CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 1.1792 1.1880 0.0088 0.7% 1.1700
High 1.1918 1.1946 0.0028 0.2% 1.1946
Low 1.1778 1.1857 0.0079 0.7% 1.1671
Close 1.1899 1.1942 0.0044 0.4% 1.1942
Range 0.0140 0.0090 -0.0051 -36.1% 0.0276
ATR 0.0075 0.0076 0.0001 1.4% 0.0000
Volume 65 16 -49 -75.4% 194
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2183 1.2152 1.1991
R3 1.2094 1.2063 1.1967
R2 1.2004 1.2004 1.1958
R1 1.1973 1.1973 1.1950 1.1989
PP 1.1915 1.1915 1.1915 1.1923
S1 1.1884 1.1884 1.1934 1.1899
S2 1.1825 1.1825 1.1926
S3 1.1736 1.1794 1.1917
S4 1.1646 1.1705 1.1893
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2679 1.2586 1.2094
R3 1.2404 1.2311 1.2018
R2 1.2128 1.2128 1.1993
R1 1.2035 1.2035 1.1967 1.2082
PP 1.1853 1.1853 1.1853 1.1876
S1 1.1760 1.1760 1.1917 1.1806
S2 1.1577 1.1577 1.1891
S3 1.1302 1.1484 1.1866
S4 1.1026 1.1209 1.1790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1946 1.1671 0.0276 2.3% 0.0088 0.7% 99% True False 38
10 1.1946 1.1671 0.0276 2.3% 0.0059 0.5% 99% True False 25
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2326
2.618 1.2180
1.618 1.2091
1.000 1.2036
0.618 1.2001
HIGH 1.1946
0.618 1.1912
0.500 1.1901
0.382 1.1891
LOW 1.1857
0.618 1.1801
1.000 1.1767
1.618 1.1712
2.618 1.1622
4.250 1.1476
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 1.1928 1.1897
PP 1.1915 1.1853
S1 1.1901 1.1808

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.