CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 1.1936 1.1896 -0.0040 -0.3% 1.1902
High 1.1963 1.1949 -0.0014 -0.1% 1.1949
Low 1.1858 1.1896 0.0038 0.3% 1.1876
Close 1.1900 1.1939 0.0040 0.3% 1.1916
Range 0.0105 0.0053 -0.0052 -49.3% 0.0073
ATR 0.0067 0.0066 -0.0001 -1.5% 0.0000
Volume 7 3 -4 -57.1% 200
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2087 1.2066 1.1968
R3 1.2034 1.2013 1.1954
R2 1.1981 1.1981 1.1949
R1 1.1960 1.1960 1.1944 1.1971
PP 1.1928 1.1928 1.1928 1.1933
S1 1.1907 1.1907 1.1934 1.1918
S2 1.1875 1.1875 1.1929
S3 1.1822 1.1854 1.1924
S4 1.1769 1.1801 1.1910
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 1.1963 1.1858 0.0105 0.9% 0.0058 0.5% 78% False False 37
10 1.1963 1.1808 0.0155 1.3% 0.0056 0.5% 85% False False 23
20 1.1975 1.1671 0.0304 2.5% 0.0063 0.5% 88% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2174
2.618 1.2088
1.618 1.2035
1.000 1.2002
0.618 1.1982
HIGH 1.1949
0.618 1.1929
0.500 1.1923
0.382 1.1916
LOW 1.1896
0.618 1.1863
1.000 1.1843
1.618 1.1810
2.618 1.1757
4.250 1.1671
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 1.1934 1.1929
PP 1.1928 1.1920
S1 1.1923 1.1910

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

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