CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 1.2014 1.2061 0.0047 0.4% 1.1908
High 1.2038 1.2073 0.0035 0.3% 1.2038
Low 1.1973 1.2013 0.0040 0.3% 1.1903
Close 1.2038 1.2029 -0.0010 -0.1% 1.2038
Range 0.0065 0.0060 -0.0005 -7.7% 0.0135
ATR 0.0057 0.0058 0.0000 0.3% 0.0000
Volume 5 95 90 1,800.0% 71
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2218 1.2183 1.2062
R3 1.2158 1.2123 1.2045
R2 1.2098 1.2098 1.2040
R1 1.2063 1.2063 1.2034 1.2051
PP 1.2038 1.2038 1.2038 1.2032
S1 1.2003 1.2003 1.2023 1.1991
S2 1.1978 1.1978 1.2018
S3 1.1918 1.1943 1.2012
S4 1.1858 1.1883 1.1996
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.2398 1.2353 1.2112
R3 1.2263 1.2218 1.2075
R2 1.2128 1.2128 1.2063
R1 1.2083 1.2083 1.2050 1.2106
PP 1.1993 1.1993 1.1993 1.2004
S1 1.1948 1.1948 1.2026 1.1971
S2 1.1858 1.1858 1.2013
S3 1.1723 1.1813 1.2001
S4 1.1588 1.1678 1.1964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2073 1.1903 0.0170 1.4% 0.0052 0.4% 74% True False 33
10 1.2073 1.1903 0.0170 1.4% 0.0041 0.3% 74% True False 24
20 1.2073 1.1716 0.0357 3.0% 0.0053 0.4% 88% True False 17
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 True
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2328
2.618 1.2230
1.618 1.2170
1.000 1.2133
0.618 1.2110
HIGH 1.2073
0.618 1.2050
0.500 1.2043
0.382 1.2035
LOW 1.2013
0.618 1.1975
1.000 1.1953
1.618 1.1915
2.618 1.1855
4.250 1.1758
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 1.2043 1.2027
PP 1.2038 1.2025
S1 1.2033 1.2023

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

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