CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 01-Jul-2020

Day Change Summary
	Previous	Current
	30-Jun-2020	01-Jul-2020	Change	Change %	Previous Week
Open	1.1270	1.1329	0.0059	0.5%	1.1334
High	1.1330	1.1343	0.0014	0.1%	1.1420
Low	1.1261	1.1255	-0.0006	-0.1%	1.1251
Close	1.1304	1.1315	0.0011	0.1%	1.1297
Range	0.0069	0.0089	0.0020	28.3%	0.0170
ATR	0.0077	0.0077	0.0001	1.1%	0.0000
Volume	45	188	143	317.8%	16

Daily Pivots for day following 01-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1570	1.1531	1.1363
R3	1.1481	1.1442	1.1339
R2	1.1393	1.1393	1.1331
R1	1.1354	1.1354	1.1323	1.1329
PP	1.1304	1.1304	1.1304	1.1292
S1	1.1265	1.1265	1.1306	1.1240
S2	1.1216	1.1216	1.1298
S3	1.1127	1.1177	1.1290
S4	1.1039	1.1088	1.1266

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1831	1.1734	1.1390
R3	1.1662	1.1564	1.1344
R2	1.1492	1.1492	1.1328
R1	1.1395	1.1395	1.1313	1.1359
PP	1.1323	1.1323	1.1323	1.1305
S1	1.1225	1.1225	1.1281	1.1189
S2	1.1153	1.1153	1.1266
S3	1.0984	1.1056	1.1250
S4	1.0814	1.0886	1.1204

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1358	1.1255	0.0103	0.9%	0.0058	0.5%	58%	False	True	48
10	1.1420	1.1248	0.0172	1.5%	0.0070	0.6%	39%	False	False	25
20	1.1470	1.1248	0.0222	2.0%	0.0081	0.7%	30%	False	False	22
40	1.1470	1.0854	0.0617	5.4%	0.0068	0.6%	75%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1719
2.618	1.1575
1.618	1.1486
1.000	1.1432
0.618	1.1398
HIGH	1.1343
0.618	1.1309
0.500	1.1299
0.382	1.1288
LOW	1.1255
0.618	1.1200
1.000	1.1166
1.618	1.1111
2.618	1.1023
4.250	1.0878

Fisher Pivots for day following 01-Jul-2020
Pivot	1 day	3 day
R1	1.1309	1.1312
PP	1.1304	1.1309
S1	1.1299	1.1306

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