CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1906 |
0.0016 |
0.1% |
1.1984 |
| High |
1.1895 |
1.1917 |
0.0022 |
0.2% |
1.1993 |
| Low |
1.1850 |
1.1889 |
0.0039 |
0.3% |
1.1845 |
| Close |
1.1890 |
1.1917 |
0.0027 |
0.2% |
1.1917 |
| Range |
0.0045 |
0.0028 |
-0.0017 |
-37.1% |
0.0148 |
| ATR |
|
|
|
|
|
| Volume |
0 |
5 |
5 |
|
61 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1982 |
1.1932 |
|
| R3 |
1.1963 |
1.1954 |
1.1924 |
|
| R2 |
1.1935 |
1.1935 |
1.1922 |
|
| R1 |
1.1926 |
1.1926 |
1.1919 |
1.1931 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1910 |
| S1 |
1.1898 |
1.1898 |
1.1914 |
1.1903 |
| S2 |
1.1879 |
1.1879 |
1.1911 |
|
| S3 |
1.1851 |
1.1870 |
1.1909 |
|
| S4 |
1.1823 |
1.1842 |
1.1901 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2287 |
1.1998 |
|
| R3 |
1.2214 |
1.2139 |
1.1957 |
|
| R2 |
1.2066 |
1.2066 |
1.1944 |
|
| R1 |
1.1991 |
1.1991 |
1.1930 |
1.1955 |
| PP |
1.1918 |
1.1918 |
1.1918 |
1.1900 |
| S1 |
1.1843 |
1.1843 |
1.1903 |
1.1807 |
| S2 |
1.1770 |
1.1770 |
1.1889 |
|
| S3 |
1.1622 |
1.1695 |
1.1876 |
|
| S4 |
1.1474 |
1.1547 |
1.1835 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2036 |
|
2.618 |
1.1990 |
|
1.618 |
1.1962 |
|
1.000 |
1.1945 |
|
0.618 |
1.1934 |
|
HIGH |
1.1917 |
|
0.618 |
1.1906 |
|
0.500 |
1.1903 |
|
0.382 |
1.1899 |
|
LOW |
1.1889 |
|
0.618 |
1.1871 |
|
1.000 |
1.1861 |
|
1.618 |
1.1843 |
|
2.618 |
1.1815 |
|
4.250 |
1.1770 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1912 |
1.1905 |
| PP |
1.1907 |
1.1893 |
| S1 |
1.1903 |
1.1881 |
|