CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 1.1825 1.1876 0.0051 0.4% 1.1971
High 1.1888 1.1969 0.0082 0.7% 1.2061
Low 1.1808 1.1855 0.0048 0.4% 1.1839
Close 1.1862 1.1878 0.0016 0.1% 1.1905
Range 0.0080 0.0114 0.0034 42.5% 0.0222
ATR 0.0086 0.0088 0.0002 2.3% 0.0000
Volume 164 210 46 28.0% 378
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2243 1.2174 1.1941
R3 1.2129 1.2060 1.1909
R2 1.2015 1.2015 1.1899
R1 1.1946 1.1946 1.1888 1.1981
PP 1.1901 1.1901 1.1901 1.1918
S1 1.1832 1.1832 1.1868 1.1867
S2 1.1787 1.1787 1.1857
S3 1.1673 1.1718 1.1847
S4 1.1559 1.1604 1.1815
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 1.1969 1.1808 0.0162 1.4% 0.0081 0.7% 44% True False 204
10 1.2061 1.1808 0.0253 2.1% 0.0093 0.8% 28% False False 120
20 1.2061 1.1808 0.0253 2.1% 0.0081 0.7% 28% False False 66
40 1.2061 1.1436 0.0625 5.3% 0.0083 0.7% 71% False False 54
60 1.2061 1.1248 0.0813 6.8% 0.0080 0.7% 78% False False 42
80 1.2061 1.0957 0.1104 9.3% 0.0079 0.7% 83% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2454
2.618 1.2267
1.618 1.2153
1.000 1.2083
0.618 1.2039
HIGH 1.1969
0.618 1.1925
0.500 1.1912
0.382 1.1899
LOW 1.1855
0.618 1.1785
1.000 1.1741
1.618 1.1671
2.618 1.1557
4.250 1.1371
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 1.1912 1.1888
PP 1.1901 1.1885
S1 1.1889 1.1881

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

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