CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 1.1955 1.1926 -0.0029 -0.2% 1.1984
High 1.1962 1.1958 -0.0004 0.0% 1.1993
Low 1.1938 1.1906 -0.0032 -0.3% 1.1845
Close 1.1946 1.1958 0.0012 0.1% 1.1917
Range 0.0024 0.0052 0.0028 116.7% 0.0148
ATR 0.0062 0.0061 -0.0001 -1.1% 0.0000
Volume 43 18 -25 -58.1% 61
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2097 1.2079 1.1987
R3 1.2045 1.2027 1.1972
R2 1.1993 1.1993 1.1968
R1 1.1975 1.1975 1.1963 1.1984
PP 1.1941 1.1941 1.1941 1.1945
S1 1.1923 1.1923 1.1953 1.1932
S2 1.1889 1.1889 1.1948
S3 1.1837 1.1871 1.1944
S4 1.1785 1.1819 1.1929
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 1.1964 1.1889 0.0076 0.6% 0.0031 0.3% 92% False False 15
10 1.1993 1.1845 0.0148 1.2% 0.0048 0.4% 77% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2179
2.618 1.2094
1.618 1.2042
1.000 1.2010
0.618 1.1990
HIGH 1.1958
0.618 1.1938
0.500 1.1932
0.382 1.1926
LOW 1.1906
0.618 1.1874
1.000 1.1854
1.618 1.1822
2.618 1.1770
4.250 1.1685
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 1.1949 1.1950
PP 1.1941 1.1943
S1 1.1932 1.1935

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

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