CME Euro FX (E) Future September 2021

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	1.2219	1.2201	-0.0018	-0.1%	1.2061
High	1.2251	1.2243	-0.0008	-0.1%	1.2251
Low	1.2200	1.2168	-0.0032	-0.3%	1.2013
Close	1.2219	1.2201	-0.0018	-0.1%	1.2219
Range	0.0051	0.0075	0.0024	47.1%	0.0238
ATR	0.0061	0.0062	0.0001	1.6%	0.0000
Volume	16	42	26	162.5%	137

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2429	1.2390	1.2242
R3	1.2354	1.2315	1.2222
R2	1.2279	1.2279	1.2215
R1	1.2240	1.2240	1.2208	1.2239
PP	1.2204	1.2204	1.2204	1.2203
S1	1.2165	1.2165	1.2194	1.2164
S2	1.2129	1.2129	1.2187
S3	1.2054	1.2090	1.2180
S4	1.1979	1.2015	1.2160

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2875	1.2785	1.2350
R3	1.2637	1.2547	1.2284
R2	1.2399	1.2399	1.2263
R1	1.2309	1.2309	1.2241	1.2354
PP	1.2161	1.2161	1.2161	1.2183
S1	1.2071	1.2071	1.2197	1.2116
S2	1.1923	1.1923	1.2175
S3	1.1685	1.1833	1.2154
S4	1.1447	1.1595	1.2088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2251	1.2018	0.0233	1.9%	0.0066	0.5%	79%	False	False	16
10	1.2251	1.1903	0.0348	2.8%	0.0059	0.5%	86%	False	False	25
20	1.2251	1.1845	0.0406	3.3%	0.0051	0.4%	88%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2561
2.618	1.2439
1.618	1.2364
1.000	1.2318
0.618	1.2289
HIGH	1.2243
0.618	1.2214
0.500	1.2205
0.382	1.2196
LOW	1.2168
0.618	1.2121
1.000	1.2093
1.618	1.2046
2.618	1.1971
4.250	1.1849

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	1.2205	1.2209
PP	1.2204	1.2206
S1	1.2202	1.2204

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols