CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 1.1276 1.1258 -0.0019 -0.2% 1.1068
High 1.1276 1.1319 0.0043 0.4% 1.1209
Low 1.1202 1.1258 0.0056 0.5% 1.0957
Close 1.1247 1.1315 0.0068 0.6% 1.1172
Range 0.0075 0.0061 -0.0014 -18.1% 0.0252
ATR 0.0067 0.0068 0.0000 0.5% 0.0000
Volume 1 59 58 5,800.0% 49
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1480 1.1458 1.1348
R3 1.1419 1.1397 1.1331
R2 1.1358 1.1358 1.1326
R1 1.1336 1.1336 1.1320 1.1347
PP 1.1297 1.1297 1.1297 1.1302
S1 1.1275 1.1275 1.1309 1.1286
S2 1.1236 1.1236 1.1303
S3 1.1175 1.1214 1.1298
S4 1.1114 1.1153 1.1281
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 1.1319 1.1120 0.0199 1.8% 0.0054 0.5% 98% True False 26
10 1.1319 1.0957 0.0362 3.2% 0.0059 0.5% 99% True False 24
20 1.1319 1.0854 0.0465 4.1% 0.0055 0.5% 99% True False 32
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1578
2.618 1.1478
1.618 1.1417
1.000 1.1380
0.618 1.1356
HIGH 1.1319
0.618 1.1295
0.500 1.1288
0.382 1.1281
LOW 1.1258
0.618 1.1220
1.000 1.1197
1.618 1.1159
2.618 1.1098
4.250 1.0998
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 1.1306 1.1294
PP 1.1297 1.1273
S1 1.1288 1.1252

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

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