CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 1.1789 1.1728 -0.0061 -0.5% 1.1864
High 1.1793 1.1739 -0.0054 -0.5% 1.1924
Low 1.1712 1.1671 -0.0041 -0.4% 1.1759
Close 1.1726 1.1678 -0.0049 -0.4% 1.1874
Range 0.0081 0.0068 -0.0013 -16.0% 0.0165
ATR 0.0089 0.0087 -0.0001 -1.7% 0.0000
Volume 214,789 202,824 -11,965 -5.6% 814,655
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.1900 1.1857 1.1715
R3 1.1832 1.1789 1.1696
R2 1.1764 1.1764 1.1690
R1 1.1721 1.1721 1.1684 1.1708
PP 1.1696 1.1696 1.1696 1.1690
S1 1.1653 1.1653 1.1671 1.1640
S2 1.1628 1.1628 1.1665
S3 1.1560 1.1585 1.1659
S4 1.1492 1.1517 1.1640
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.2347 1.2276 1.1965
R3 1.2182 1.2111 1.1919
R2 1.2017 1.2017 1.1904
R1 1.1946 1.1946 1.1889 1.1982
PP 1.1852 1.1852 1.1852 1.1870
S1 1.1781 1.1781 1.1859 1.1817
S2 1.1687 1.1687 1.1844
S3 1.1522 1.1616 1.1829
S4 1.1357 1.1451 1.1783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1894 1.1671 0.0223 1.9% 0.0090 0.8% 3% False True 200,021
10 1.1942 1.1671 0.0271 2.3% 0.0084 0.7% 2% False True 204,542
20 1.2038 1.1671 0.0367 3.1% 0.0089 0.8% 2% False True 129,557
40 1.2038 1.1671 0.0367 3.1% 0.0091 0.8% 2% False True 65,629
60 1.2038 1.1226 0.0812 6.9% 0.0089 0.8% 56% False False 44,006
80 1.2038 1.1164 0.0874 7.5% 0.0090 0.8% 59% False False 33,087
100 1.2038 1.0824 0.1214 10.4% 0.0086 0.7% 70% False False 26,499
120 1.2038 1.0789 0.1249 10.7% 0.0084 0.7% 71% False False 22,095
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2028
2.618 1.1917
1.618 1.1849
1.000 1.1807
0.618 1.1781
HIGH 1.1739
0.618 1.1713
0.500 1.1705
0.382 1.1697
LOW 1.1671
0.618 1.1629
1.000 1.1603
1.618 1.1561
2.618 1.1493
4.250 1.1382
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 1.1705 1.1782
PP 1.1696 1.1747
S1 1.1687 1.1712

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

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