CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1880 |
1.1892 |
0.0012 |
0.1% |
1.1700 |
| High |
1.1946 |
1.1975 |
0.0029 |
0.2% |
1.1946 |
| Low |
1.1857 |
1.1860 |
0.0004 |
0.0% |
1.1671 |
| Close |
1.1942 |
1.1892 |
-0.0051 |
-0.4% |
1.1942 |
| Range |
0.0090 |
0.0115 |
0.0025 |
27.9% |
0.0276 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.6% |
0.0000 |
| Volume |
16 |
4 |
-12 |
-75.0% |
194 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2252 |
1.2186 |
1.1954 |
|
| R3 |
1.2138 |
1.2072 |
1.1923 |
|
| R2 |
1.2023 |
1.2023 |
1.1912 |
|
| R1 |
1.1957 |
1.1957 |
1.1902 |
1.1949 |
| PP |
1.1909 |
1.1909 |
1.1909 |
1.1904 |
| S1 |
1.1843 |
1.1843 |
1.1881 |
1.1834 |
| S2 |
1.1794 |
1.1794 |
1.1871 |
|
| S3 |
1.1680 |
1.1728 |
1.1860 |
|
| S4 |
1.1565 |
1.1614 |
1.1829 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2586 |
1.2094 |
|
| R3 |
1.2404 |
1.2311 |
1.2018 |
|
| R2 |
1.2128 |
1.2128 |
1.1993 |
|
| R1 |
1.2035 |
1.2035 |
1.1967 |
1.2082 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1876 |
| S1 |
1.1760 |
1.1760 |
1.1917 |
1.1806 |
| S2 |
1.1577 |
1.1577 |
1.1891 |
|
| S3 |
1.1302 |
1.1484 |
1.1866 |
|
| S4 |
1.1026 |
1.1209 |
1.1790 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2461 |
|
2.618 |
1.2274 |
|
1.618 |
1.2160 |
|
1.000 |
1.2089 |
|
0.618 |
1.2045 |
|
HIGH |
1.1975 |
|
0.618 |
1.1931 |
|
0.500 |
1.1917 |
|
0.382 |
1.1904 |
|
LOW |
1.1860 |
|
0.618 |
1.1789 |
|
1.000 |
1.1746 |
|
1.618 |
1.1675 |
|
2.618 |
1.1560 |
|
4.250 |
1.1373 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1886 |
| PP |
1.1909 |
1.1881 |
| S1 |
1.1900 |
1.1876 |
|