CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	1.1897	1.1935	0.0038	0.3%	1.1902
High	1.1939	1.1942	0.0004	0.0%	1.1949
Low	1.1876	1.1910	0.0035	0.3%	1.1876
Close	1.1934	1.1916	-0.0018	-0.2%	1.1916
Range	0.0063	0.0032	-0.0031	-49.2%	0.0073
ATR	0.0067	0.0064	-0.0002	-3.7%	0.0000
Volume	56	100	44	78.6%	200

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2019	1.1999	1.1933
R3	1.1987	1.1967	1.1924
R2	1.1955	1.1955	1.1921
R1	1.1935	1.1935	1.1918	1.1929
PP	1.1923	1.1923	1.1923	1.1919
S1	1.1903	1.1903	1.1913	1.1897
S2	1.1891	1.1891	1.1910
S3	1.1859	1.1871	1.1907
S4	1.1827	1.1839	1.1898

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2132	1.2097	1.1956
R3	1.2059	1.2024	1.1936
R2	1.1986	1.1986	1.1929
R1	1.1951	1.1951	1.1922	1.1969
PP	1.1913	1.1913	1.1913	1.1922
S1	1.1878	1.1878	1.1909	1.1896
S2	1.1840	1.1840	1.1902
S3	1.1767	1.1805	1.1895
S4	1.1694	1.1732	1.1875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1949	1.1876	0.0073	0.6%	0.0045	0.4%	55%	False	False	40
10	1.1975	1.1808	0.0167	1.4%	0.0056	0.5%	65%	False	False	23
20	1.1975	1.1671	0.0304	2.6%	0.0058	0.5%	81%	False	False	24

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2078
2.618	1.2026
1.618	1.1994
1.000	1.1974
0.618	1.1962
HIGH	1.1942
0.618	1.1930
0.500	1.1926
0.382	1.1922
LOW	1.1910
0.618	1.1890
1.000	1.1878
1.618	1.1858
2.618	1.1826
4.250	1.1774

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	1.1926	1.1914
PP	1.1923	1.1913
S1	1.1919	1.1911

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols