CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 1.1980 1.2014 0.0034 0.3% 1.1908
High 1.2001 1.2038 0.0038 0.3% 1.2038
Low 1.1979 1.1973 -0.0006 -0.1% 1.1903
Close 1.1998 1.2038 0.0040 0.3% 1.2038
Range 0.0022 0.0065 0.0044 202.3% 0.0135
ATR 0.0057 0.0057 0.0001 1.0% 0.0000
Volume 31 5 -26 -83.9% 71
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2211 1.2190 1.2074
R3 1.2146 1.2125 1.2056
R2 1.2081 1.2081 1.2050
R1 1.2060 1.2060 1.2044 1.2071
PP 1.2016 1.2016 1.2016 1.2022
S1 1.1995 1.1995 1.2032 1.2006
S2 1.1951 1.1951 1.2026
S3 1.1886 1.1930 1.2020
S4 1.1821 1.1865 1.2002
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2398 1.2353 1.2112
R3 1.2263 1.2218 1.2075
R2 1.2128 1.2128 1.2063
R1 1.2083 1.2083 1.2050 1.2106
PP 1.1993 1.1993 1.1993 1.2004
S1 1.1948 1.1948 1.2026 1.1971
S2 1.1858 1.1858 1.2013
S3 1.1723 1.1813 1.2001
S4 1.1588 1.1678 1.1964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2038 1.1903 0.0135 1.1% 0.0044 0.4% 100% True False 16
10 1.2038 1.1889 0.0150 1.2% 0.0037 0.3% 100% True False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2314
2.618 1.2208
1.618 1.2143
1.000 1.2103
0.618 1.2078
HIGH 1.2038
0.618 1.2013
0.500 1.2006
0.382 1.1998
LOW 1.1973
0.618 1.1933
1.000 1.1908
1.618 1.1868
2.618 1.1803
4.250 1.1697
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 1.2027 1.2020
PP 1.2016 1.2003
S1 1.2006 1.1985

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

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