CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 1.1964 1.1942 -0.0022 -0.2% 1.1824
High 1.2038 1.1955 -0.0083 -0.7% 1.1947
Low 1.1928 1.1848 -0.0080 -0.7% 1.1789
Close 1.1936 1.1852 -0.0085 -0.7% 1.1918
Range 0.0110 0.0107 -0.0003 -2.7% 0.0158
ATR 0.0093 0.0094 0.0001 1.0% 0.0000
Volume 12,245 12,324 79 0.6% 21,359
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2204 1.2134 1.1910
R3 1.2098 1.2028 1.1881
R2 1.1991 1.1991 1.1871
R1 1.1921 1.1921 1.1861 1.1903
PP 1.1885 1.1885 1.1885 1.1876
S1 1.1815 1.1815 1.1842 1.1797
S2 1.1778 1.1778 1.1832
S3 1.1672 1.1708 1.1822
S4 1.1565 1.1602 1.1793
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2358 1.2296 1.2004
R3 1.2200 1.2138 1.1961
R2 1.2042 1.2042 1.1946
R1 1.1980 1.1980 1.1932 1.2011
PP 1.1884 1.1884 1.1884 1.1900
S1 1.1822 1.1822 1.1903 1.1853
S2 1.1726 1.1726 1.1889
S3 1.1568 1.1664 1.1874
S4 1.1410 1.1506 1.1831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2038 1.1789 0.0249 2.1% 0.0109 0.9% 25% False False 9,040
10 1.2038 1.1782 0.0256 2.2% 0.0093 0.8% 27% False False 5,763
20 1.2038 1.1742 0.0296 2.5% 0.0092 0.8% 37% False False 3,710
40 1.2038 1.1293 0.0745 6.3% 0.0091 0.8% 75% False False 2,350
60 1.2038 1.1214 0.0824 6.9% 0.0091 0.8% 77% False False 1,712
80 1.2038 1.0826 0.1212 10.2% 0.0089 0.7% 85% False False 1,311
100 1.2038 1.0789 0.1249 10.5% 0.0084 0.7% 85% False False 1,080
120 1.2038 1.0730 0.1308 11.0% 0.0093 0.8% 86% False False 919
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2407
2.618 1.2233
1.618 1.2127
1.000 1.2061
0.618 1.2020
HIGH 1.1955
0.618 1.1914
0.500 1.1901
0.382 1.1889
LOW 1.1848
0.618 1.1782
1.000 1.1742
1.618 1.1676
2.618 1.1569
4.250 1.1395
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 1.1901 1.1943
PP 1.1885 1.1912
S1 1.1868 1.1882

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

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