CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 1.1842 1.1874 0.0032 0.3% 1.1818
High 1.1880 1.1910 0.0031 0.3% 1.1894
Low 1.1812 1.1859 0.0047 0.4% 1.1742
Close 1.1868 1.1895 0.0028 0.2% 1.1868
Range 0.0068 0.0052 -0.0017 -24.3% 0.0153
ATR 0.0092 0.0089 -0.0003 -3.2% 0.0000
Volume 1,362 899 -463 -34.0% 6,917
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2042 1.2020 1.1923
R3 1.1991 1.1969 1.1909
R2 1.1939 1.1939 1.1904
R1 1.1917 1.1917 1.1900 1.1928
PP 1.1888 1.1888 1.1888 1.1893
S1 1.1866 1.1866 1.1890 1.1877
S2 1.1836 1.1836 1.1886
S3 1.1785 1.1814 1.1881
S4 1.1733 1.1763 1.1867
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2292 1.2232 1.1951
R3 1.2139 1.2080 1.1909
R2 1.1987 1.1987 1.1895
R1 1.1927 1.1927 1.1881 1.1957
PP 1.1834 1.1834 1.1834 1.1849
S1 1.1775 1.1775 1.1854 1.1805
S2 1.1682 1.1682 1.1840
S3 1.1529 1.1622 1.1826
S4 1.1377 1.1470 1.1784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1910 1.1742 0.0169 1.4% 0.0078 0.7% 91% True False 1,402
10 1.1949 1.1742 0.0207 1.7% 0.0088 0.7% 74% False False 1,314
20 1.1949 1.1460 0.0489 4.1% 0.0096 0.8% 89% False False 1,212
40 1.1949 1.1214 0.0735 6.2% 0.0087 0.7% 93% False False 895
60 1.1949 1.0920 0.1029 8.7% 0.0089 0.7% 95% False False 681
80 1.1949 1.0789 0.1160 9.8% 0.0084 0.7% 95% False False 552
100 1.1949 1.0789 0.1160 9.8% 0.0085 0.7% 95% False False 457
120 1.1949 1.0730 0.1219 10.2% 0.0094 0.8% 96% False False 404
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.2129
2.618 1.2045
1.618 1.1993
1.000 1.1962
0.618 1.1942
HIGH 1.1910
0.618 1.1890
0.500 1.1884
0.382 1.1878
LOW 1.1859
0.618 1.1827
1.000 1.1807
1.618 1.1775
2.618 1.1724
4.250 1.1640
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 1.1891 1.1884
PP 1.1888 1.1872
S1 1.1884 1.1861

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

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