CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 1.1932 1.1980 0.0048 0.4% 1.1926
High 1.1970 1.2001 0.0031 0.3% 1.1964
Low 1.1932 1.1979 0.0047 0.4% 1.1906
Close 1.1964 1.1998 0.0035 0.3% 1.1940
Range 0.0038 0.0022 -0.0017 -43.4% 0.0058
ATR 0.0058 0.0057 -0.0002 -2.6% 0.0000
Volume 29 31 2 6.9% 82
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2057 1.2049 1.2010
R3 1.2036 1.2028 1.2004
R2 1.2014 1.2014 1.2002
R1 1.2006 1.2006 1.2000 1.2010
PP 1.1993 1.1993 1.1993 1.1995
S1 1.1985 1.1985 1.1996 1.1989
S2 1.1971 1.1971 1.1994
S3 1.1950 1.1963 1.1992
S4 1.1928 1.1942 1.1986
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 1.2001 1.1903 0.0098 0.8% 0.0042 0.3% 97% True False 18
10 1.2001 1.1850 0.0151 1.3% 0.0035 0.3% 98% True False 15
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2092
2.618 1.2057
1.618 1.2035
1.000 1.2022
0.618 1.2014
HIGH 1.2001
0.618 1.1992
0.500 1.1990
0.382 1.1987
LOW 1.1979
0.618 1.1966
1.000 1.1958
1.618 1.1944
2.618 1.1923
4.250 1.1888
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 1.1995 1.1983
PP 1.1993 1.1967
S1 1.1990 1.1952

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

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