CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 1.1827 1.1775 -0.0052 -0.4% 1.1675
High 1.1851 1.1823 -0.0028 -0.2% 1.1813
Low 1.1774 1.1767 -0.0007 -0.1% 1.1662
Close 1.1795 1.1809 0.0014 0.1% 1.1756
Range 0.0078 0.0057 -0.0021 -27.1% 0.0152
ATR 0.0077 0.0075 -0.0001 -1.9% 0.0000
Volume 485 556 71 14.6% 2,105
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1969 1.1945 1.1840
R3 1.1912 1.1889 1.1824
R2 1.1856 1.1856 1.1819
R1 1.1832 1.1832 1.1814 1.1844
PP 1.1799 1.1799 1.1799 1.1805
S1 1.1776 1.1776 1.1803 1.1788
S2 1.1743 1.1743 1.1798
S3 1.1686 1.1719 1.1793
S4 1.1630 1.1663 1.1777
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2198 1.2128 1.1839
R3 1.2046 1.1977 1.1797
R2 1.1895 1.1895 1.1783
R1 1.1825 1.1825 1.1769 1.1860
PP 1.1743 1.1743 1.1743 1.1761
S1 1.1674 1.1674 1.1742 1.1709
S2 1.1592 1.1592 1.1728
S3 1.1440 1.1522 1.1714
S4 1.1289 1.1371 1.1672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1851 1.1739 0.0113 1.0% 0.0065 0.6% 62% False False 511
10 1.1851 1.1658 0.0193 1.6% 0.0067 0.6% 78% False False 416
20 1.1969 1.1658 0.0311 2.6% 0.0074 0.6% 48% False False 433
40 1.2061 1.1658 0.0403 3.4% 0.0077 0.7% 37% False False 245
60 1.2061 1.1436 0.0625 5.3% 0.0079 0.7% 60% False False 177
80 1.2061 1.1248 0.0813 6.9% 0.0078 0.7% 69% False False 137
100 1.2061 1.0885 0.1176 10.0% 0.0078 0.7% 79% False False 114
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2063
2.618 1.1971
1.618 1.1914
1.000 1.1880
0.618 1.1858
HIGH 1.1823
0.618 1.1801
0.500 1.1795
0.382 1.1788
LOW 1.1767
0.618 1.1732
1.000 1.1710
1.618 1.1675
2.618 1.1619
4.250 1.1526
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 1.1804 1.1806
PP 1.1799 1.1804
S1 1.1795 1.1801

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

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