CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 1.1875 1.1833 -0.0042 -0.4% 1.1735
High 1.1880 1.1878 -0.0002 0.0% 1.1895
Low 1.1824 1.1799 -0.0025 -0.2% 1.1717
Close 1.1831 1.1872 0.0041 0.3% 1.1872
Range 0.0056 0.0079 0.0023 40.2% 0.0178
ATR 0.0071 0.0071 0.0001 0.8% 0.0000
Volume 151,595 169,054 17,459 11.5% 853,849
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2085 1.2057 1.1915
R3 1.2006 1.1978 1.1893
R2 1.1928 1.1928 1.1886
R1 1.1900 1.1900 1.1879 1.1914
PP 1.1849 1.1849 1.1849 1.1856
S1 1.1821 1.1821 1.1864 1.1835
S2 1.1771 1.1771 1.1857
S3 1.1692 1.1743 1.1850
S4 1.1614 1.1664 1.1828
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2360 1.2293 1.1969
R3 1.2183 1.2116 1.1920
R2 1.2005 1.2005 1.1904
R1 1.1938 1.1938 1.1888 1.1972
PP 1.1828 1.1828 1.1828 1.1844
S1 1.1761 1.1761 1.1855 1.1794
S2 1.1650 1.1650 1.1839
S3 1.1473 1.1583 1.1823
S4 1.1295 1.1406 1.1774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1895 1.1717 0.0178 1.5% 0.0073 0.6% 87% False False 170,769
10 1.1895 1.1702 0.0193 1.6% 0.0067 0.6% 88% False False 161,081
20 1.1895 1.1635 0.0260 2.2% 0.0067 0.6% 91% False False 163,400
40 1.2038 1.1631 0.0407 3.4% 0.0076 0.6% 59% False False 155,435
60 1.2038 1.1631 0.0407 3.4% 0.0082 0.7% 59% False False 104,297
80 1.2038 1.1260 0.0778 6.5% 0.0083 0.7% 79% False False 78,428
100 1.2038 1.1214 0.0824 6.9% 0.0085 0.7% 80% False False 62,820
120 1.2038 1.0824 0.1214 10.2% 0.0083 0.7% 86% False False 52,375
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2211
2.618 1.2083
1.618 1.2005
1.000 1.1956
0.618 1.1926
HIGH 1.1878
0.618 1.1848
0.500 1.1838
0.382 1.1829
LOW 1.1799
0.618 1.1750
1.000 1.1721
1.618 1.1672
2.618 1.1593
4.250 1.1465
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 1.1860 1.1863
PP 1.1849 1.1855
S1 1.1838 1.1847

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

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