CME Euro FX (E) Future September 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 1.2223 1.2219 -0.0004 0.0% 1.2061
High 1.2234 1.2251 0.0017 0.1% 1.2251
Low 1.2223 1.2200 -0.0024 -0.2% 1.2013
Close 1.2223 1.2219 -0.0004 0.0% 1.2219
Range 0.0011 0.0051 0.0041 385.7% 0.0238
ATR 0.0062 0.0061 -0.0001 -1.3% 0.0000
Volume 0 16 16 137
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2376 1.2349 1.2247
R3 1.2325 1.2298 1.2233
R2 1.2274 1.2274 1.2228
R1 1.2247 1.2247 1.2224 1.2245
PP 1.2223 1.2223 1.2223 1.2222
S1 1.2196 1.2196 1.2214 1.2194
S2 1.2172 1.2172 1.2210
S3 1.2121 1.2145 1.2205
S4 1.2070 1.2094 1.2191
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.2875 1.2785 1.2350
R3 1.2637 1.2547 1.2284
R2 1.2399 1.2399 1.2263
R1 1.2309 1.2309 1.2241 1.2354
PP 1.2161 1.2161 1.2161 1.2183
S1 1.2071 1.2071 1.2197 1.2116
S2 1.1923 1.1923 1.2175
S3 1.1685 1.1833 1.2154
S4 1.1447 1.1595 1.2088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2251 1.2013 0.0238 1.9% 0.0063 0.5% 87% True False 27
10 1.2251 1.1903 0.0348 2.8% 0.0054 0.4% 91% True False 21
20 1.2251 1.1845 0.0406 3.3% 0.0051 0.4% 92% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2467
2.618 1.2384
1.618 1.2333
1.000 1.2302
0.618 1.2282
HIGH 1.2251
0.618 1.2231
0.500 1.2225
0.382 1.2219
LOW 1.2200
0.618 1.2168
1.000 1.2149
1.618 1.2117
2.618 1.2066
4.250 1.1983
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 1.2225 1.2209
PP 1.2223 1.2200
S1 1.2221 1.2190

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.