CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	1.1935	1.1936	0.0001	0.0%	1.1902
High	1.1942	1.1963	0.0021	0.2%	1.1949
Low	1.1910	1.1858	-0.0052	-0.4%	1.1876
Close	1.1916	1.1900	-0.0016	-0.1%	1.1916
Range	0.0032	0.0105	0.0073	226.6%	0.0073
ATR	0.0064	0.0067	0.0003	4.5%	0.0000
Volume	100	7	-93	-93.0%	200

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2220	1.2164	1.1957
R3	1.2116	1.2060	1.1928
R2	1.2011	1.2011	1.1919
R1	1.1955	1.1955	1.1909	1.1931
PP	1.1907	1.1907	1.1907	1.1895
S1	1.1851	1.1851	1.1890	1.1827
S2	1.1802	1.1802	1.1880
S3	1.1698	1.1746	1.1871
S4	1.1593	1.1642	1.1842

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	1.1963	1.1858	0.0105	0.9%	0.0056	0.5%	40%	True	True	41
10	1.1963	1.1808	0.0155	1.3%	0.0055	0.5%	59%	True	False	24
20	1.1975	1.1671	0.0304	2.6%	0.0062	0.5%	75%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.2407
2.618	1.2236
1.618	1.2132
1.000	1.2067
0.618	1.2027
HIGH	1.1963
0.618	1.1923
0.500	1.1910
0.382	1.1898
LOW	1.1858
0.618	1.1793
1.000	1.1754
1.618	1.1689
2.618	1.1584
4.250	1.1414

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	1.1910	1.1910
PP	1.1907	1.1907
S1	1.1903	1.1903

Download as Excel Spreadsheet

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

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