CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 1.1878 1.1811 -0.0067 -0.6% 1.1681
High 1.1942 1.1829 -0.0114 -1.0% 1.1942
Low 1.1795 1.1729 -0.0066 -0.6% 1.1678
Close 1.1821 1.1792 -0.0029 -0.2% 1.1821
Range 0.0147 0.0100 -0.0048 -32.3% 0.0265
ATR 0.0093 0.0093 0.0000 0.5% 0.0000
Volume 2,156 907 -1,249 -57.9% 6,629
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2082 1.2036 1.1847
R3 1.1982 1.1937 1.1819
R2 1.1883 1.1883 1.1810
R1 1.1837 1.1837 1.1801 1.1810
PP 1.1783 1.1783 1.1783 1.1770
S1 1.1738 1.1738 1.1783 1.1711
S2 1.1684 1.1684 1.1774
S3 1.1584 1.1638 1.1765
S4 1.1485 1.1539 1.1737
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2607 1.2479 1.1966
R3 1.2343 1.2214 1.1894
R2 1.2078 1.2078 1.1869
R1 1.1950 1.1950 1.1845 1.2014
PP 1.1814 1.1814 1.1814 1.1846
S1 1.1685 1.1685 1.1797 1.1749
S2 1.1549 1.1549 1.1773
S3 1.1285 1.1421 1.1748
S4 1.1020 1.1156 1.1676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1942 1.1729 0.0213 1.8% 0.0105 0.9% 30% False True 1,260
10 1.1942 1.1460 0.0483 4.1% 0.0104 0.9% 69% False False 1,111
20 1.1942 1.1293 0.0649 5.5% 0.0088 0.8% 77% False False 912
40 1.1942 1.1214 0.0728 6.2% 0.0089 0.8% 79% False False 664
60 1.1942 1.0826 0.1116 9.5% 0.0086 0.7% 87% False False 481
80 1.1942 1.0789 0.1154 9.8% 0.0082 0.7% 87% False False 395
100 1.1942 1.0730 0.1212 10.3% 0.0095 0.8% 88% False False 340
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2251
2.618 1.2089
1.618 1.1989
1.000 1.1928
0.618 1.1890
HIGH 1.1829
0.618 1.1790
0.500 1.1779
0.382 1.1767
LOW 1.1729
0.618 1.1668
1.000 1.1630
1.618 1.1568
2.618 1.1469
4.250 1.1306
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 1.1788 1.1836
PP 1.1783 1.1821
S1 1.1779 1.1807

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

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