CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 1.1758 1.1763 0.0005 0.0% 1.1730
High 1.1787 1.1773 -0.0014 -0.1% 1.1848
Low 1.1735 1.1702 -0.0033 -0.3% 1.1725
Close 1.1766 1.1712 -0.0055 -0.5% 1.1841
Range 0.0052 0.0071 0.0019 35.6% 0.0123
ATR 0.0072 0.0072 0.0000 -0.2% 0.0000
Volume 140,896 177,892 36,996 26.3% 740,667
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1940 1.1896 1.1750
R3 1.1870 1.1826 1.1731
R2 1.1799 1.1799 1.1724
R1 1.1755 1.1755 1.1718 1.1742
PP 1.1729 1.1729 1.1729 1.1722
S1 1.1685 1.1685 1.1705 1.1672
S2 1.1658 1.1658 1.1699
S3 1.1588 1.1614 1.1692
S4 1.1517 1.1544 1.1673
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 1.1702 0.0146 1.2% 0.0065 0.6% 7% False True 152,968
10 1.1848 1.1702 0.0146 1.2% 0.0065 0.6% 7% False True 153,340
20 1.1894 1.1631 0.0263 2.2% 0.0070 0.6% 31% False False 171,319
40 1.2038 1.1631 0.0407 3.5% 0.0079 0.7% 20% False False 130,819
60 1.2038 1.1577 0.0461 3.9% 0.0085 0.7% 29% False False 87,681
80 1.2038 1.1226 0.0812 6.9% 0.0083 0.7% 60% False False 65,921
100 1.2038 1.0984 0.1054 9.0% 0.0086 0.7% 69% False False 52,792
120 1.2038 1.0824 0.1214 10.4% 0.0083 0.7% 73% False False 44,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2072
2.618 1.1957
1.618 1.1887
1.000 1.1843
0.618 1.1816
HIGH 1.1773
0.618 1.1746
0.500 1.1737
0.382 1.1729
LOW 1.1702
0.618 1.1658
1.000 1.1632
1.618 1.1588
2.618 1.1517
4.250 1.1402
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 1.1737 1.1767
PP 1.1729 1.1748
S1 1.1720 1.1730

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

View Archives - Comment on this page... - Back to Index of Symbols