CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 1.1728 1.1680 -0.0048 -0.4% 1.1864
High 1.1739 1.1707 -0.0033 -0.3% 1.1924
Low 1.1671 1.1646 -0.0026 -0.2% 1.1759
Close 1.1678 1.1686 0.0008 0.1% 1.1874
Range 0.0068 0.0061 -0.0007 -10.3% 0.0165
ATR 0.0087 0.0085 -0.0002 -2.2% 0.0000
Volume 204,073 191,755 -12,318 -6.0% 814,655
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1862 1.1835 1.1719
R3 1.1801 1.1774 1.1702
R2 1.1740 1.1740 1.1697
R1 1.1713 1.1713 1.1691 1.1727
PP 1.1679 1.1679 1.1679 1.1686
S1 1.1652 1.1652 1.1680 1.1666
S2 1.1618 1.1618 1.1674
S3 1.1557 1.1591 1.1669
S4 1.1496 1.1530 1.1652
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2347 1.2276 1.1965
R3 1.2182 1.2111 1.1919
R2 1.2017 1.2017 1.1904
R1 1.1946 1.1946 1.1889 1.1982
PP 1.1852 1.1852 1.1852 1.1870
S1 1.1781 1.1781 1.1859 1.1817
S2 1.1687 1.1687 1.1844
S3 1.1522 1.1616 1.1829
S4 1.1357 1.1451 1.1783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1894 1.1646 0.0248 2.1% 0.0079 0.7% 16% False True 197,472
10 1.1924 1.1646 0.0279 2.4% 0.0078 0.7% 14% False True 187,605
20 1.2038 1.1646 0.0392 3.4% 0.0088 0.8% 10% False True 139,065
40 1.2038 1.1646 0.0392 3.4% 0.0090 0.8% 10% False True 70,436
60 1.2038 1.1226 0.0812 6.9% 0.0089 0.8% 57% False False 47,213
80 1.2038 1.1214 0.0824 7.0% 0.0090 0.8% 57% False False 35,498
100 1.2038 1.0824 0.1214 10.4% 0.0086 0.7% 71% False False 28,427
120 1.2038 1.0789 0.1249 10.7% 0.0084 0.7% 72% False False 23,702
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1966
2.618 1.1866
1.618 1.1805
1.000 1.1768
0.618 1.1744
HIGH 1.1707
0.618 1.1683
0.500 1.1676
0.382 1.1669
LOW 1.1646
0.618 1.1608
1.000 1.1585
1.618 1.1547
2.618 1.1486
4.250 1.1386
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 1.1682 1.1719
PP 1.1679 1.1708
S1 1.1676 1.1697

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

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