CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1792 |
0.0007 |
0.1% |
1.1883 |
| High |
1.1826 |
1.1918 |
0.0092 |
0.8% |
1.1897 |
| Low |
1.1671 |
1.1778 |
0.0108 |
0.9% |
1.1706 |
| Close |
1.1785 |
1.1899 |
0.0114 |
1.0% |
1.1706 |
| Range |
0.0156 |
0.0140 |
-0.0016 |
-10.0% |
0.0192 |
| ATR |
0.0070 |
0.0075 |
0.0005 |
7.1% |
0.0000 |
| Volume |
8 |
65 |
57 |
712.5% |
65 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2285 |
1.2232 |
1.1976 |
|
| R3 |
1.2145 |
1.2092 |
1.1937 |
|
| R2 |
1.2005 |
1.2005 |
1.1924 |
|
| R1 |
1.1952 |
1.1952 |
1.1911 |
1.1978 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1878 |
| S1 |
1.1812 |
1.1812 |
1.1886 |
1.1838 |
| S2 |
1.1725 |
1.1725 |
1.1873 |
|
| S3 |
1.1585 |
1.1672 |
1.1860 |
|
| S4 |
1.1445 |
1.1532 |
1.1822 |
|
|
| 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 |
1.2513 |
|
2.618 |
1.2285 |
|
1.618 |
1.2145 |
|
1.000 |
1.2058 |
|
0.618 |
1.2005 |
|
HIGH |
1.1918 |
|
0.618 |
1.1865 |
|
0.500 |
1.1848 |
|
0.382 |
1.1831 |
|
LOW |
1.1778 |
|
0.618 |
1.1691 |
|
1.000 |
1.1638 |
|
1.618 |
1.1551 |
|
2.618 |
1.1411 |
|
4.250 |
1.1183 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1882 |
1.1864 |
| PP |
1.1865 |
1.1829 |
| S1 |
1.1848 |
1.1794 |
|