CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	1.1824	1.1892	0.0069	0.6%	1.1892
High	1.1880	1.1892	0.0012	0.1%	1.1975
Low	1.1820	1.1861	0.0042	0.4%	1.1808
Close	1.1866	1.1892	0.0026	0.2%	1.1892
Range	0.0061	0.0031	-0.0030	-48.8%	0.0167
ATR	0.0076	0.0073	-0.0003	-4.2%	0.0000
Volume	14	1	-13	-92.9%	39

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.1975	1.1964	1.1909
R3	1.1944	1.1933	1.1901
R2	1.1913	1.1913	1.1898
R1	1.1902	1.1902	1.1895	1.1908
PP	1.1882	1.1882	1.1882	1.1884
S1	1.1871	1.1871	1.1889	1.1877
S2	1.1851	1.1851	1.1886
S3	1.1820	1.1840	1.1883
S4	1.1789	1.1809	1.1875

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2391	1.2308	1.1984
R3	1.2225	1.2142	1.1938
R2	1.2058	1.2058	1.1923
R1	1.1975	1.1975	1.1907	1.2017
PP	1.1892	1.1892	1.1892	1.1912
S1	1.1809	1.1809	1.1877	1.1850
S2	1.1725	1.1725	1.1861
S3	1.1559	1.1642	1.1846
S4	1.1392	1.1476	1.1800

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%	0.0068	0.6%	50%	False	False	7
10	1.1975	1.1671	0.0304	2.6%	0.0078	0.7%	73%	False	False	23
20	1.1975	1.1671	0.0304	2.6%	0.0059	0.5%	73%	False	False	18

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2024
2.618	1.1973
1.618	1.1942
1.000	1.1923
0.618	1.1911
HIGH	1.1892
0.618	1.1880
0.500	1.1877
0.382	1.1873
LOW	1.1861
0.618	1.1842
1.000	1.1830
1.618	1.1811
2.618	1.1780
4.250	1.1729

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	1.1887	1.1878
PP	1.1882	1.1864
S1	1.1877	1.1850

Download as Excel Spreadsheet

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

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