CME Euro FX (E) Future December 2020


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 1.1847 1.1898 0.0051 0.4% 1.1847
High 1.1902 1.1935 0.0033 0.3% 1.1902
Low 1.1844 1.1887 0.0043 0.4% 1.1821
Close 1.1888 1.1922 0.0034 0.3% 1.1864
Range 0.0059 0.0049 -0.0010 -17.1% 0.0081
ATR 0.0074 0.0072 -0.0002 -2.4% 0.0000
Volume 148,296 182,848 34,552 23.3% 626,348
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2060 1.2039 1.1948
R3 1.2011 1.1991 1.1935
R2 1.1963 1.1963 1.1930
R1 1.1942 1.1942 1.1926 1.1953
PP 1.1914 1.1914 1.1914 1.1920
S1 1.1894 1.1894 1.1917 1.1904
S2 1.1866 1.1866 1.1913
S3 1.1817 1.1845 1.1908
S4 1.1769 1.1797 1.1895
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2104 1.2064 1.1908
R3 1.2023 1.1984 1.1886
R2 1.1943 1.1943 1.1878
R1 1.1903 1.1903 1.1871 1.1923
PP 1.1862 1.1862 1.1862 1.1872
S1 1.1823 1.1823 1.1856 1.1842
S2 1.1782 1.1782 1.1849
S3 1.1701 1.1742 1.1841
S4 1.1621 1.1662 1.1819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1935 1.1805 0.0131 1.1% 0.0065 0.5% 90% True False 159,902
10 1.1935 1.1767 0.0168 1.4% 0.0058 0.5% 92% True False 137,347
20 1.1935 1.1613 0.0323 2.7% 0.0079 0.7% 96% True False 165,094
40 1.1935 1.1613 0.0323 2.7% 0.0072 0.6% 96% True False 164,040
60 1.1955 1.1613 0.0342 2.9% 0.0075 0.6% 90% False False 167,155
80 1.2038 1.1613 0.0425 3.6% 0.0079 0.7% 73% False False 126,157
100 1.2038 1.1293 0.0745 6.2% 0.0081 0.7% 84% False False 101,115
120 1.2038 1.1214 0.0824 6.9% 0.0083 0.7% 86% False False 84,332
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2141
2.618 1.2062
1.618 1.2013
1.000 1.1984
0.618 1.1965
HIGH 1.1935
0.618 1.1916
0.500 1.1911
0.382 1.1905
LOW 1.1887
0.618 1.1857
1.000 1.1838
1.618 1.1808
2.618 1.1760
4.250 1.1680
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 1.1918 1.1904
PP 1.1914 1.1887
S1 1.1911 1.1870

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

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