CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 1.1893 1.1882 -0.0012 -0.1% 1.1971
High 1.1917 1.1884 -0.0033 -0.3% 1.2061
Low 1.1839 1.1823 -0.0016 -0.1% 1.1839
Close 1.1905 1.1836 -0.0069 -0.6% 1.1905
Range 0.0079 0.0062 -0.0017 -21.7% 0.0222
ATR 0.0087 0.0087 0.0000 -0.4% 0.0000
Volume 61 421 360 590.2% 378
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2032 1.1996 1.1870
R3 1.1971 1.1934 1.1853
R2 1.1909 1.1909 1.1847
R1 1.1873 1.1873 1.1842 1.1860
PP 1.1848 1.1848 1.1848 1.1841
S1 1.1811 1.1811 1.1830 1.1799
S2 1.1786 1.1786 1.1825
S3 1.1725 1.1750 1.1819
S4 1.1663 1.1688 1.1802
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2601 1.2475 1.2027
R3 1.2379 1.2253 1.1966
R2 1.2157 1.2157 1.1945
R1 1.2031 1.2031 1.1925 1.1983
PP 1.1935 1.1935 1.1935 1.1911
S1 1.1809 1.1809 1.1884 1.1761
S2 1.1713 1.1713 1.1864
S3 1.1491 1.1587 1.1843
S4 1.1269 1.1365 1.1782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2061 1.1823 0.0238 2.0% 0.0083 0.7% 6% False True 156
10 1.2061 1.1820 0.0241 2.0% 0.0085 0.7% 7% False False 85
20 1.2061 1.1769 0.0292 2.5% 0.0080 0.7% 23% False False 48
40 1.2061 1.1392 0.0669 5.7% 0.0082 0.7% 66% False False 46
60 1.2061 1.1248 0.0813 6.9% 0.0080 0.7% 72% False False 36
80 1.2061 1.0885 0.1176 9.9% 0.0078 0.7% 81% False False 33
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 0.0024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2145
2.618 1.2045
1.618 1.1984
1.000 1.1946
0.618 1.1922
HIGH 1.1884
0.618 1.1861
0.500 1.1853
0.382 1.1846
LOW 1.1823
0.618 1.1784
1.000 1.1761
1.618 1.1723
2.618 1.1661
4.250 1.1561
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 1.1853 1.1870
PP 1.1848 1.1859
S1 1.1842 1.1847

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

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