CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 1.1769 1.1774 0.0005 0.0% 1.1811
High 1.1838 1.1848 0.0010 0.1% 1.1949
Low 1.1753 1.1742 -0.0012 -0.1% 1.1729
Close 1.1776 1.1815 0.0039 0.3% 1.1813
Range 0.0085 0.0106 0.0021 24.7% 0.0220
ATR 0.0095 0.0095 0.0001 0.9% 0.0000
Volume 2,141 1,353 -788 -36.8% 6,231
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2119 1.2073 1.1873
R3 1.2013 1.1967 1.1844
R2 1.1907 1.1907 1.1834
R1 1.1861 1.1861 1.1824 1.1884
PP 1.1801 1.1801 1.1801 1.1813
S1 1.1755 1.1755 1.1805 1.1778
S2 1.1695 1.1695 1.1795
S3 1.1589 1.1649 1.1785
S4 1.1483 1.1543 1.1756
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2489 1.2370 1.1933
R3 1.2269 1.2151 1.1873
R2 1.2050 1.2050 1.1853
R1 1.1931 1.1931 1.1833 1.1990
PP 1.1830 1.1830 1.1830 1.1860
S1 1.1712 1.1712 1.1792 1.1771
S2 1.1611 1.1611 1.1772
S3 1.1391 1.1492 1.1752
S4 1.1172 1.1273 1.1692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1949 1.1742 0.0207 1.8% 0.0097 0.8% 35% False True 1,480
10 1.1949 1.1729 0.0220 1.9% 0.0104 0.9% 39% False False 1,455
20 1.1949 1.1408 0.0541 4.6% 0.0096 0.8% 75% False False 1,101
40 1.1949 1.1214 0.0735 6.2% 0.0088 0.7% 82% False False 827
60 1.1949 1.0920 0.1029 8.7% 0.0089 0.8% 87% False False 630
80 1.1949 1.0789 0.1160 9.8% 0.0085 0.7% 88% False False 511
100 1.1949 1.0730 0.1219 10.3% 0.0087 0.7% 89% False False 423
120 1.1949 1.0730 0.1219 10.3% 0.0094 0.8% 89% False False 377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2298
2.618 1.2125
1.618 1.2019
1.000 1.1954
0.618 1.1913
HIGH 1.1848
0.618 1.1807
0.500 1.1795
0.382 1.1782
LOW 1.1742
0.618 1.1676
1.000 1.1636
1.618 1.1570
2.618 1.1464
4.250 1.1291
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 1.1808 1.1808
PP 1.1801 1.1801
S1 1.1795 1.1795

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

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