CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 1.1892 1.1902 0.0010 0.1% 1.1892
High 1.1892 1.1927 0.0035 0.3% 1.1975
Low 1.1861 1.1877 0.0016 0.1% 1.1808
Close 1.1892 1.1902 0.0010 0.1% 1.1892
Range 0.0031 0.0050 0.0019 61.3% 0.0167
ATR 0.0073 0.0071 -0.0002 -2.2% 0.0000
Volume 1 0 -1 -100.0% 39
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2052 1.2027 1.1929
R3 1.2002 1.1977 1.1915
R2 1.1952 1.1952 1.1911
R1 1.1927 1.1927 1.1906 1.1927
PP 1.1902 1.1902 1.1902 1.1902
S1 1.1877 1.1877 1.1897 1.1877
S2 1.1852 1.1852 1.1892
S3 1.1802 1.1827 1.1888
S4 1.1752 1.1777 1.1874
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 1.1927 1.1808 0.0119 1.0% 0.0055 0.5% 79% True False 7
10 1.1975 1.1671 0.0304 2.6% 0.0080 0.7% 76% False False 18
20 1.1975 1.1671 0.0304 2.6% 0.0057 0.5% 76% False False 18
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2139
2.618 1.2057
1.618 1.2007
1.000 1.1977
0.618 1.1957
HIGH 1.1927
0.618 1.1907
0.500 1.1902
0.382 1.1896
LOW 1.1877
0.618 1.1846
1.000 1.1827
1.618 1.1796
2.618 1.1746
4.250 1.1664
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 1.1902 1.1892
PP 1.1902 1.1883
S1 1.1902 1.1873

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

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