CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1776 |
0.0077 |
0.7% |
1.1883 |
| High |
1.1712 |
1.1798 |
0.0087 |
0.7% |
1.1897 |
| Low |
1.1689 |
1.1768 |
0.0079 |
0.7% |
1.1706 |
| Close |
1.1693 |
1.1768 |
0.0075 |
0.6% |
1.1706 |
| Range |
0.0023 |
0.0031 |
0.0008 |
32.6% |
0.0192 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.3% |
0.0000 |
| Volume |
50 |
55 |
5 |
10.0% |
65 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1869 |
1.1849 |
1.1784 |
|
| R3 |
1.1839 |
1.1818 |
1.1776 |
|
| R2 |
1.1808 |
1.1808 |
1.1773 |
|
| R1 |
1.1788 |
1.1788 |
1.1770 |
1.1783 |
| PP |
1.1778 |
1.1778 |
1.1778 |
1.1775 |
| S1 |
1.1757 |
1.1757 |
1.1765 |
1.1752 |
| S2 |
1.1747 |
1.1747 |
1.1762 |
|
| S3 |
1.1717 |
1.1727 |
1.1759 |
|
| S4 |
1.1686 |
1.1696 |
1.1751 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2344 |
1.2216 |
1.1811 |
|
| R3 |
1.2152 |
1.2025 |
1.1758 |
|
| R2 |
1.1961 |
1.1961 |
1.1741 |
|
| R1 |
1.1833 |
1.1833 |
1.1723 |
1.1801 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1753 |
| S1 |
1.1642 |
1.1642 |
1.1688 |
1.1610 |
| S2 |
1.1578 |
1.1578 |
1.1670 |
|
| S3 |
1.1386 |
1.1450 |
1.1653 |
|
| S4 |
1.1195 |
1.1259 |
1.1600 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1928 |
|
2.618 |
1.1878 |
|
1.618 |
1.1847 |
|
1.000 |
1.1829 |
|
0.618 |
1.1817 |
|
HIGH |
1.1798 |
|
0.618 |
1.1786 |
|
0.500 |
1.1783 |
|
0.382 |
1.1779 |
|
LOW |
1.1768 |
|
0.618 |
1.1749 |
|
1.000 |
1.1737 |
|
1.618 |
1.1718 |
|
2.618 |
1.1688 |
|
4.250 |
1.1638 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1783 |
1.1759 |
| PP |
1.1778 |
1.1751 |
| S1 |
1.1773 |
1.1743 |
|