CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	1.1890	1.1837	-0.0053	-0.4%	1.1700
High	1.1896	1.1890	-0.0007	-0.1%	1.1946
Low	1.1846	1.1808	-0.0038	-0.3%	1.1671
Close	1.1872	1.1834	-0.0039	-0.3%	1.1942
Range	0.0051	0.0082	0.0031	61.4%	0.0276
ATR	0.0077	0.0077	0.0000	0.4%	0.0000
Volume	13	7	-6	-46.2%	194

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2088	1.2042	1.1878
R3	1.2007	1.1961	1.1856
R2	1.1925	1.1925	1.1848
R1	1.1879	1.1879	1.1841	1.1862
PP	1.1844	1.1844	1.1844	1.1835
S1	1.1798	1.1798	1.1826	1.1780
S2	1.1762	1.1762	1.1819
S3	1.1681	1.1716	1.1811
S4	1.1599	1.1635	1.1789

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	1.1975	1.1778	0.0197	1.7%	0.0095	0.8%	28%	False	False	21
10	1.1975	1.1671	0.0304	2.6%	0.0076	0.6%	54%	False	False	24
20	1.1975	1.1671	0.0304	2.6%	0.0059	0.5%	54%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2236
2.618	1.2103
1.618	1.2021
1.000	1.1971
0.618	1.1940
HIGH	1.1890
0.618	1.1858
0.500	1.1849
0.382	1.1839
LOW	1.1808
0.618	1.1758
1.000	1.1727
1.618	1.1676
2.618	1.1595
4.250	1.1462

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	1.1849	1.1891
PP	1.1844	1.1872
S1	1.1839	1.1853

Download as Excel Spreadsheet

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

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