CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 1.1890 1.1815 -0.0075 -0.6% 1.1903
High 1.1919 1.1819 -0.0100 -0.8% 1.1952
Low 1.1780 1.1740 -0.0040 -0.3% 1.1787
Close 1.1803 1.1753 -0.0050 -0.4% 1.1901
Range 0.0140 0.0079 -0.0061 -43.4% 0.0166
ATR 0.0086 0.0085 0.0000 -0.6% 0.0000
Volume 507 500 -7 -1.4% 2,828
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2008 1.1959 1.1796
R3 1.1929 1.1880 1.1775
R2 1.1850 1.1850 1.1767
R1 1.1801 1.1801 1.1760 1.1786
PP 1.1771 1.1771 1.1771 1.1763
S1 1.1722 1.1722 1.1746 1.1707
S2 1.1692 1.1692 1.1739
S3 1.1613 1.1643 1.1731
S4 1.1534 1.1564 1.1710
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2376 1.2304 1.1992
R3 1.2211 1.2139 1.1947
R2 1.2045 1.2045 1.1931
R1 1.1973 1.1973 1.1916 1.1927
PP 1.1880 1.1880 1.1880 1.1857
S1 1.1808 1.1808 1.1886 1.1761
S2 1.1714 1.1714 1.1871
S3 1.1549 1.1642 1.1855
S4 1.1383 1.1477 1.1810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1932 1.1740 0.0192 1.6% 0.0094 0.8% 7% False True 499
10 1.1969 1.1740 0.0229 1.9% 0.0082 0.7% 6% False True 424
20 1.2061 1.1740 0.0321 2.7% 0.0083 0.7% 4% False True 254
40 1.2061 1.1740 0.0321 2.7% 0.0084 0.7% 4% False True 146
60 1.2061 1.1255 0.0806 6.9% 0.0081 0.7% 62% False False 106
80 1.2061 1.1186 0.0875 7.4% 0.0080 0.7% 65% False False 83
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2155
2.618 1.2026
1.618 1.1947
1.000 1.1898
0.618 1.1868
HIGH 1.1819
0.618 1.1789
0.500 1.1780
0.382 1.1770
LOW 1.1740
0.618 1.1691
1.000 1.1661
1.618 1.1612
2.618 1.1533
4.250 1.1404
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 1.1780 1.1830
PP 1.1771 1.1804
S1 1.1762 1.1779

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

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