CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 1.1917 1.1979 0.0062 0.5% 1.1802
High 1.1935 1.2019 0.0084 0.7% 1.1916
Low 1.1886 1.1975 0.0090 0.8% 1.1769
Close 1.1921 1.1994 0.0073 0.6% 1.1894
Range 0.0050 0.0044 -0.0006 -11.1% 0.0147
ATR 0.0084 0.0085 0.0001 1.2% 0.0000
Volume 2 6 4 200.0% 77
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2128 1.2105 1.2018
R3 1.2084 1.2061 1.2006
R2 1.2040 1.2040 1.2002
R1 1.2017 1.2017 1.1998 1.2029
PP 1.1996 1.1996 1.1996 1.2002
S1 1.1973 1.1973 1.1990 1.1985
S2 1.1952 1.1952 1.1986
S3 1.1908 1.1929 1.1982
S4 1.1864 1.1885 1.1970
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2300 1.2244 1.1974
R3 1.2153 1.2097 1.1934
R2 1.2006 1.2006 1.1920
R1 1.1950 1.1950 1.1907 1.1978
PP 1.1859 1.1859 1.1859 1.1873
S1 1.1803 1.1803 1.1880 1.1831
S2 1.1712 1.1712 1.1867
S3 1.1565 1.1656 1.1853
S4 1.1418 1.1509 1.1813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2019 1.1769 0.0251 2.1% 0.0063 0.5% 90% True False 15
10 1.2019 1.1769 0.0251 2.1% 0.0077 0.6% 90% True False 16
20 1.2019 1.1571 0.0449 3.7% 0.0081 0.7% 94% True False 43
40 1.2019 1.1255 0.0765 6.4% 0.0077 0.6% 97% True False 32
60 1.2019 1.0957 0.1062 8.9% 0.0078 0.7% 98% True False 27
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 0.0017
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2206
2.618 1.2134
1.618 1.2090
1.000 1.2063
0.618 1.2046
HIGH 1.2019
0.618 1.2002
0.500 1.1997
0.382 1.1992
LOW 1.1975
0.618 1.1948
1.000 1.1931
1.618 1.1904
2.618 1.1860
4.250 1.1788
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 1.1997 1.1973
PP 1.1996 1.1952
S1 1.1995 1.1931

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

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