CME Euro FX (E) Future March 2021

Trading Metrics calculated at close of trading on 14-Jul-2020

Day Change Summary
	Previous	Current
	13-Jul-2020	14-Jul-2020	Change	Change %	Previous Week
Open	1.1402	1.1456	0.0055	0.5%	1.1363
High	1.1436	1.1471	0.0035	0.3%	1.1435
Low	1.1391	1.1392	0.0001	0.0%	1.1289
Close	1.1419	1.1459	0.0040	0.4%	1.1365
Range	0.0045	0.0079	0.0035	77.5%	0.0147
ATR	0.0079	0.0079	0.0000	0.0%	0.0000
Volume	8	19	11	137.5%	63

Daily Pivots for day following 14-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1677	1.1647	1.1502
R3	1.1598	1.1568	1.1481
R2	1.1519	1.1519	1.1473
R1	1.1489	1.1489	1.1466	1.1504
PP	1.1440	1.1440	1.1440	1.1448
S1	1.1410	1.1410	1.1452	1.1425
S2	1.1361	1.1361	1.1445
S3	1.1282	1.1331	1.1437
S4	1.1203	1.1252	1.1416

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1802	1.1730	1.1446
R3	1.1656	1.1584	1.1405
R2	1.1509	1.1509	1.1392
R1	1.1437	1.1437	1.1378	1.1473
PP	1.1363	1.1363	1.1363	1.1381
S1	1.1291	1.1291	1.1352	1.1327
S2	1.1216	1.1216	1.1338
S3	1.1070	1.1144	1.1325
S4	1.0923	1.0998	1.1284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1471	1.1325	0.0146	1.3%	0.0072	0.6%	92%	True	False	16
10	1.1471	1.1255	0.0216	1.9%	0.0078	0.7%	95%	True	False	33
20	1.1471	1.1248	0.0223	1.9%	0.0076	0.7%	95%	True	False	18
40	1.1471	1.0885	0.0586	5.1%	0.0075	0.7%	98%	True	False	20

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1806
2.618	1.1677
1.618	1.1598
1.000	1.1550
0.618	1.1519
HIGH	1.1471
0.618	1.1440
0.500	1.1431
0.382	1.1422
LOW	1.1392
0.618	1.1343
1.000	1.1313
1.618	1.1264
2.618	1.1185
4.250	1.1056

Fisher Pivots for day following 14-Jul-2020
Pivot	1 day	3 day
R1	1.1450	1.1439
PP	1.1440	1.1418
S1	1.1431	1.1398

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