CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	1.1837	1.1824	-0.0014	-0.1%	1.1700
High	1.1890	1.1880	-0.0010	-0.1%	1.1946
Low	1.1808	1.1820	0.0012	0.1%	1.1671
Close	1.1834	1.1866	0.0033	0.3%	1.1942
Range	0.0082	0.0061	-0.0021	-25.8%	0.0276
ATR	0.0077	0.0076	-0.0001	-1.6%	0.0000
Volume	7	14	7	100.0%	194

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2037	1.2012	1.1899
R3	1.1976	1.1951	1.1883
R2	1.1916	1.1916	1.1877
R1	1.1891	1.1891	1.1872	1.1903
PP	1.1855	1.1855	1.1855	1.1861
S1	1.1830	1.1830	1.1860	1.1843
S2	1.1795	1.1795	1.1855
S3	1.1734	1.1770	1.1849
S4	1.1674	1.1709	1.1833

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	1.1808	0.0167	1.4%	0.0079	0.7%	35%	False	False	10
10	1.1975	1.1671	0.0304	2.6%	0.0080	0.7%	64%	False	False	25
20	1.1975	1.1671	0.0304	2.6%	0.0059	0.5%	64%	False	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2137
2.618	1.2038
1.618	1.1978
1.000	1.1941
0.618	1.1917
HIGH	1.1880
0.618	1.1857
0.500	1.1850
0.382	1.1843
LOW	1.1820
0.618	1.1782
1.000	1.1759
1.618	1.1722
2.618	1.1661
4.250	1.1562

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	1.1861	1.1861
PP	1.1855	1.1857
S1	1.1850	1.1852

Download as Excel Spreadsheet

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

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