CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1785 |
0.0009 |
0.1% |
1.1883 |
| High |
1.1798 |
1.1826 |
0.0028 |
0.2% |
1.1897 |
| Low |
1.1768 |
1.1671 |
-0.0097 |
-0.8% |
1.1706 |
| Close |
1.1768 |
1.1785 |
0.0018 |
0.1% |
1.1706 |
| Range |
0.0031 |
0.0156 |
0.0125 |
409.8% |
0.0192 |
| ATR |
0.0064 |
0.0070 |
0.0007 |
10.3% |
0.0000 |
| Volume |
55 |
8 |
-47 |
-85.5% |
65 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2227 |
1.2162 |
1.1871 |
|
| R3 |
1.2072 |
1.2006 |
1.1828 |
|
| R2 |
1.1916 |
1.1916 |
1.1814 |
|
| R1 |
1.1851 |
1.1851 |
1.1799 |
1.1863 |
| PP |
1.1761 |
1.1761 |
1.1761 |
1.1767 |
| S1 |
1.1695 |
1.1695 |
1.1771 |
1.1707 |
| S2 |
1.1605 |
1.1605 |
1.1756 |
|
| S3 |
1.1450 |
1.1540 |
1.1742 |
|
| S4 |
1.1294 |
1.1384 |
1.1699 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2344 |
1.2216 |
1.1811 |
|
| R3 |
1.2152 |
1.2025 |
1.1758 |
|
| R2 |
1.1961 |
1.1961 |
1.1741 |
|
| R1 |
1.1833 |
1.1833 |
1.1723 |
1.1801 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1753 |
| S1 |
1.1642 |
1.1642 |
1.1688 |
1.1610 |
| S2 |
1.1578 |
1.1578 |
1.1670 |
|
| S3 |
1.1386 |
1.1450 |
1.1653 |
|
| S4 |
1.1195 |
1.1259 |
1.1600 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2487 |
|
2.618 |
1.2233 |
|
1.618 |
1.2078 |
|
1.000 |
1.1982 |
|
0.618 |
1.1922 |
|
HIGH |
1.1826 |
|
0.618 |
1.1767 |
|
0.500 |
1.1748 |
|
0.382 |
1.1730 |
|
LOW |
1.1671 |
|
0.618 |
1.1574 |
|
1.000 |
1.1515 |
|
1.618 |
1.1419 |
|
2.618 |
1.1263 |
|
4.250 |
1.1010 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1773 |
1.1773 |
| PP |
1.1761 |
1.1761 |
| S1 |
1.1748 |
1.1748 |
|