CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 1.1920 1.1899 -0.0021 -0.2% 1.1882
High 1.1952 1.1932 -0.0021 -0.2% 1.1969
Low 1.1892 1.1838 -0.0054 -0.5% 1.1808
Close 1.1905 1.1848 -0.0057 -0.5% 1.1884
Range 0.0061 0.0094 0.0034 55.4% 0.0162
ATR 0.0082 0.0082 0.0001 1.1% 0.0000
Volume 1,117 552 -565 -50.6% 830
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2154 1.2095 1.1900
R3 1.2060 1.2001 1.1874
R2 1.1966 1.1966 1.1865
R1 1.1907 1.1907 1.1857 1.1890
PP 1.1872 1.1872 1.1872 1.1864
S1 1.1813 1.1813 1.1839 1.1796
S2 1.1778 1.1778 1.1831
S3 1.1684 1.1719 1.1822
S4 1.1590 1.1625 1.1796
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2371 1.2289 1.1972
R3 1.2210 1.2127 1.1928
R2 1.2048 1.2048 1.1913
R1 1.1966 1.1966 1.1898 1.2007
PP 1.1887 1.1887 1.1887 1.1907
S1 1.1804 1.1804 1.1869 1.1846
S2 1.1725 1.1725 1.1854
S3 1.1564 1.1643 1.1839
S4 1.1402 1.1481 1.1795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1969 1.1838 0.0132 1.1% 0.0072 0.6% 8% False True 427
10 1.1978 1.1808 0.0171 1.4% 0.0076 0.6% 24% False False 298
20 1.2061 1.1808 0.0253 2.1% 0.0083 0.7% 16% False False 159
40 1.2061 1.1571 0.0490 4.1% 0.0082 0.7% 57% False False 101
60 1.2061 1.1255 0.0806 6.8% 0.0079 0.7% 74% False False 74
80 1.2061 1.0957 0.1104 9.3% 0.0079 0.7% 81% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2331
2.618 1.2178
1.618 1.2084
1.000 1.2026
0.618 1.1990
HIGH 1.1932
0.618 1.1896
0.500 1.1885
0.382 1.1873
LOW 1.1838
0.618 1.1779
1.000 1.1744
1.618 1.1685
2.618 1.1591
4.250 1.1438
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 1.1885 1.1895
PP 1.1872 1.1879
S1 1.1860 1.1864

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

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