CME Euro FX (E) Future September 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 1.2181 1.2223 0.0042 0.3% 1.1908
High 1.2193 1.2234 0.0041 0.3% 1.2038
Low 1.2129 1.2223 0.0094 0.8% 1.1903
Close 1.2181 1.2223 0.0042 0.3% 1.2038
Range 0.0064 0.0011 -0.0053 -83.5% 0.0135
ATR 0.0063 0.0062 -0.0001 -1.2% 0.0000
Volume 22 0 -22 -100.0% 71
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2258 1.2251 1.2229
R3 1.2248 1.2241 1.2226
R2 1.2237 1.2237 1.2225
R1 1.2230 1.2230 1.2224 1.2228
PP 1.2227 1.2227 1.2227 1.2226
S1 1.2220 1.2220 1.2222 1.2218
S2 1.2216 1.2216 1.2221
S3 1.2206 1.2209 1.2220
S4 1.2195 1.2199 1.2217
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 1.2234 1.1973 0.0261 2.1% 0.0066 0.5% 96% True False 25
10 1.2234 1.1903 0.0331 2.7% 0.0054 0.4% 97% True False 22
20 1.2234 1.1803 0.0431 3.5% 0.0055 0.4% 98% True False 18
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 0.0013
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.2278
2.618 1.2261
1.618 1.2250
1.000 1.2244
0.618 1.2240
HIGH 1.2234
0.618 1.2229
0.500 1.2228
0.382 1.2227
LOW 1.2223
0.618 1.2217
1.000 1.2213
1.618 1.2206
2.618 1.2196
4.250 1.2178
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 1.2228 1.2191
PP 1.2227 1.2158
S1 1.2225 1.2126

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

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