CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 1.1890 1.1906 0.0016 0.1% 1.1984
High 1.1895 1.1917 0.0022 0.2% 1.1993
Low 1.1850 1.1889 0.0039 0.3% 1.1845
Close 1.1890 1.1917 0.0027 0.2% 1.1917
Range 0.0045 0.0028 -0.0017 -37.1% 0.0148
ATR
Volume 0 5 5 61
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.1991 1.1982 1.1932
R3 1.1963 1.1954 1.1924
R2 1.1935 1.1935 1.1922
R1 1.1926 1.1926 1.1919 1.1931
PP 1.1907 1.1907 1.1907 1.1910
S1 1.1898 1.1898 1.1914 1.1903
S2 1.1879 1.1879 1.1911
S3 1.1851 1.1870 1.1909
S4 1.1823 1.1842 1.1901
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2362 1.2287 1.1998
R3 1.2214 1.2139 1.1957
R2 1.2066 1.2066 1.1944
R1 1.1991 1.1991 1.1930 1.1955
PP 1.1918 1.1918 1.1918 1.1900
S1 1.1843 1.1843 1.1903 1.1807
S2 1.1770 1.1770 1.1889
S3 1.1622 1.1695 1.1876
S4 1.1474 1.1547 1.1835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1993 1.1845 0.0148 1.2% 0.0055 0.5% 49% False False 12
10 1.1993 1.1716 0.0277 2.3% 0.0065 0.5% 73% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2036
2.618 1.1990
1.618 1.1962
1.000 1.1945
0.618 1.1934
HIGH 1.1917
0.618 1.1906
0.500 1.1903
0.382 1.1899
LOW 1.1889
0.618 1.1871
1.000 1.1861
1.618 1.1843
2.618 1.1815
4.250 1.1770
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 1.1912 1.1905
PP 1.1907 1.1893
S1 1.1903 1.1881

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

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