CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 1.1732 1.1706 -0.0027 -0.2% 1.1883
High 1.1732 1.1761 0.0029 0.2% 1.1897
Low 1.1716 1.1706 -0.0011 -0.1% 1.1706
Close 1.1732 1.1706 -0.0027 -0.2% 1.1706
Range 0.0016 0.0055 0.0039 243.8% 0.0192
ATR 0.0000 0.0063 0.0063 0.0000
Volume 8 18 10 125.0% 65
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.1889 1.1852 1.1736
R3 1.1834 1.1797 1.1721
R2 1.1779 1.1779 1.1716
R1 1.1742 1.1742 1.1711 1.1733
PP 1.1724 1.1724 1.1724 1.1719
S1 1.1687 1.1687 1.1700 1.1678
S2 1.1669 1.1669 1.1695
S3 1.1614 1.1632 1.1690
S4 1.1559 1.1577 1.1675
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 1.2344 1.2216 1.1811
R3 1.2152 1.2025 1.1758
R2 1.1961 1.1961 1.1741
R1 1.1833 1.1833 1.1723 1.1801
PP 1.1769 1.1769 1.1769 1.1753
S1 1.1642 1.1642 1.1688 1.1610
S2 1.1578 1.1578 1.1670
S3 1.1386 1.1450 1.1653
S4 1.1195 1.1259 1.1600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1897 1.1706 0.0192 1.6% 0.0030 0.3% 0% False True 13
10 1.1939 1.1706 0.0234 2.0% 0.0040 0.3% 0% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1994
2.618 1.1904
1.618 1.1849
1.000 1.1816
0.618 1.1794
HIGH 1.1761
0.618 1.1739
0.500 1.1733
0.382 1.1727
LOW 1.1706
0.618 1.1672
1.000 1.1651
1.618 1.1617
2.618 1.1562
4.250 1.1472
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 1.1733 1.1759
PP 1.1724 1.1741
S1 1.1715 1.1723

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

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