CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 1.1867 1.1799 -0.0069 -0.6% 1.1933
High 1.1874 1.1859 -0.0015 -0.1% 1.2038
Low 1.1791 1.1778 -0.0014 -0.1% 1.1807
Close 1.1807 1.1833 0.0027 0.2% 1.1877
Range 0.0083 0.0082 -0.0002 -1.8% 0.0231
ATR 0.0092 0.0091 -0.0001 -0.8% 0.0000
Volume 167,118 277,557 110,439 66.1% 83,879
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2068 1.2032 1.1878
R3 1.1986 1.1950 1.1855
R2 1.1905 1.1905 1.1848
R1 1.1869 1.1869 1.1840 1.1887
PP 1.1823 1.1823 1.1823 1.1832
S1 1.1787 1.1787 1.1826 1.1805
S2 1.1742 1.1742 1.1818
S3 1.1660 1.1706 1.1811
S4 1.1579 1.1624 1.1788
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2600 1.2469 1.2004
R3 1.2369 1.2238 1.1940
R2 1.2138 1.2138 1.1919
R1 1.2007 1.2007 1.1898 1.1957
PP 1.1907 1.1907 1.1907 1.1882
S1 1.1776 1.1776 1.1855 1.1726
S2 1.1676 1.1676 1.1834
S3 1.1445 1.1545 1.1813
S4 1.1214 1.1314 1.1749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1955 1.1778 0.0177 1.5% 0.0086 0.7% 31% False True 102,003
10 1.2038 1.1778 0.0260 2.2% 0.0094 0.8% 21% False True 54,572
20 1.2038 1.1742 0.0296 2.5% 0.0089 0.8% 31% False False 28,292
40 1.2038 1.1408 0.0630 5.3% 0.0091 0.8% 68% False False 14,698
60 1.2038 1.1214 0.0824 7.0% 0.0089 0.8% 75% False False 9,971
80 1.2038 1.0850 0.1188 10.0% 0.0089 0.8% 83% False False 7,530
100 1.2038 1.0789 0.1249 10.6% 0.0085 0.7% 84% False False 6,054
120 1.2038 1.0730 0.1308 11.0% 0.0088 0.7% 84% False False 5,058
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2205
2.618 1.2072
1.618 1.1991
1.000 1.1941
0.618 1.1909
HIGH 1.1859
0.618 1.1828
0.500 1.1818
0.382 1.1809
LOW 1.1778
0.618 1.1727
1.000 1.1696
1.618 1.1646
2.618 1.1564
4.250 1.1431
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 1.1828 1.1834
PP 1.1823 1.1834
S1 1.1818 1.1833

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

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