CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 1.1706 1.1700 -0.0006 -0.1% 1.1883
High 1.1761 1.1712 -0.0049 -0.4% 1.1897
Low 1.1706 1.1689 -0.0017 -0.1% 1.1706
Close 1.1706 1.1693 -0.0013 -0.1% 1.1706
Range 0.0055 0.0023 -0.0032 -58.2% 0.0192
ATR 0.0063 0.0061 -0.0003 -4.6% 0.0000
Volume 18 50 32 177.8% 65
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1767 1.1753 1.1706
R3 1.1744 1.1730 1.1699
R2 1.1721 1.1721 1.1697
R1 1.1707 1.1707 1.1695 1.1702
PP 1.1698 1.1698 1.1698 1.1695
S1 1.1684 1.1684 1.1691 1.1679
S2 1.1675 1.1675 1.1689
S3 1.1652 1.1661 1.1687
S4 1.1629 1.1638 1.1680
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 1.1689 0.0209 1.8% 0.0032 0.3% 2% False True 21
10 1.1939 1.1689 0.0251 2.1% 0.0034 0.3% 2% False True 18
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1809
2.618 1.1772
1.618 1.1749
1.000 1.1735
0.618 1.1726
HIGH 1.1712
0.618 1.1703
0.500 1.1700
0.382 1.1697
LOW 1.1689
0.618 1.1674
1.000 1.1666
1.618 1.1651
2.618 1.1628
4.250 1.1591
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 1.1700 1.1725
PP 1.1698 1.1714
S1 1.1695 1.1704

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

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