CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	1.2061	1.2095	0.0034	0.3%	1.1908
High	1.2073	1.2150	0.0078	0.6%	1.2038
Low	1.2013	1.2018	0.0006	0.0%	1.1903
Close	1.2029	1.2130	0.0101	0.8%	1.2038
Range	0.0060	0.0132	0.0072	120.0%	0.0135
ATR	0.0058	0.0063	0.0005	9.2%	0.0000
Volume	95	4	-91	-95.8%	71

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2495	1.2444	1.2202
R3	1.2363	1.2312	1.2166
R2	1.2231	1.2231	1.2154
R1	1.2180	1.2180	1.2142	1.2206
PP	1.2099	1.2099	1.2099	1.2112
S1	1.2048	1.2048	1.2117	1.2074
S2	1.1967	1.1967	1.2105
S3	1.1835	1.1916	1.2093
S4	1.1703	1.1784	1.2057

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	1.2150	1.1932	0.0218	1.8%	0.0063	0.5%	91%	True	False	32
10	1.2150	1.1903	0.0247	2.0%	0.0051	0.4%	92%	True	False	25
20	1.2150	1.1716	0.0435	3.6%	0.0059	0.5%	95%	True	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.2711
2.618	1.2496
1.618	1.2364
1.000	1.2282
0.618	1.2232
HIGH	1.2150
0.618	1.2100
0.500	1.2084
0.382	1.2068
LOW	1.2018
0.618	1.1936
1.000	1.1886
1.618	1.1804
2.618	1.1672
4.250	1.1457

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	1.2114	1.2107
PP	1.2099	1.2084
S1	1.2084	1.2062

Download as Excel Spreadsheet

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

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