CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 1.1940 1.1908 -0.0032 -0.3% 1.1926
High 1.1962 1.1978 0.0016 0.1% 1.1964
Low 1.1940 1.1903 -0.0037 -0.3% 1.1906
Close 1.1940 1.1925 -0.0016 -0.1% 1.1940
Range 0.0022 0.0075 0.0053 246.5% 0.0058
ATR 0.0058 0.0059 0.0001 2.0% 0.0000
Volume 10 6 -4 -40.0% 82
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2159 1.2116 1.1965
R3 1.2084 1.2042 1.1945
R2 1.2010 1.2010 1.1938
R1 1.1967 1.1967 1.1931 1.1988
PP 1.1935 1.1935 1.1935 1.1946
S1 1.1893 1.1893 1.1918 1.1914
S2 1.1861 1.1861 1.1911
S3 1.1786 1.1818 1.1904
S4 1.1712 1.1744 1.1884
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 1.1978 1.1903 0.0075 0.6% 0.0039 0.3% 29% True True 17
10 1.1978 1.1845 0.0133 1.1% 0.0040 0.3% 60% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2294
2.618 1.2173
1.618 1.2098
1.000 1.2052
0.618 1.2024
HIGH 1.1978
0.618 1.1949
0.500 1.1940
0.382 1.1931
LOW 1.1903
0.618 1.1857
1.000 1.1829
1.618 1.1782
2.618 1.1708
4.250 1.1586
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 1.1940 1.1940
PP 1.1935 1.1935
S1 1.1930 1.1930

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

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