CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 1.1897 1.1935 0.0038 0.3% 1.1902
High 1.1939 1.1942 0.0004 0.0% 1.1949
Low 1.1876 1.1910 0.0035 0.3% 1.1876
Close 1.1934 1.1916 -0.0018 -0.2% 1.1916
Range 0.0063 0.0032 -0.0031 -49.2% 0.0073
ATR 0.0067 0.0064 -0.0002 -3.7% 0.0000
Volume 56 100 44 78.6% 200
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2019 1.1999 1.1933
R3 1.1987 1.1967 1.1924
R2 1.1955 1.1955 1.1921
R1 1.1935 1.1935 1.1918 1.1929
PP 1.1923 1.1923 1.1923 1.1919
S1 1.1903 1.1903 1.1913 1.1897
S2 1.1891 1.1891 1.1910
S3 1.1859 1.1871 1.1907
S4 1.1827 1.1839 1.1898
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2132 1.2097 1.1956
R3 1.2059 1.2024 1.1936
R2 1.1986 1.1986 1.1929
R1 1.1951 1.1951 1.1922 1.1969
PP 1.1913 1.1913 1.1913 1.1922
S1 1.1878 1.1878 1.1909 1.1896
S2 1.1840 1.1840 1.1902
S3 1.1767 1.1805 1.1895
S4 1.1694 1.1732 1.1875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1949 1.1876 0.0073 0.6% 0.0045 0.4% 55% False False 40
10 1.1975 1.1808 0.0167 1.4% 0.0056 0.5% 65% False False 23
20 1.1975 1.1671 0.0304 2.6% 0.0058 0.5% 81% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2078
2.618 1.2026
1.618 1.1994
1.000 1.1974
0.618 1.1962
HIGH 1.1942
0.618 1.1930
0.500 1.1926
0.382 1.1922
LOW 1.1910
0.618 1.1890
1.000 1.1878
1.618 1.1858
2.618 1.1826
4.250 1.1774
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 1.1926 1.1914
PP 1.1923 1.1913
S1 1.1919 1.1911

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

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