CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 1.1969 1.1881 -0.0088 -0.7% 1.1852
High 1.1978 1.1915 -0.0063 -0.5% 1.1972
Low 1.1876 1.1843 -0.0033 -0.3% 1.1820
Close 1.1879 1.1910 0.0032 0.3% 1.1944
Range 0.0103 0.0072 -0.0031 -29.8% 0.0153
ATR 0.0089 0.0088 -0.0001 -1.3% 0.0000
Volume 33 168 135 409.1% 62
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2105 1.2080 1.1950
R3 1.2033 1.2008 1.1930
R2 1.1961 1.1961 1.1923
R1 1.1936 1.1936 1.1917 1.1949
PP 1.1889 1.1889 1.1889 1.1896
S1 1.1864 1.1864 1.1903 1.1877
S2 1.1817 1.1817 1.1897
S3 1.1745 1.1792 1.1890
S4 1.1673 1.1720 1.1870
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 1.2061 1.1843 0.0218 1.8% 0.0093 0.8% 31% False True 68
10 1.2061 1.1808 0.0253 2.1% 0.0090 0.8% 40% False False 39
20 1.2061 1.1769 0.0292 2.5% 0.0082 0.7% 48% False False 24
40 1.2061 1.1325 0.0736 6.2% 0.0081 0.7% 80% False False 34
60 1.2061 1.1248 0.0813 6.8% 0.0081 0.7% 81% False False 29
80 1.2061 1.0857 0.1204 10.1% 0.0077 0.6% 88% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2221
2.618 1.2103
1.618 1.2031
1.000 1.1987
0.618 1.1959
HIGH 1.1915
0.618 1.1887
0.500 1.1879
0.382 1.1871
LOW 1.1843
0.618 1.1799
1.000 1.1771
1.618 1.1727
2.618 1.1655
4.250 1.1537
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 1.1900 1.1952
PP 1.1889 1.1938
S1 1.1879 1.1924

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

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