CME Euro FX (E) Future June 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	1.2041	1.2032	-0.0010	-0.1%	1.1936
High	1.2059	1.2130	0.0071	0.6%	1.2018
Low	1.1987	1.1989	0.0002	0.0%	1.1858
Close	1.2004	1.2106	0.0102	0.8%	1.2014
Range	0.0072	0.0141	0.0069	95.8%	0.0160
ATR	0.0066	0.0071	0.0005	8.2%	0.0000
Volume	160	56	-104	-65.0%	114

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2498	1.2443	1.2183
R3	1.2357	1.2302	1.2144
R2	1.2216	1.2216	1.2131
R1	1.2161	1.2161	1.2118	1.2188
PP	1.2075	1.2075	1.2075	1.2088
S1	1.2020	1.2020	1.2093	1.2047
S2	1.1934	1.1934	1.2080
S3	1.1793	1.1879	1.2067
S4	1.1652	1.1738	1.2028

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	1.2130	1.1896	0.0234	1.9%	0.0077	0.6%	90%	True	False	64
10	1.2130	1.1858	0.0272	2.2%	0.0067	0.5%	91%	True	False	53
20	1.2130	1.1671	0.0459	3.8%	0.0073	0.6%	95%	True	False	35

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.2729
2.618	1.2499
1.618	1.2358
1.000	1.2271
0.618	1.2217
HIGH	1.2130
0.618	1.2076
0.500	1.2059
0.382	1.2042
LOW	1.1989
0.618	1.1901
1.000	1.1848
1.618	1.1760
2.618	1.1619
4.250	1.1389

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	1.2090	1.2083
PP	1.2075	1.2060
S1	1.2059	1.2037

Download as Excel Spreadsheet

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

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