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

Download as Excel Spreadsheet

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

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