CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 1.1684 1.1655 -0.0029 -0.2% 1.1870
High 1.1715 1.1667 -0.0048 -0.4% 1.1873
Low 1.1651 1.1632 -0.0019 -0.2% 1.1651
Close 1.1655 1.1642 -0.0013 -0.1% 1.1655
Range 0.0064 0.0035 -0.0029 -45.3% 0.0222
ATR 0.0073 0.0070 -0.0003 -3.7% 0.0000
Volume 199,290 132,536 -66,754 -33.5% 971,292
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1752 1.1732 1.1661
R3 1.1717 1.1697 1.1652
R2 1.1682 1.1682 1.1648
R1 1.1662 1.1662 1.1645 1.1655
PP 1.1647 1.1647 1.1647 1.1643
S1 1.1627 1.1627 1.1639 1.1620
S2 1.1612 1.1612 1.1636
S3 1.1577 1.1592 1.1632
S4 1.1542 1.1557 1.1623
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2391 1.2244 1.1777
R3 1.2169 1.2023 1.1716
R2 1.1948 1.1948 1.1696
R1 1.1801 1.1801 1.1675 1.1764
PP 1.1726 1.1726 1.1726 1.1707
S1 1.1580 1.1580 1.1635 1.1542
S2 1.1505 1.1505 1.1614
S3 1.1283 1.1358 1.1594
S4 1.1062 1.1137 1.1533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1852 1.1632 0.0220 1.9% 0.0065 0.6% 5% False True 189,849
10 1.1895 1.1632 0.0263 2.3% 0.0066 0.6% 4% False True 178,082
20 1.1895 1.1632 0.0263 2.3% 0.0065 0.6% 4% False True 165,179
40 1.1942 1.1631 0.0311 2.7% 0.0072 0.6% 4% False False 180,730
60 1.2038 1.1631 0.0407 3.5% 0.0077 0.7% 3% False False 122,555
80 1.2038 1.1342 0.0696 6.0% 0.0081 0.7% 43% False False 92,164
100 1.2038 1.1214 0.0824 7.1% 0.0083 0.7% 52% False False 73,841
120 1.2038 1.0826 0.1212 10.4% 0.0083 0.7% 67% False False 61,558
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 1.1816
2.618 1.1759
1.618 1.1724
1.000 1.1702
0.618 1.1689
HIGH 1.1667
0.618 1.1654
0.500 1.1650
0.382 1.1645
LOW 1.1632
0.618 1.1610
1.000 1.1597
1.618 1.1575
2.618 1.1540
4.250 1.1483
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 1.1650 1.1701
PP 1.1647 1.1681
S1 1.1645 1.1662

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

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