CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	1.1936	1.1896	-0.0040	-0.3%	1.1902
High	1.1963	1.1949	-0.0014	-0.1%	1.1949
Low	1.1858	1.1896	0.0038	0.3%	1.1876
Close	1.1900	1.1939	0.0040	0.3%	1.1916
Range	0.0105	0.0053	-0.0052	-49.3%	0.0073
ATR	0.0067	0.0066	-0.0001	-1.5%	0.0000
Volume	7	3	-4	-57.1%	200

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2087	1.2066	1.1968
R3	1.2034	1.2013	1.1954
R2	1.1981	1.1981	1.1949
R1	1.1960	1.1960	1.1944	1.1971
PP	1.1928	1.1928	1.1928	1.1933
S1	1.1907	1.1907	1.1934	1.1918
S2	1.1875	1.1875	1.1929
S3	1.1822	1.1854	1.1924
S4	1.1769	1.1801	1.1910

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%	0.0058	0.5%	78%	False	False	37
10	1.1963	1.1808	0.0155	1.3%	0.0056	0.5%	85%	False	False	23
20	1.1975	1.1671	0.0304	2.5%	0.0063	0.5%	88%	False	False	23

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2174
2.618	1.2088
1.618	1.2035
1.000	1.2002
0.618	1.1982
HIGH	1.1949
0.618	1.1929
0.500	1.1923
0.382	1.1916
LOW	1.1896
0.618	1.1863
1.000	1.1843
1.618	1.1810
2.618	1.1757
4.250	1.1671

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	1.1934	1.1929
PP	1.1928	1.1920
S1	1.1923	1.1910

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

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