CME Euro FX (E) Future June 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 1.1883 1.1890 0.0007 0.1% 1.1847
High 1.1883 1.1897 0.0014 0.1% 1.1939
Low 1.1870 1.1861 -0.0010 -0.1% 1.1768
Close 1.1877 1.1876 -0.0001 0.0% 1.1922
Range 0.0013 0.0037 0.0024 180.8% 0.0172
ATR
Volume 6 32 26 433.3% 77
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1987 1.1968 1.1896
R3 1.1951 1.1931 1.1886
R2 1.1914 1.1914 1.1882
R1 1.1895 1.1895 1.1879 1.1886
PP 1.1878 1.1878 1.1878 1.1873
S1 1.1858 1.1858 1.1872 1.1850
S2 1.1841 1.1841 1.1869
S3 1.1805 1.1822 1.1865
S4 1.1768 1.1785 1.1855
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2391 1.2328 1.2016
R3 1.2219 1.2156 1.1969
R2 1.2048 1.2048 1.1953
R1 1.1985 1.1985 1.1938 1.2016
PP 1.1876 1.1876 1.1876 1.1892
S1 1.1813 1.1813 1.1906 1.1845
S2 1.1705 1.1705 1.1891
S3 1.1533 1.1642 1.1875
S4 1.1362 1.1470 1.1828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1939 1.1856 0.0084 0.7% 0.0029 0.2% 24% False False 10
10 1.1939 1.1754 0.0185 1.6% 0.0044 0.4% 66% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2052
2.618 1.1993
1.618 1.1956
1.000 1.1934
0.618 1.1920
HIGH 1.1897
0.618 1.1883
0.500 1.1879
0.382 1.1874
LOW 1.1861
0.618 1.1838
1.000 1.1824
1.618 1.1801
2.618 1.1765
4.250 1.1705
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 1.1879 1.1889
PP 1.1878 1.1885
S1 1.1877 1.1880

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

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