CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 1.2032 1.2124 0.0093 0.8% 1.1936
High 1.2130 1.2171 0.0041 0.3% 1.2018
Low 1.1989 1.2099 0.0110 0.9% 1.1858
Close 1.2106 1.2156 0.0050 0.4% 1.2014
Range 0.0141 0.0072 -0.0069 -48.9% 0.0160
ATR 0.0071 0.0071 0.0000 0.1% 0.0000
Volume 56 69 13 23.2% 114
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2358 1.2329 1.2195
R3 1.2286 1.2257 1.2175
R2 1.2214 1.2214 1.2169
R1 1.2185 1.2185 1.2162 1.2199
PP 1.2142 1.2142 1.2142 1.2149
S1 1.2113 1.2113 1.2149 1.2127
S2 1.2070 1.2070 1.2142
S3 1.1998 1.2041 1.2136
S4 1.1926 1.1969 1.2116
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2443 1.2388 1.2102
R3 1.2283 1.2228 1.2058
R2 1.2123 1.2123 1.2043
R1 1.2068 1.2068 1.2028 1.2096
PP 1.1963 1.1963 1.1963 1.1977
S1 1.1908 1.1908 1.1999 1.1936
S2 1.1803 1.1803 1.1984
S3 1.1643 1.1748 1.1970
S4 1.1483 1.1588 1.1926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2171 1.1941 0.0230 1.9% 0.0081 0.7% 93% True False 77
10 1.2171 1.1858 0.0313 2.6% 0.0069 0.6% 95% True False 57
20 1.2171 1.1671 0.0500 4.1% 0.0076 0.6% 97% True False 36
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2477
2.618 1.2359
1.618 1.2287
1.000 1.2243
0.618 1.2215
HIGH 1.2171
0.618 1.2143
0.500 1.2135
0.382 1.2126
LOW 1.2099
0.618 1.2054
1.000 1.2027
1.618 1.1982
2.618 1.1910
4.250 1.1793
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 1.2149 1.2130
PP 1.2142 1.2104
S1 1.2135 1.2079

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

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