CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	1.1926	1.1940	0.0014	0.1%	1.1926
High	1.1958	1.1962	0.0004	0.0%	1.1964
Low	1.1906	1.1940	0.0034	0.3%	1.1906
Close	1.1958	1.1940	-0.0018	-0.2%	1.1940
Range	0.0052	0.0022	-0.0031	-58.7%	0.0058
ATR	0.0061	0.0058	-0.0003	-4.6%	0.0000
Volume	18	10	-8	-44.4%	82

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2012	1.1997	1.1952
R3	1.1990	1.1976	1.1946
R2	1.1969	1.1969	1.1944
R1	1.1954	1.1954	1.1942	1.1951
PP	1.1947	1.1947	1.1947	1.1945
S1	1.1933	1.1933	1.1938	1.1929
S2	1.1926	1.1926	1.1936
S3	1.1904	1.1911	1.1934
S4	1.1883	1.1890	1.1928

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2111	1.2083	1.1972
R3	1.2053	1.2025	1.1956
R2	1.1995	1.1995	1.1951
R1	1.1967	1.1967	1.1945	1.1981
PP	1.1937	1.1937	1.1937	1.1944
S1	1.1909	1.1909	1.1935	1.1923
S2	1.1879	1.1879	1.1929
S3	1.1821	1.1851	1.1924
S4	1.1763	1.1793	1.1908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1964	1.1906	0.0058	0.5%	0.0029	0.2%	59%	False	False	16
10	1.1993	1.1845	0.0148	1.2%	0.0042	0.4%	65%	False	False	14

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2053
2.618	1.2018
1.618	1.1996
1.000	1.1983
0.618	1.1975
HIGH	1.1962
0.618	1.1953
0.500	1.1951
0.382	1.1948
LOW	1.1940
0.618	1.1927
1.000	1.1919
1.618	1.1905
2.618	1.1884
4.250	1.1849

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	1.1951	1.1938
PP	1.1947	1.1936
S1	1.1944	1.1934

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

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