0088 0.0086 -0.0001 -1.5% 0.0000
Volume 2,792 292 -2,500 -89.5% 4,197
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1540 1.1508 1.1376
R3 1.1470 1.1439 1.1357
R2 1.1401 1.1401 1.1350
R1 1.1369 1.1369 1.1344 1.1385
PP 1.1331 1.1331 1.1331 1.1339
S1 1.1300 1.1300 1.1331 1.1315
S2 1.1262 1.1262 1.1325
S3 1.1192 1.1230 1.1318
S4 1.1123 1.1161 1.1299
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1783 1.1709 1.1419
R3 1.1634 1.1560 1.1378
R2 1.1485 1.1485 1.1365
R1 1.1411 1.1411 1.1351 1.1448
PP 1.1336 1.1336 1.1336 1.1354
S1 1.1262 1.1262 1.1324 1.1299
S2 1.1187 1.1187 1.1310
S3 1.1038 1.1113 1.1297
S4 1.0889 1.0964 1.1256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1409 1.1260 0.0149 1.3% 0.0089 0.8% 52% False False 839
10 1.1409 1.1226 0.0183 1.6% 0.0080 0.7% 61% False False 690
20 1.1409 1.1214 0.0195 1.7% 0.0088 0.8% 63% False False 547
40 1.1466 1.0826 0.0640 5.6% 0.0086 0.8% 80% False False 346
60 1.1466 1.0789 0.0677 6.0% 0.0080 0.7% 81% False False 282
80 1.1466 1.0730 0.0736 6.5% 0.0091 0.8% 83% False False 237
100 1.1601 1.0730 0.0871 7.7% 0.0092 0.8% 70% False False 212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1658
2.618 1.1544
1.618 1.1475
1.000 1.1432
0.618 1.1405
HIGH 1.1363
0.618 1.1336
0.500 1.1328
0.382 1.1320
LOW 1.1293
0.618 1.1250
1.000 1.1224
1.618 1.1181
2.618 1.1111
4.250 1.0998
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 1.1334 1.1351
PP 1.1331 1.1347
S1 1.1328 1.1342

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

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