CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1921 |
1.1897 |
-0.0024 |
-0.2% |
1.1892 |
| High |
1.1947 |
1.1939 |
-0.0009 |
-0.1% |
1.1975 |
| Low |
1.1912 |
1.1876 |
-0.0036 |
-0.3% |
1.1808 |
| Close |
1.1921 |
1.1934 |
0.0013 |
0.1% |
1.1892 |
| Range |
0.0036 |
0.0063 |
0.0028 |
77.5% |
0.0167 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
19 |
56 |
37 |
194.7% |
39 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2082 |
1.1968 |
|
| R3 |
1.2042 |
1.2019 |
1.1951 |
|
| R2 |
1.1979 |
1.1979 |
1.1945 |
|
| R1 |
1.1956 |
1.1956 |
1.1939 |
1.1968 |
| PP |
1.1916 |
1.1916 |
1.1916 |
1.1922 |
| S1 |
1.1893 |
1.1893 |
1.1928 |
1.1905 |
| S2 |
1.1853 |
1.1853 |
1.1922 |
|
| S3 |
1.1790 |
1.1830 |
1.1916 |
|
| S4 |
1.1727 |
1.1767 |
1.1899 |
|
|
| 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 |
1.2206 |
|
2.618 |
1.2103 |
|
1.618 |
1.2040 |
|
1.000 |
1.2002 |
|
0.618 |
1.1977 |
|
HIGH |
1.1939 |
|
0.618 |
1.1914 |
|
0.500 |
1.1907 |
|
0.382 |
1.1900 |
|
LOW |
1.1876 |
|
0.618 |
1.1837 |
|
1.000 |
1.1813 |
|
1.618 |
1.1774 |
|
2.618 |
1.1711 |
|
4.250 |
1.1608 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1925 |
1.1926 |
| PP |
1.1916 |
1.1919 |
| S1 |
1.1907 |
1.1912 |
|