CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 1.1796 1.1754 -0.0042 -0.4% 1.1458
High 1.1808 1.1840 0.0032 0.3% 1.1693
Low 1.1735 1.1749 0.0015 0.1% 1.1439
Close 1.1759 1.1800 0.0042 0.4% 1.1673
Range 0.0074 0.0091 0.0018 23.8% 0.0254
ATR 0.0086 0.0087 0.0000 0.4% 0.0000
Volume 662 710 48 7.3% 3,914
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2069 1.2026 1.1850
R3 1.1978 1.1935 1.1825
R2 1.1887 1.1887 1.1817
R1 1.1844 1.1844 1.1808 1.1866
PP 1.1796 1.1796 1.1796 1.1807
S1 1.1753 1.1753 1.1792 1.1775
S2 1.1705 1.1705 1.1783
S3 1.1614 1.1662 1.1775
S4 1.1523 1.1571 1.1750
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2364 1.2272 1.1812
R3 1.2110 1.2018 1.1742
R2 1.1856 1.1856 1.1719
R1 1.1764 1.1764 1.1696 1.1810
PP 1.1602 1.1602 1.1602 1.1624
S1 1.1510 1.1510 1.1649 1.1556
S2 1.1348 1.1348 1.1626
S3 1.1094 1.1256 1.1603
S4 1.0840 1.1002 1.1533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1840 1.1577 0.0264 2.2% 0.0093 0.8% 85% True False 873
10 1.1840 1.1408 0.0433 3.7% 0.0087 0.7% 91% True False 747
20 1.1840 1.1226 0.0614 5.2% 0.0085 0.7% 93% True False 768
40 1.1840 1.1214 0.0626 5.3% 0.0089 0.8% 94% True False 560
60 1.1840 1.0824 0.1017 8.6% 0.0083 0.7% 96% True False 422
80 1.1840 1.0789 0.1052 8.9% 0.0080 0.7% 96% True False 336
100 1.1840 1.0730 0.1110 9.4% 0.0095 0.8% 96% True False 295
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2227
2.618 1.2078
1.618 1.1987
1.000 1.1931
0.618 1.1896
HIGH 1.1840
0.618 1.1805
0.500 1.1795
0.382 1.1784
LOW 1.1749
0.618 1.1693
1.000 1.1658
1.618 1.1602
2.618 1.1511
4.250 1.1362
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 1.1798 1.1786
PP 1.1796 1.1773
S1 1.1795 1.1759

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

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