CME Euro FX (E) Future September 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 1.2095 1.2181 0.0086 0.7% 1.1908
High 1.2150 1.2193 0.0043 0.3% 1.2038
Low 1.2018 1.2129 0.0111 0.9% 1.1903
Close 1.2130 1.2181 0.0052 0.4% 1.2038
Range 0.0132 0.0064 -0.0069 -51.9% 0.0135
ATR 0.0063 0.0063 0.0000 0.1% 0.0000
Volume 4 22 18 450.0% 71
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2358 1.2333 1.2216
R3 1.2295 1.2270 1.2198
R2 1.2231 1.2231 1.2193
R1 1.2206 1.2206 1.2187 1.2213
PP 1.2168 1.2168 1.2168 1.2171
S1 1.2143 1.2143 1.2175 1.2149
S2 1.2104 1.2104 1.2169
S3 1.2041 1.2079 1.2164
S4 1.1977 1.2016 1.2146
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 1.2193 1.1973 0.0220 1.8% 0.0068 0.6% 95% True False 31
10 1.2193 1.1903 0.0290 2.4% 0.0055 0.5% 96% True False 26
20 1.2193 1.1716 0.0477 3.9% 0.0061 0.5% 98% True False 18
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2462
2.618 1.2359
1.618 1.2295
1.000 1.2256
0.618 1.2232
HIGH 1.2193
0.618 1.2168
0.500 1.2161
0.382 1.2153
LOW 1.2129
0.618 1.2090
1.000 1.2066
1.618 1.2026
2.618 1.1963
4.250 1.1859
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 1.2174 1.2155
PP 1.2168 1.2129
S1 1.2161 1.2103

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

View Archives - Comment on this page... - Back to Index of Symbols