CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 1.1120 1.1206 0.0086 0.8% 1.1068
High 1.1164 1.1209 0.0045 0.4% 1.1209
Low 1.1120 1.1152 0.0032 0.3% 1.0957
Close 1.1164 1.1172 0.0009 0.1% 1.1172
Range 0.0044 0.0057 0.0014 31.0% 0.0252
ATR 0.0069 0.0068 -0.0001 -1.3% 0.0000
Volume 35 13 -22 -62.9% 49
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 1.1348 1.1317 1.1203
R3 1.1291 1.1260 1.1188
R2 1.1234 1.1234 1.1182
R1 1.1203 1.1203 1.1177 1.1190
PP 1.1177 1.1177 1.1177 1.1171
S1 1.1146 1.1146 1.1167 1.1133
S2 1.1120 1.1120 1.1162
S3 1.1063 1.1089 1.1156
S4 1.1006 1.1032 1.1141
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 1.1867 1.1771 1.1310
R3 1.1616 1.1520 1.1241
R2 1.1364 1.1364 1.1218
R1 1.1268 1.1268 1.1195 1.1316
PP 1.1113 1.1113 1.1113 1.1137
S1 1.1017 1.1017 1.1149 1.1065
S2 1.0861 1.0861 1.1126
S3 1.0610 1.0765 1.1103
S4 1.0358 1.0514 1.1034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1209 1.0957 0.0252 2.3% 0.0060 0.5% 85% True False 11
10 1.1209 1.0885 0.0324 2.9% 0.0062 0.6% 89% True False 22
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1451
2.618 1.1358
1.618 1.1301
1.000 1.1266
0.618 1.1244
HIGH 1.1209
0.618 1.1187
0.500 1.1180
0.382 1.1173
LOW 1.1152
0.618 1.1116
1.000 1.1095
1.618 1.1059
2.618 1.1002
4.250 1.0909
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 1.1180 1.1152
PP 1.1177 1.1132
S1 1.1175 1.1112

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

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