CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 1.1845 1.1877 0.0032 0.3% 1.1926
High 1.1873 1.1903 0.0031 0.3% 1.1955
Low 1.1834 1.1849 0.0016 0.1% 1.1781
Close 1.1868 1.1877 0.0009 0.1% 1.1868
Range 0.0039 0.0054 0.0015 38.5% 0.0174
ATR 0.0081 0.0079 -0.0002 -2.4% 0.0000
Volume 1,633 1,294 -339 -20.8% 8,409
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2038 1.2012 1.1907
R3 1.1984 1.1958 1.1892
R2 1.1930 1.1930 1.1887
R1 1.1904 1.1904 1.1882 1.1904
PP 1.1876 1.1876 1.1876 1.1877
S1 1.1850 1.1850 1.1872 1.1850
S2 1.1822 1.1822 1.1867
S3 1.1768 1.1796 1.1862
S4 1.1714 1.1742 1.1847
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2388 1.2302 1.1963
R3 1.2215 1.2128 1.1916
R2 1.2041 1.2041 1.1900
R1 1.1955 1.1955 1.1884 1.1911
PP 1.1868 1.1868 1.1868 1.1846
S1 1.1781 1.1781 1.1852 1.1738
S2 1.1694 1.1694 1.1836
S3 1.1521 1.1608 1.1820
S4 1.1347 1.1434 1.1773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1903 1.1781 0.0122 1.0% 0.0061 0.5% 79% True False 1,704
10 1.1955 1.1640 0.0315 2.6% 0.0094 0.8% 75% False False 1,349
20 1.1955 1.1640 0.0315 2.6% 0.0079 0.7% 75% False False 984
40 1.1955 1.1640 0.0315 2.6% 0.0073 0.6% 75% False False 721
60 1.2061 1.1640 0.0421 3.5% 0.0076 0.6% 56% False False 557
80 1.2061 1.1640 0.0421 3.5% 0.0078 0.7% 56% False False 428
100 1.2061 1.1255 0.0806 6.8% 0.0077 0.7% 77% False False 347
120 1.2061 1.1152 0.0909 7.7% 0.0078 0.7% 80% False False 292
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2133
2.618 1.2044
1.618 1.1990
1.000 1.1957
0.618 1.1936
HIGH 1.1903
0.618 1.1882
0.500 1.1876
0.382 1.1870
LOW 1.1849
0.618 1.1816
1.000 1.1795
1.618 1.1762
2.618 1.1708
4.250 1.1620
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 1.1877 1.1867
PP 1.1876 1.1858
S1 1.1876 1.1848

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

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