CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 1.1282 1.1327 0.0045 0.4% 1.1319
High 1.1334 1.1327 -0.0007 -0.1% 1.1421
Low 1.1265 1.1248 -0.0017 -0.2% 1.1248
Close 1.1282 1.1259 -0.0023 -0.2% 1.1259
Range 0.0069 0.0079 0.0010 14.6% 0.0173
ATR 0.0080 0.0080 0.0000 -0.1% 0.0000
Volume 0 1 1 17
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1513 1.1465 1.1302
R3 1.1435 1.1386 1.1281
R2 1.1356 1.1356 1.1273
R1 1.1308 1.1308 1.1266 1.1293
PP 1.1278 1.1278 1.1278 1.1270
S1 1.1229 1.1229 1.1252 1.1214
S2 1.1199 1.1199 1.1245
S3 1.1121 1.1151 1.1237
S4 1.1042 1.1072 1.1216
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.1828 1.1717 1.1354
R3 1.1655 1.1544 1.1307
R2 1.1482 1.1482 1.1291
R1 1.1371 1.1371 1.1275 1.1340
PP 1.1309 1.1309 1.1309 1.1294
S1 1.1198 1.1198 1.1243 1.1167
S2 1.1136 1.1136 1.1227
S3 1.0963 1.1025 1.1211
S4 1.0790 1.0852 1.1164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1421 1.1248 0.0173 1.5% 0.0083 0.7% 6% False True 3
10 1.1470 1.1248 0.0222 2.0% 0.0083 0.7% 5% False True 14
20 1.1470 1.0957 0.0513 4.6% 0.0077 0.7% 59% False False 17
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1660
2.618 1.1532
1.618 1.1454
1.000 1.1405
0.618 1.1375
HIGH 1.1327
0.618 1.1297
0.500 1.1287
0.382 1.1278
LOW 1.1248
0.618 1.1199
1.000 1.1170
1.618 1.1121
2.618 1.1042
4.250 1.0914
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 1.1287 1.1307
PP 1.1278 1.1291
S1 1.1268 1.1275

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

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