CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 25-Jun-2020

Day Change Summary
	Previous	Current
	24-Jun-2020	25-Jun-2020	Change	Change %	Previous Week
Open	1.1389	1.1287	-0.0102	-0.9%	1.1319
High	1.1396	1.1287	-0.0109	-1.0%	1.1421
Low	1.1322	1.1263	-0.0059	-0.5%	1.1248
Close	1.1331	1.1287	-0.0044	-0.4%	1.1259
Range	0.0074	0.0024	-0.0050	-67.6%	0.0173
ATR	0.0082	0.0081	-0.0001	-1.2%	0.0000
Volume	6	0	-6	-100.0%	17

Daily Pivots for day following 25-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1351	1.1343	1.1300
R3	1.1327	1.1319	1.1294
R2	1.1303	1.1303	1.1291
R1	1.1295	1.1295	1.1289	1.1299
PP	1.1279	1.1279	1.1279	1.1281
S1	1.1271	1.1271	1.1285	1.1275
S2	1.1255	1.1255	1.1283
S3	1.1231	1.1247	1.1280
S4	1.1207	1.1223	1.1274

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	1.1420	1.1248	0.0172	1.5%	0.0074	0.7%	23%	False	False	2
10	1.1421	1.1248	0.0173	1.5%	0.0083	0.7%	23%	False	False	2
20	1.1470	1.1152	0.0319	2.8%	0.0079	0.7%	43%	False	False	15

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.1389
2.618	1.1350
1.618	1.1326
1.000	1.1311
0.618	1.1302
HIGH	1.1287
0.618	1.1278
0.500	1.1275
0.382	1.1272
LOW	1.1263
0.618	1.1248
1.000	1.1239
1.618	1.1224
2.618	1.1200
4.250	1.1161

Fisher Pivots for day following 25-Jun-2020
Pivot	1 day	3 day
R1	1.1283	1.1342
PP	1.1279	1.1323
S1	1.1275	1.1305

Download as Excel Spreadsheet

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

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