CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1813 |
-0.0077 |
-0.6% |
1.1847 |
| High |
1.1897 |
1.1813 |
-0.0084 |
-0.7% |
1.1939 |
| Low |
1.1861 |
1.1785 |
-0.0076 |
-0.6% |
1.1768 |
| Close |
1.1876 |
1.1813 |
-0.0063 |
-0.5% |
1.1922 |
| Range |
0.0037 |
0.0028 |
-0.0009 |
-23.3% |
0.0172 |
| ATR |
|
|
|
|
|
| Volume |
32 |
1 |
-31 |
-96.9% |
77 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1878 |
1.1828 |
|
| R3 |
1.1860 |
1.1850 |
1.1821 |
|
| R2 |
1.1832 |
1.1832 |
1.1818 |
|
| R1 |
1.1822 |
1.1822 |
1.1816 |
1.1827 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1806 |
| S1 |
1.1794 |
1.1794 |
1.1810 |
1.1799 |
| S2 |
1.1776 |
1.1776 |
1.1808 |
|
| S3 |
1.1748 |
1.1766 |
1.1805 |
|
| S4 |
1.1720 |
1.1738 |
1.1798 |
|
|
| 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 |
1.1932 |
|
2.618 |
1.1886 |
|
1.618 |
1.1858 |
|
1.000 |
1.1841 |
|
0.618 |
1.1830 |
|
HIGH |
1.1813 |
|
0.618 |
1.1802 |
|
0.500 |
1.1799 |
|
0.382 |
1.1796 |
|
LOW |
1.1785 |
|
0.618 |
1.1768 |
|
1.000 |
1.1757 |
|
1.618 |
1.1740 |
|
2.618 |
1.1712 |
|
4.250 |
1.1666 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1841 |
| PP |
1.1804 |
1.1832 |
| S1 |
1.1799 |
1.1822 |
|