CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 1.1890 1.1813 -0.0077 -0.6% 1.1847
High 1.1897 1.1813 -0.0084 -0.7% 1.1939
Low 1.1861 1.1785 -0.0076 -0.6% 1.1768
Close 1.1876 1.1813 -0.0063 -0.5% 1.1922
Range 0.0037 0.0028 -0.0009 -23.3% 0.0172
ATR
Volume 32 1 -31 -96.9% 77
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1888 1.1878 1.1828
R3 1.1860 1.1850 1.1821
R2 1.1832 1.1832 1.1818
R1 1.1822 1.1822 1.1816 1.1827
PP 1.1804 1.1804 1.1804 1.1806
S1 1.1794 1.1794 1.1810 1.1799
S2 1.1776 1.1776 1.1808
S3 1.1748 1.1766 1.1805
S4 1.1720 1.1738 1.1798
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2391 1.2328 1.2016
R3 1.2219 1.2156 1.1969
R2 1.2048 1.2048 1.1953
R1 1.1985 1.1985 1.1938 1.2016
PP 1.1876 1.1876 1.1876 1.1892
S1 1.1813 1.1813 1.1906 1.1845
S2 1.1705 1.1705 1.1891
S3 1.1533 1.1642 1.1875
S4 1.1362 1.1470 1.1828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1923 1.1785 0.0138 1.2% 0.0032 0.3% 20% False True 10
10 1.1939 1.1754 0.0185 1.6% 0.0042 0.4% 32% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1932
2.618 1.1886
1.618 1.1858
1.000 1.1841
0.618 1.1830
HIGH 1.1813
0.618 1.1802
0.500 1.1799
0.382 1.1796
LOW 1.1785
0.618 1.1768
1.000 1.1757
1.618 1.1740
2.618 1.1712
4.250 1.1666
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 1.1808 1.1841
PP 1.1804 1.1832
S1 1.1799 1.1822

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

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