CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1985 |
1.2041 |
0.0057 |
0.5% |
1.1936 |
| High |
1.2018 |
1.2059 |
0.0041 |
0.3% |
1.2018 |
| Low |
1.1944 |
1.1987 |
0.0044 |
0.4% |
1.1858 |
| Close |
1.2014 |
1.2004 |
-0.0010 |
-0.1% |
1.2014 |
| Range |
0.0075 |
0.0072 |
-0.0003 |
-3.4% |
0.0160 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
30 |
160 |
130 |
433.3% |
114 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2190 |
1.2044 |
|
| R3 |
1.2161 |
1.2118 |
1.2024 |
|
| R2 |
1.2089 |
1.2089 |
1.2017 |
|
| R1 |
1.2046 |
1.2046 |
1.2011 |
1.2032 |
| PP |
1.2017 |
1.2017 |
1.2017 |
1.2009 |
| S1 |
1.1974 |
1.1974 |
1.1997 |
1.1960 |
| S2 |
1.1945 |
1.1945 |
1.1991 |
|
| S3 |
1.1873 |
1.1902 |
1.1984 |
|
| S4 |
1.1801 |
1.1830 |
1.1964 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2443 |
1.2388 |
1.2102 |
|
| R3 |
1.2283 |
1.2228 |
1.2058 |
|
| R2 |
1.2123 |
1.2123 |
1.2043 |
|
| R1 |
1.2068 |
1.2068 |
1.2028 |
1.2096 |
| PP |
1.1963 |
1.1963 |
1.1963 |
1.1977 |
| S1 |
1.1908 |
1.1908 |
1.1999 |
1.1936 |
| S2 |
1.1803 |
1.1803 |
1.1984 |
|
| S3 |
1.1643 |
1.1748 |
1.1970 |
|
| S4 |
1.1483 |
1.1588 |
1.1926 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2365 |
|
2.618 |
1.2247 |
|
1.618 |
1.2175 |
|
1.000 |
1.2131 |
|
0.618 |
1.2103 |
|
HIGH |
1.2059 |
|
0.618 |
1.2031 |
|
0.500 |
1.2023 |
|
0.382 |
1.2015 |
|
LOW |
1.1987 |
|
0.618 |
1.1943 |
|
1.000 |
1.1915 |
|
1.618 |
1.1871 |
|
2.618 |
1.1799 |
|
4.250 |
1.1681 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2023 |
1.2003 |
| PP |
1.2017 |
1.2001 |
| S1 |
1.2010 |
1.2000 |
|