CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 1.1458 1.1483 0.0025 0.2% 1.1345
High 1.1503 1.1576 0.0073 0.6% 1.1489
Low 1.1439 1.1460 0.0021 0.2% 1.1342
Close 1.1478 1.1567 0.0089 0.8% 1.1474
Range 0.0064 0.0116 0.0052 81.3% 0.0148
ATR 0.0080 0.0083 0.0003 3.2% 0.0000
Volume 337 659 322 95.5% 3,064
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1882 1.1840 1.1630
R3 1.1766 1.1724 1.1598
R2 1.1650 1.1650 1.1588
R1 1.1608 1.1608 1.1577 1.1629
PP 1.1534 1.1534 1.1534 1.1544
S1 1.1492 1.1492 1.1556 1.1513
S2 1.1418 1.1418 1.1545
S3 1.1302 1.1376 1.1535
S4 1.1186 1.1260 1.1503
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1877 1.1823 1.1555
R3 1.1730 1.1676 1.1515
R2 1.1582 1.1582 1.1501
R1 1.1528 1.1528 1.1488 1.1555
PP 1.1435 1.1435 1.1435 1.1448
S1 1.1381 1.1381 1.1460 1.1408
S2 1.1287 1.1287 1.1447
S3 1.1140 1.1233 1.1433
S4 1.0992 1.1086 1.1393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1576 1.1408 0.0168 1.5% 0.0075 0.6% 95% True False 677
10 1.1576 1.1293 0.0283 2.4% 0.0078 0.7% 97% True False 765
20 1.1576 1.1226 0.0350 3.0% 0.0079 0.7% 97% True False 603
40 1.1576 1.0920 0.0656 5.7% 0.0088 0.8% 99% True False 432
60 1.1576 1.0824 0.0752 6.5% 0.0081 0.7% 99% True False 342
80 1.1576 1.0789 0.0787 6.8% 0.0083 0.7% 99% True False 275
100 1.1601 1.0730 0.0871 7.5% 0.0094 0.8% 96% False False 247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2069
2.618 1.1879
1.618 1.1763
1.000 1.1692
0.618 1.1647
HIGH 1.1576
0.618 1.1531
0.500 1.1518
0.382 1.1504
LOW 1.1460
0.618 1.1388
1.000 1.1344
1.618 1.1272
2.618 1.1156
4.250 1.0967
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 1.1550 1.1543
PP 1.1534 1.1519
S1 1.1518 1.1495

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

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