CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1890 |
0.0007 |
0.1% |
1.1847 |
| High |
1.1883 |
1.1897 |
0.0014 |
0.1% |
1.1939 |
| Low |
1.1870 |
1.1861 |
-0.0010 |
-0.1% |
1.1768 |
| Close |
1.1877 |
1.1876 |
-0.0001 |
0.0% |
1.1922 |
| Range |
0.0013 |
0.0037 |
0.0024 |
180.8% |
0.0172 |
| ATR |
|
|
|
|
|
| Volume |
6 |
32 |
26 |
433.3% |
77 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1987 |
1.1968 |
1.1896 |
|
| R3 |
1.1951 |
1.1931 |
1.1886 |
|
| R2 |
1.1914 |
1.1914 |
1.1882 |
|
| R1 |
1.1895 |
1.1895 |
1.1879 |
1.1886 |
| PP |
1.1878 |
1.1878 |
1.1878 |
1.1873 |
| S1 |
1.1858 |
1.1858 |
1.1872 |
1.1850 |
| S2 |
1.1841 |
1.1841 |
1.1869 |
|
| S3 |
1.1805 |
1.1822 |
1.1865 |
|
| S4 |
1.1768 |
1.1785 |
1.1855 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2391 |
1.2328 |
1.2016 |
|
| R3 |
1.2219 |
1.2156 |
1.1969 |
|
| R2 |
1.2048 |
1.2048 |
1.1953 |
|
| R1 |
1.1985 |
1.1985 |
1.1938 |
1.2016 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1892 |
| S1 |
1.1813 |
1.1813 |
1.1906 |
1.1845 |
| S2 |
1.1705 |
1.1705 |
1.1891 |
|
| S3 |
1.1533 |
1.1642 |
1.1875 |
|
| S4 |
1.1362 |
1.1470 |
1.1828 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2052 |
|
2.618 |
1.1993 |
|
1.618 |
1.1956 |
|
1.000 |
1.1934 |
|
0.618 |
1.1920 |
|
HIGH |
1.1897 |
|
0.618 |
1.1883 |
|
0.500 |
1.1879 |
|
0.382 |
1.1874 |
|
LOW |
1.1861 |
|
0.618 |
1.1838 |
|
1.000 |
1.1824 |
|
1.618 |
1.1801 |
|
2.618 |
1.1765 |
|
4.250 |
1.1705 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1879 |
1.1889 |
| PP |
1.1878 |
1.1885 |
| S1 |
1.1877 |
1.1880 |
|