CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1892 |
1.1890 |
-0.0002 |
0.0% |
1.1700 |
| High |
1.1975 |
1.1896 |
-0.0079 |
-0.7% |
1.1946 |
| Low |
1.1860 |
1.1846 |
-0.0015 |
-0.1% |
1.1671 |
| Close |
1.1892 |
1.1872 |
-0.0020 |
-0.2% |
1.1942 |
| Range |
0.0115 |
0.0051 |
-0.0064 |
-55.9% |
0.0276 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
4 |
13 |
9 |
225.0% |
194 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2023 |
1.1998 |
1.1900 |
|
| R3 |
1.1972 |
1.1947 |
1.1886 |
|
| R2 |
1.1922 |
1.1922 |
1.1881 |
|
| R1 |
1.1897 |
1.1897 |
1.1877 |
1.1884 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1865 |
| S1 |
1.1846 |
1.1846 |
1.1867 |
1.1834 |
| S2 |
1.1821 |
1.1821 |
1.1863 |
|
| S3 |
1.1770 |
1.1796 |
1.1858 |
|
| S4 |
1.1720 |
1.1745 |
1.1844 |
|
|
| 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 |
1.2111 |
|
2.618 |
1.2028 |
|
1.618 |
1.1978 |
|
1.000 |
1.1947 |
|
0.618 |
1.1927 |
|
HIGH |
1.1896 |
|
0.618 |
1.1877 |
|
0.500 |
1.1871 |
|
0.382 |
1.1865 |
|
LOW |
1.1846 |
|
0.618 |
1.1814 |
|
1.000 |
1.1795 |
|
1.618 |
1.1764 |
|
2.618 |
1.1713 |
|
4.250 |
1.1631 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1910 |
| PP |
1.1871 |
1.1897 |
| S1 |
1.1871 |
1.1885 |
|