CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 1.1906 1.1926 0.0020 0.2% 1.1984
High 1.1917 1.1942 0.0025 0.2% 1.1993
Low 1.1889 1.1914 0.0026 0.2% 1.1845
Close 1.1917 1.1926 0.0010 0.1% 1.1917
Range 0.0028 0.0028 -0.0001 -1.8% 0.0148
ATR
Volume 5 0 -5 -100.0% 61
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2010 1.1995 1.1941
R3 1.1982 1.1968 1.1934
R2 1.1955 1.1955 1.1931
R1 1.1940 1.1940 1.1929 1.1940
PP 1.1927 1.1927 1.1927 1.1927
S1 1.1913 1.1913 1.1923 1.1912
S2 1.1900 1.1900 1.1921
S3 1.1872 1.1885 1.1918
S4 1.1845 1.1858 1.1911
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2362 1.2287 1.1998
R3 1.2214 1.2139 1.1957
R2 1.2066 1.2066 1.1944
R1 1.1991 1.1991 1.1930 1.1955
PP 1.1918 1.1918 1.1918 1.1900
S1 1.1843 1.1843 1.1903 1.1807
S2 1.1770 1.1770 1.1889
S3 1.1622 1.1695 1.1876
S4 1.1474 1.1547 1.1835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1942 1.1845 0.0097 0.8% 0.0042 0.3% 84% True False 9
10 1.1993 1.1716 0.0277 2.3% 0.0066 0.6% 76% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2058
2.618 1.2013
1.618 1.1986
1.000 1.1969
0.618 1.1958
HIGH 1.1942
0.618 1.1931
0.500 1.1928
0.382 1.1925
LOW 1.1914
0.618 1.1897
1.000 1.1887
1.618 1.1870
2.618 1.1842
4.250 1.1797
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 1.1928 1.1916
PP 1.1927 1.1906
S1 1.1927 1.1896

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

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