CME Euro FX (E) Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 1.1879 1.1865 -0.0014 -0.1% 1.1847
High 1.1897 1.1912 0.0016 0.1% 1.1902
Low 1.1855 1.1805 -0.0051 -0.4% 1.1821
Close 1.1864 1.1848 -0.0016 -0.1% 1.1864
Range 0.0042 0.0108 0.0066 159.0% 0.0081
ATR 0.0072 0.0075 0.0003 3.5% 0.0000
Volume 121,670 205,523 83,853 68.9% 626,348
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2177 1.2120 1.1907
R3 1.2070 1.2012 1.1877
R2 1.1962 1.1962 1.1867
R1 1.1905 1.1905 1.1857 1.1880
PP 1.1855 1.1855 1.1855 1.1842
S1 1.1797 1.1797 1.1838 1.1772
S2 1.1747 1.1747 1.1828
S3 1.1640 1.1690 1.1818
S4 1.1532 1.1582 1.1788
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2104 1.2064 1.1908
R3 1.2023 1.1984 1.1886
R2 1.1943 1.1943 1.1878
R1 1.1903 1.1903 1.1871 1.1923
PP 1.1862 1.1862 1.1862 1.1872
S1 1.1823 1.1823 1.1856 1.1842
S2 1.1782 1.1782 1.1849
S3 1.1701 1.1742 1.1841
S4 1.1621 1.1662 1.1819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1912 1.1805 0.0108 0.9% 0.0062 0.5% 40% True True 141,483
10 1.1912 1.1754 0.0159 1.3% 0.0062 0.5% 59% True False 133,698
20 1.1930 1.1613 0.0317 2.7% 0.0080 0.7% 74% False False 167,643
40 1.1930 1.1613 0.0317 2.7% 0.0073 0.6% 74% False False 165,569
60 1.2038 1.1613 0.0425 3.6% 0.0076 0.6% 55% False False 161,944
80 1.2038 1.1613 0.0425 3.6% 0.0080 0.7% 55% False False 122,039
100 1.2038 1.1260 0.0778 6.6% 0.0082 0.7% 76% False False 97,809
120 1.2038 1.1214 0.0824 7.0% 0.0083 0.7% 77% False False 81,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2369
2.618 1.2193
1.618 1.2086
1.000 1.2020
0.618 1.1978
HIGH 1.1912
0.618 1.1871
0.500 1.1858
0.382 1.1846
LOW 1.1805
0.618 1.1738
1.000 1.1697
1.618 1.1631
2.618 1.1523
4.250 1.1348
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 1.1858 1.1858
PP 1.1855 1.1855
S1 1.1851 1.1851

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

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