CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 1.1889 1.1848 -0.0041 -0.3% 1.1755
High 1.1899 1.1877 -0.0022 -0.2% 1.1919
Low 1.1843 1.1831 -0.0012 -0.1% 1.1742
Close 1.1853 1.1851 -0.0002 0.0% 1.1898
Range 0.0056 0.0046 -0.0010 -17.9% 0.0177
ATR 0.0069 0.0067 -0.0002 -2.4% 0.0000
Volume 344 503 159 46.2% 2,422
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1991 1.1967 1.1876
R3 1.1945 1.1921 1.1864
R2 1.1899 1.1899 1.1859
R1 1.1875 1.1875 1.1855 1.1887
PP 1.1853 1.1853 1.1853 1.1859
S1 1.1829 1.1829 1.1847 1.1841
S2 1.1807 1.1807 1.1843
S3 1.1761 1.1783 1.1838
S4 1.1715 1.1737 1.1826
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2384 1.2318 1.1995
R3 1.2207 1.2141 1.1946
R2 1.2030 1.2030 1.1930
R1 1.1964 1.1964 1.1914 1.1997
PP 1.1853 1.1853 1.1853 1.1869
S1 1.1787 1.1787 1.1881 1.1820
S2 1.1676 1.1676 1.1865
S3 1.1499 1.1610 1.1849
S4 1.1322 1.1433 1.1800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1919 1.1826 0.0094 0.8% 0.0058 0.5% 27% False False 465
10 1.1919 1.1729 0.0191 1.6% 0.0063 0.5% 64% False False 541
20 1.1919 1.1729 0.0191 1.6% 0.0064 0.5% 64% False False 499
40 1.2061 1.1658 0.0403 3.4% 0.0071 0.6% 48% False False 415
60 1.2061 1.1658 0.0403 3.4% 0.0075 0.6% 48% False False 282
80 1.2061 1.1325 0.0736 6.2% 0.0076 0.6% 72% False False 221
100 1.2061 1.1248 0.0813 6.9% 0.0076 0.6% 74% False False 181
120 1.2061 1.0857 0.1204 10.2% 0.0074 0.6% 83% False False 157
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2073
2.618 1.1997
1.618 1.1951
1.000 1.1923
0.618 1.1905
HIGH 1.1877
0.618 1.1859
0.500 1.1854
0.382 1.1849
LOW 1.1831
0.618 1.1803
1.000 1.1785
1.618 1.1757
2.618 1.1711
4.250 1.1636
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 1.1854 1.1864
PP 1.1853 1.1860
S1 1.1852 1.1855

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

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