CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 1.1811 1.1796 -0.0016 -0.1% 1.1681
High 1.1829 1.1838 0.0009 0.1% 1.1942
Low 1.1729 1.1753 0.0024 0.2% 1.1678
Close 1.1792 1.1813 0.0021 0.2% 1.1821
Range 0.0100 0.0085 -0.0015 -14.6% 0.0265
ATR 0.0093 0.0093 -0.0001 -0.6% 0.0000
Volume 907 796 -111 -12.2% 6,629
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2056 1.2020 1.1860
R3 1.1971 1.1935 1.1836
R2 1.1886 1.1886 1.1829
R1 1.1850 1.1850 1.1821 1.1868
PP 1.1801 1.1801 1.1801 1.1810
S1 1.1765 1.1765 1.1805 1.1783
S2 1.1716 1.1716 1.1797
S3 1.1631 1.1680 1.1790
S4 1.1546 1.1595 1.1766
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% 0.0108 0.9% 39% False False 1,287
10 1.1942 1.1543 0.0399 3.4% 0.0101 0.9% 68% False False 1,125
20 1.1942 1.1293 0.0649 5.5% 0.0089 0.8% 80% False False 945
40 1.1942 1.1214 0.0728 6.2% 0.0090 0.8% 82% False False 681
60 1.1942 1.0826 0.1116 9.4% 0.0086 0.7% 88% False False 493
80 1.1942 1.0789 0.1154 9.8% 0.0082 0.7% 89% False False 404
100 1.1942 1.0730 0.1212 10.3% 0.0093 0.8% 89% False False 347
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2199
2.618 1.2060
1.618 1.1975
1.000 1.1923
0.618 1.1890
HIGH 1.1838
0.618 1.1805
0.500 1.1795
0.382 1.1785
LOW 1.1753
0.618 1.1700
1.000 1.1668
1.618 1.1615
2.618 1.1530
4.250 1.1391
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 1.1807 1.1836
PP 1.1801 1.1828
S1 1.1795 1.1821

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

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