CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1903 |
1.1921 |
0.0019 |
0.2% |
1.1892 |
| High |
1.1949 |
1.1947 |
-0.0002 |
0.0% |
1.1975 |
| Low |
1.1903 |
1.1912 |
0.0009 |
0.1% |
1.1808 |
| Close |
1.1923 |
1.1921 |
-0.0002 |
0.0% |
1.1892 |
| Range |
0.0046 |
0.0036 |
-0.0011 |
-22.8% |
0.0167 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
25 |
19 |
-6 |
-24.0% |
39 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.2013 |
1.1941 |
|
| R3 |
1.1998 |
1.1977 |
1.1931 |
|
| R2 |
1.1962 |
1.1962 |
1.1928 |
|
| R1 |
1.1942 |
1.1942 |
1.1924 |
1.1939 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1925 |
| S1 |
1.1906 |
1.1906 |
1.1918 |
1.1903 |
| S2 |
1.1891 |
1.1891 |
1.1914 |
|
| S3 |
1.1856 |
1.1871 |
1.1911 |
|
| S4 |
1.1820 |
1.1835 |
1.1901 |
|
|
| 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 |
1.2098 |
|
2.618 |
1.2040 |
|
1.618 |
1.2004 |
|
1.000 |
1.1983 |
|
0.618 |
1.1969 |
|
HIGH |
1.1947 |
|
0.618 |
1.1933 |
|
0.500 |
1.1929 |
|
0.382 |
1.1925 |
|
LOW |
1.1912 |
|
0.618 |
1.1890 |
|
1.000 |
1.1876 |
|
1.618 |
1.1854 |
|
2.618 |
1.1819 |
|
4.250 |
1.1761 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.1918 |
| PP |
1.1927 |
1.1915 |
| S1 |
1.1924 |
1.1913 |
|