CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 1.1880 1.1971 0.0091 0.8% 1.1852
High 1.1972 1.2018 0.0046 0.4% 1.1972
Low 1.1865 1.1940 0.0076 0.6% 1.1820
Close 1.1944 1.1990 0.0046 0.4% 1.1944
Range 0.0108 0.0078 -0.0030 -27.4% 0.0153
ATR 0.0087 0.0086 -0.0001 -0.7% 0.0000
Volume 27 17 -10 -37.0% 62
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2217 1.2181 1.2032
R3 1.2139 1.2103 1.2011
R2 1.2061 1.2061 1.2004
R1 1.2025 1.2025 1.1997 1.2043
PP 1.1983 1.1983 1.1983 1.1991
S1 1.1947 1.1947 1.1982 1.1965
S2 1.1905 1.1905 1.1975
S3 1.1827 1.1869 1.1968
S4 1.1749 1.1791 1.1947
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.2369 1.2309 1.2028
R3 1.2217 1.2157 1.1986
R2 1.2064 1.2064 1.1972
R1 1.2004 1.2004 1.1958 1.2034
PP 1.1912 1.1912 1.1912 1.1927
S1 1.1852 1.1852 1.1930 1.1882
S2 1.1759 1.1759 1.1916
S3 1.1607 1.1699 1.1902
S4 1.1454 1.1547 1.1860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2018 1.1820 0.0199 1.7% 0.0086 0.7% 86% True False 14
10 1.2019 1.1808 0.0211 1.8% 0.0084 0.7% 86% False False 11
20 1.2019 1.1769 0.0251 2.1% 0.0082 0.7% 88% False False 17
40 1.2019 1.1325 0.0695 5.8% 0.0080 0.7% 96% False False 28
60 1.2019 1.1248 0.0771 6.4% 0.0080 0.7% 96% False False 25
80 1.2019 1.0857 0.1163 9.7% 0.0076 0.6% 97% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2350
2.618 1.2222
1.618 1.2144
1.000 1.2096
0.618 1.2066
HIGH 1.2018
0.618 1.1988
0.500 1.1979
0.382 1.1970
LOW 1.1940
0.618 1.1892
1.000 1.1862
1.618 1.1814
2.618 1.1736
4.250 1.1609
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 1.1986 1.1966
PP 1.1983 1.1942
S1 1.1979 1.1919

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

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