CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 1.1825 1.1826 0.0001 0.0% 1.1655
High 1.1853 1.1842 -0.0012 -0.1% 1.1901
Low 1.1789 1.1754 -0.0035 -0.3% 1.1613
Close 1.1822 1.1783 -0.0040 -0.3% 1.1892
Range 0.0065 0.0088 0.0024 36.4% 0.0288
ATR 0.0087 0.0087 0.0000 0.1% 0.0000
Volume 155,780 138,880 -16,900 -10.8% 952,017
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2057 1.2008 1.1831
R3 1.1969 1.1920 1.1807
R2 1.1881 1.1881 1.1799
R1 1.1832 1.1832 1.1791 1.1812
PP 1.1793 1.1793 1.1793 1.1783
S1 1.1744 1.1744 1.1774 1.1724
S2 1.1705 1.1705 1.1766
S3 1.1617 1.1656 1.1758
S4 1.1529 1.1568 1.1734
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2666 1.2567 1.2050
R3 1.2378 1.2279 1.1971
R2 1.2090 1.2090 1.1944
R1 1.1991 1.1991 1.1918 1.2040
PP 1.1802 1.1802 1.1802 1.1826
S1 1.1703 1.1703 1.1865 1.1752
S2 1.1514 1.1514 1.1839
S3 1.1226 1.1415 1.1812
S4 1.0938 1.1127 1.1733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1930 1.1721 0.0209 1.8% 0.0105 0.9% 30% False False 189,018
10 1.1930 1.1613 0.0317 2.7% 0.0100 0.9% 54% False False 192,840
20 1.1930 1.1613 0.0317 2.7% 0.0084 0.7% 54% False False 182,312
40 1.1930 1.1613 0.0317 2.7% 0.0078 0.7% 54% False False 177,512
60 1.2038 1.1613 0.0425 3.6% 0.0081 0.7% 40% False False 145,073
80 1.2038 1.1543 0.0495 4.2% 0.0085 0.7% 48% False False 109,129
100 1.2038 1.1226 0.0812 6.9% 0.0084 0.7% 69% False False 87,424
120 1.2038 1.0920 0.1118 9.5% 0.0086 0.7% 77% False False 72,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2216
2.618 1.2072
1.618 1.1984
1.000 1.1930
0.618 1.1896
HIGH 1.1842
0.618 1.1808
0.500 1.1798
0.382 1.1787
LOW 1.1754
0.618 1.1699
1.000 1.1666
1.618 1.1611
2.618 1.1523
4.250 1.1380
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 1.1798 1.1842
PP 1.1793 1.1822
S1 1.1788 1.1802

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

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