CME Euro FX (E) Future March 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 1.1894 1.1882 -0.0012 -0.1% 1.1926
High 1.1924 1.1917 -0.0007 -0.1% 1.1955
Low 1.1884 1.1850 -0.0034 -0.3% 1.1781
Close 1.1897 1.1909 0.0013 0.1% 1.1868
Range 0.0040 0.0067 0.0027 66.3% 0.0174
ATR 0.0074 0.0073 -0.0001 -0.7% 0.0000
Volume 808 1,648 840 104.0% 8,409
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2091 1.2067 1.1946
R3 1.2025 1.2000 1.1927
R2 1.1958 1.1958 1.1921
R1 1.1934 1.1934 1.1915 1.1946
PP 1.1892 1.1892 1.1892 1.1898
S1 1.1867 1.1867 1.1903 1.1880
S2 1.1825 1.1825 1.1897
S3 1.1759 1.1801 1.1891
S4 1.1692 1.1734 1.1872
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 1.1927 1.1834 0.0094 0.8% 0.0050 0.4% 81% False False 1,244
10 1.1955 1.1781 0.0174 1.5% 0.0068 0.6% 74% False False 1,404
20 1.1955 1.1640 0.0315 2.6% 0.0078 0.7% 86% False False 1,081
40 1.1955 1.1640 0.0315 2.6% 0.0072 0.6% 86% False False 773
60 1.2061 1.1640 0.0421 3.5% 0.0076 0.6% 64% False False 612
80 1.2061 1.1640 0.0421 3.5% 0.0078 0.7% 64% False False 468
100 1.2061 1.1255 0.0806 6.8% 0.0077 0.6% 81% False False 380
120 1.2061 1.1248 0.0813 6.8% 0.0078 0.7% 81% False False 319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2199
2.618 1.2091
1.618 1.2024
1.000 1.1983
0.618 1.1958
HIGH 1.1917
0.618 1.1891
0.500 1.1883
0.382 1.1875
LOW 1.1850
0.618 1.1809
1.000 1.1784
1.618 1.1742
2.618 1.1676
4.250 1.1567
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 1.1900 1.1902
PP 1.1892 1.1895
S1 1.1883 1.1889

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

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