CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	1.1921	1.1897	-0.0024	-0.2%	1.1892
High	1.1947	1.1939	-0.0009	-0.1%	1.1975
Low	1.1912	1.1876	-0.0036	-0.3%	1.1808
Close	1.1921	1.1934	0.0013	0.1%	1.1892
Range	0.0036	0.0063	0.0028	77.5%	0.0167
ATR	0.0067	0.0067	0.0000	-0.4%	0.0000
Volume	19	56	37	194.7%	39

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2105	1.2082	1.1968
R3	1.2042	1.2019	1.1951
R2	1.1979	1.1979	1.1945
R1	1.1956	1.1956	1.1939	1.1968
PP	1.1916	1.1916	1.1916	1.1922
S1	1.1893	1.1893	1.1928	1.1905
S2	1.1853	1.1853	1.1922
S3	1.1790	1.1830	1.1916
S4	1.1727	1.1767	1.1899

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	1.1949	1.1861	0.0088	0.7%	0.0045	0.4%	83%	False	False	20
10	1.1975	1.1808	0.0167	1.4%	0.0062	0.5%	75%	False	False	15
20	1.1975	1.1671	0.0304	2.5%	0.0059	0.5%	87%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2206
2.618	1.2103
1.618	1.2040
1.000	1.2002
0.618	1.1977
HIGH	1.1939
0.618	1.1914
0.500	1.1907
0.382	1.1900
LOW	1.1876
0.618	1.1837
1.000	1.1813
1.618	1.1774
2.618	1.1711
4.250	1.1608

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	1.1925	1.1926
PP	1.1916	1.1919
S1	1.1907	1.1912

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

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