CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 1.1782 1.1711 -0.0071 -0.6% 1.1889
High 1.1795 1.1741 -0.0055 -0.5% 1.1899
Low 1.1688 1.1678 -0.0011 -0.1% 1.1678
Close 1.1708 1.1681 -0.0027 -0.2% 1.1681
Range 0.0107 0.0063 -0.0044 -41.1% 0.0221
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 812 717 -95 -11.7% 3,533
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1889 1.1848 1.1716
R3 1.1826 1.1785 1.1698
R2 1.1763 1.1763 1.1693
R1 1.1722 1.1722 1.1687 1.1711
PP 1.1700 1.1700 1.1700 1.1694
S1 1.1659 1.1659 1.1675 1.1648
S2 1.1637 1.1637 1.1669
S3 1.1574 1.1596 1.1664
S4 1.1511 1.1533 1.1646
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2415 1.2269 1.1803
R3 1.2194 1.2048 1.1742
R2 1.1973 1.1973 1.1722
R1 1.1827 1.1827 1.1701 1.1790
PP 1.1752 1.1752 1.1752 1.1734
S1 1.1606 1.1606 1.1661 1.1569
S2 1.1531 1.1531 1.1640
S3 1.1310 1.1385 1.1620
S4 1.1089 1.1164 1.1559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1899 1.1678 0.0221 1.9% 0.0069 0.6% 2% False True 706
10 1.1919 1.1678 0.0242 2.1% 0.0070 0.6% 1% False True 595
20 1.1919 1.1678 0.0242 2.1% 0.0067 0.6% 1% False True 555
40 1.1969 1.1658 0.0311 2.7% 0.0070 0.6% 7% False False 474
60 1.2061 1.1658 0.0403 3.4% 0.0074 0.6% 6% False False 324
80 1.2061 1.1325 0.0736 6.3% 0.0076 0.6% 48% False False 254
100 1.2061 1.1248 0.0813 7.0% 0.0077 0.7% 53% False False 207
120 1.2061 1.0857 0.1204 10.3% 0.0075 0.6% 68% False False 177
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2008
2.618 1.1905
1.618 1.1842
1.000 1.1804
0.618 1.1779
HIGH 1.1741
0.618 1.1716
0.500 1.1709
0.382 1.1702
LOW 1.1678
0.618 1.1639
1.000 1.1615
1.618 1.1576
2.618 1.1513
4.250 1.1410
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 1.1709 1.1753
PP 1.1700 1.1729
S1 1.1690 1.1705

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

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