CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 1.1385 1.1445 0.0060 0.5% 1.1294
High 1.1446 1.1489 0.0044 0.4% 1.1409
Low 1.1364 1.1429 0.0066 0.6% 1.1260
Close 1.1432 1.1444 0.0012 0.1% 1.1338
Range 0.0082 0.0060 -0.0022 -26.8% 0.0149
ATR 0.0085 0.0083 -0.0002 -2.1% 0.0000
Volume 351 1,438 1,087 309.7% 4,197
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1634 1.1599 1.1477
R3 1.1574 1.1539 1.1460
R2 1.1514 1.1514 1.1455
R1 1.1479 1.1479 1.1449 1.1466
PP 1.1454 1.1454 1.1454 1.1448
S1 1.1419 1.1419 1.1438 1.1406
S2 1.1394 1.1394 1.1433
S3 1.1334 1.1359 1.1427
S4 1.1274 1.1299 1.1411
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 1.1489 1.1293 0.0196 1.7% 0.0075 0.7% 77% True False 1,039
10 1.1489 1.1226 0.0263 2.3% 0.0083 0.7% 83% True False 789
20 1.1489 1.1214 0.0275 2.4% 0.0081 0.7% 83% True False 553
40 1.1489 1.0920 0.0570 5.0% 0.0086 0.8% 92% True False 394
60 1.1489 1.0789 0.0701 6.1% 0.0081 0.7% 94% True False 314
80 1.1489 1.0730 0.0759 6.6% 0.0085 0.7% 94% True False 253
100 1.1601 1.0730 0.0871 7.6% 0.0093 0.8% 82% False False 232
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1744
2.618 1.1646
1.618 1.1586
1.000 1.1549
0.618 1.1526
HIGH 1.1489
0.618 1.1466
0.500 1.1459
0.382 1.1452
LOW 1.1429
0.618 1.1392
1.000 1.1369
1.618 1.1332
2.618 1.1272
4.250 1.1174
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 1.1459 1.1434
PP 1.1454 1.1425
S1 1.1449 1.1415

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

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