CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 30-Nov-2020

Day Change Summary
	Previous	Current
	27-Nov-2020	30-Nov-2020	Change	Change %	Previous Week
Open	1.2014	1.2061	0.0047	0.4%	1.1908
High	1.2038	1.2073	0.0035	0.3%	1.2038
Low	1.1973	1.2013	0.0040	0.3%	1.1903
Close	1.2038	1.2029	-0.0010	-0.1%	1.2038
Range	0.0065	0.0060	-0.0005	-7.7%	0.0135
ATR	0.0057	0.0058	0.0000	0.3%	0.0000
Volume	5	95	90	1,800.0%	71

Daily Pivots for day following 30-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2218	1.2183	1.2062
R3	1.2158	1.2123	1.2045
R2	1.2098	1.2098	1.2040
R1	1.2063	1.2063	1.2034	1.2051
PP	1.2038	1.2038	1.2038	1.2032
S1	1.2003	1.2003	1.2023	1.1991
S2	1.1978	1.1978	1.2018
S3	1.1918	1.1943	1.2012
S4	1.1858	1.1883	1.1996

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	1.2073	1.1903	0.0170	1.4%	0.0052	0.4%	74%	True	False	33
10	1.2073	1.1903	0.0170	1.4%	0.0041	0.3%	74%	True	False	24
20	1.2073	1.1716	0.0357	3.0%	0.0053	0.4%	88%	True	False	17

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	True
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2328
2.618	1.2230
1.618	1.2170
1.000	1.2133
0.618	1.2110
HIGH	1.2073
0.618	1.2050
0.500	1.2043
0.382	1.2035
LOW	1.2013
0.618	1.1975
1.000	1.1953
1.618	1.1915
2.618	1.1855
4.250	1.1758

Fisher Pivots for day following 30-Nov-2020
Pivot	1 day	3 day
R1	1.2043	1.2027
PP	1.2038	1.2025
S1	1.2033	1.2023

Download as Excel Spreadsheet

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

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