CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1902 |
1.1903 |
0.0001 |
0.0% |
1.1892 |
| High |
1.1927 |
1.1949 |
0.0022 |
0.2% |
1.1975 |
| Low |
1.1877 |
1.1903 |
0.0026 |
0.2% |
1.1808 |
| Close |
1.1902 |
1.1923 |
0.0021 |
0.2% |
1.1892 |
| Range |
0.0050 |
0.0046 |
-0.0004 |
-8.0% |
0.0167 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
0 |
25 |
25 |
|
39 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2063 |
1.2039 |
1.1948 |
|
| R3 |
1.2017 |
1.1993 |
1.1935 |
|
| R2 |
1.1971 |
1.1971 |
1.1931 |
|
| R1 |
1.1947 |
1.1947 |
1.1927 |
1.1959 |
| PP |
1.1925 |
1.1925 |
1.1925 |
1.1931 |
| S1 |
1.1901 |
1.1901 |
1.1918 |
1.1913 |
| S2 |
1.1879 |
1.1879 |
1.1914 |
|
| S3 |
1.1833 |
1.1855 |
1.1910 |
|
| S4 |
1.1787 |
1.1809 |
1.1897 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2391 |
1.2308 |
1.1984 |
|
| R3 |
1.2225 |
1.2142 |
1.1938 |
|
| R2 |
1.2058 |
1.2058 |
1.1923 |
|
| R1 |
1.1975 |
1.1975 |
1.1907 |
1.2017 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1912 |
| S1 |
1.1809 |
1.1809 |
1.1877 |
1.1850 |
| S2 |
1.1725 |
1.1725 |
1.1861 |
|
| S3 |
1.1559 |
1.1642 |
1.1846 |
|
| S4 |
1.1392 |
1.1476 |
1.1800 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2144 |
|
2.618 |
1.2069 |
|
1.618 |
1.2023 |
|
1.000 |
1.1995 |
|
0.618 |
1.1977 |
|
HIGH |
1.1949 |
|
0.618 |
1.1931 |
|
0.500 |
1.1926 |
|
0.382 |
1.1920 |
|
LOW |
1.1903 |
|
0.618 |
1.1874 |
|
1.000 |
1.1857 |
|
1.618 |
1.1828 |
|
2.618 |
1.1782 |
|
4.250 |
1.1707 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1926 |
1.1917 |
| PP |
1.1925 |
1.1911 |
| S1 |
1.1924 |
1.1905 |
|