CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 1.1953 1.1985 0.0032 0.3% 1.1936
High 1.1985 1.2018 0.0034 0.3% 1.2018
Low 1.1941 1.1944 0.0003 0.0% 1.1858
Close 1.1974 1.2014 0.0040 0.3% 1.2014
Range 0.0044 0.0075 0.0031 69.3% 0.0160
ATR 0.0065 0.0065 0.0001 1.1% 0.0000
Volume 74 30 -44 -59.5% 114
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2215 1.2189 1.2054
R3 1.2141 1.2114 1.2034
R2 1.2066 1.2066 1.2027
R1 1.2040 1.2040 1.2020 1.2053
PP 1.1992 1.1992 1.1992 1.1998
S1 1.1965 1.1965 1.2007 1.1979
S2 1.1917 1.1917 1.2000
S3 1.1843 1.1891 1.1993
S4 1.1768 1.1816 1.1973
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2443 1.2388 1.2102
R3 1.2283 1.2228 1.2058
R2 1.2123 1.2123 1.2043
R1 1.2068 1.2068 1.2028 1.2096
PP 1.1963 1.1963 1.1963 1.1977
S1 1.1908 1.1908 1.1999 1.1936
S2 1.1803 1.1803 1.1984
S3 1.1643 1.1748 1.1970
S4 1.1483 1.1588 1.1926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2018 1.1858 0.0160 1.3% 0.0062 0.5% 97% True False 42
10 1.2018 1.1858 0.0160 1.3% 0.0053 0.4% 97% True False 31
20 1.2018 1.1671 0.0348 2.9% 0.0067 0.6% 99% True False 28
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2335
2.618 1.2213
1.618 1.2139
1.000 1.2093
0.618 1.2064
HIGH 1.2018
0.618 1.1990
0.500 1.1981
0.382 1.1972
LOW 1.1944
0.618 1.1897
1.000 1.1869
1.618 1.1823
2.618 1.1748
4.250 1.1627
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 1.2003 1.1995
PP 1.1992 1.1976
S1 1.1981 1.1957

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

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