CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 1.1833 1.1827 -0.0006 0.0% 1.1730
High 1.1842 1.1831 -0.0011 -0.1% 1.1848
Low 1.1802 1.1745 -0.0057 -0.5% 1.1725
Close 1.1825 1.1760 -0.0065 -0.5% 1.1841
Range 0.0040 0.0086 0.0046 115.0% 0.0123
ATR 0.0073 0.0074 0.0001 1.3% 0.0000
Volume 114,451 174,331 59,880 52.3% 740,667
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2037 1.1984 1.1807
R3 1.1951 1.1898 1.1784
R2 1.1865 1.1865 1.1776
R1 1.1812 1.1812 1.1768 1.1796
PP 1.1779 1.1779 1.1779 1.1770
S1 1.1726 1.1726 1.1752 1.1710
S2 1.1693 1.1693 1.1744
S3 1.1607 1.1640 1.1736
S4 1.1521 1.1554 1.1713
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2172 1.2129 1.1908
R3 1.2049 1.2006 1.1874
R2 1.1927 1.1927 1.1863
R1 1.1884 1.1884 1.1852 1.1905
PP 1.1804 1.1804 1.1804 1.1815
S1 1.1761 1.1761 1.1829 1.1783
S2 1.1682 1.1682 1.1818
S3 1.1559 1.1639 1.1807
S4 1.1437 1.1516 1.1773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1848 1.1742 0.0106 0.9% 0.0061 0.5% 17% False False 141,724
10 1.1848 1.1703 0.0145 1.2% 0.0065 0.6% 40% False False 161,643
20 1.1905 1.1631 0.0275 2.3% 0.0074 0.6% 47% False False 175,732
40 1.2038 1.1631 0.0407 3.5% 0.0081 0.7% 32% False False 122,991
60 1.2038 1.1460 0.0578 4.9% 0.0086 0.7% 52% False False 82,398
80 1.2038 1.1214 0.0824 7.0% 0.0084 0.7% 66% False False 61,943
100 1.2038 1.0920 0.1118 9.5% 0.0086 0.7% 75% False False 49,605
120 1.2038 1.0789 0.1249 10.6% 0.0083 0.7% 78% False False 41,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2197
2.618 1.2056
1.618 1.1970
1.000 1.1917
0.618 1.1884
HIGH 1.1831
0.618 1.1798
0.500 1.1788
0.382 1.1778
LOW 1.1745
0.618 1.1692
1.000 1.1659
1.618 1.1606
2.618 1.1520
4.250 1.1380
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 1.1788 1.1796
PP 1.1779 1.1784
S1 1.1769 1.1772

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

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