CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 1.2176 1.2200 0.0024 0.2% 1.2041
High 1.2230 1.2231 0.0001 0.0% 1.2231
Low 1.2159 1.2173 0.0014 0.1% 1.1987
Close 1.2198 1.2194 -0.0004 0.0% 1.2194
Range 0.0071 0.0058 -0.0013 -18.3% 0.0244
ATR 0.0072 0.0071 -0.0001 -1.3% 0.0000
Volume 27 212 185 685.2% 524
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2373 1.2342 1.2226
R3 1.2315 1.2284 1.2210
R2 1.2257 1.2257 1.2205
R1 1.2226 1.2226 1.2199 1.2213
PP 1.2199 1.2199 1.2199 1.2193
S1 1.2168 1.2168 1.2189 1.2155
S2 1.2141 1.2141 1.2183
S3 1.2083 1.2110 1.2178
S4 1.2025 1.2052 1.2162
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2869 1.2776 1.2328
R3 1.2625 1.2532 1.2261
R2 1.2381 1.2381 1.2239
R1 1.2288 1.2288 1.2216 1.2335
PP 1.2137 1.2137 1.2137 1.2161
S1 1.2044 1.2044 1.2172 1.2091
S2 1.1893 1.1893 1.2149
S3 1.1649 1.1800 1.2127
S4 1.1405 1.1556 1.2060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2231 1.1987 0.0244 2.0% 0.0083 0.7% 85% True False 104
10 1.2231 1.1858 0.0373 3.1% 0.0072 0.6% 90% True False 73
20 1.2231 1.1808 0.0423 3.5% 0.0067 0.6% 91% True False 44
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2478
2.618 1.2383
1.618 1.2325
1.000 1.2289
0.618 1.2267
HIGH 1.2231
0.618 1.2209
0.500 1.2202
0.382 1.2195
LOW 1.2173
0.618 1.2137
1.000 1.2115
1.618 1.2079
2.618 1.2021
4.250 1.1927
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 1.2202 1.2184
PP 1.2199 1.2175
S1 1.2197 1.2165

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.