CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1837 |
-0.0053 |
-0.4% |
1.1700 |
| High |
1.1896 |
1.1890 |
-0.0007 |
-0.1% |
1.1946 |
| Low |
1.1846 |
1.1808 |
-0.0038 |
-0.3% |
1.1671 |
| Close |
1.1872 |
1.1834 |
-0.0039 |
-0.3% |
1.1942 |
| Range |
0.0051 |
0.0082 |
0.0031 |
61.4% |
0.0276 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.4% |
0.0000 |
| Volume |
13 |
7 |
-6 |
-46.2% |
194 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2088 |
1.2042 |
1.1878 |
|
| R3 |
1.2007 |
1.1961 |
1.1856 |
|
| R2 |
1.1925 |
1.1925 |
1.1848 |
|
| R1 |
1.1879 |
1.1879 |
1.1841 |
1.1862 |
| PP |
1.1844 |
1.1844 |
1.1844 |
1.1835 |
| S1 |
1.1798 |
1.1798 |
1.1826 |
1.1780 |
| S2 |
1.1762 |
1.1762 |
1.1819 |
|
| S3 |
1.1681 |
1.1716 |
1.1811 |
|
| S4 |
1.1599 |
1.1635 |
1.1789 |
|
|
| 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 |
1.2236 |
|
2.618 |
1.2103 |
|
1.618 |
1.2021 |
|
1.000 |
1.1971 |
|
0.618 |
1.1940 |
|
HIGH |
1.1890 |
|
0.618 |
1.1858 |
|
0.500 |
1.1849 |
|
0.382 |
1.1839 |
|
LOW |
1.1808 |
|
0.618 |
1.1758 |
|
1.000 |
1.1727 |
|
1.618 |
1.1676 |
|
2.618 |
1.1595 |
|
4.250 |
1.1462 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1849 |
1.1891 |
| PP |
1.1844 |
1.1872 |
| S1 |
1.1839 |
1.1853 |
|