CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1792 |
1.1880 |
0.0088 |
0.7% |
1.1700 |
| High |
1.1918 |
1.1946 |
0.0028 |
0.2% |
1.1946 |
| Low |
1.1778 |
1.1857 |
0.0079 |
0.7% |
1.1671 |
| Close |
1.1899 |
1.1942 |
0.0044 |
0.4% |
1.1942 |
| Range |
0.0140 |
0.0090 |
-0.0051 |
-36.1% |
0.0276 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.4% |
0.0000 |
| Volume |
65 |
16 |
-49 |
-75.4% |
194 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2183 |
1.2152 |
1.1991 |
|
| R3 |
1.2094 |
1.2063 |
1.1967 |
|
| R2 |
1.2004 |
1.2004 |
1.1958 |
|
| R1 |
1.1973 |
1.1973 |
1.1950 |
1.1989 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1923 |
| S1 |
1.1884 |
1.1884 |
1.1934 |
1.1899 |
| S2 |
1.1825 |
1.1825 |
1.1926 |
|
| S3 |
1.1736 |
1.1794 |
1.1917 |
|
| S4 |
1.1646 |
1.1705 |
1.1893 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2586 |
1.2094 |
|
| R3 |
1.2404 |
1.2311 |
1.2018 |
|
| R2 |
1.2128 |
1.2128 |
1.1993 |
|
| R1 |
1.2035 |
1.2035 |
1.1967 |
1.2082 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1876 |
| S1 |
1.1760 |
1.1760 |
1.1917 |
1.1806 |
| S2 |
1.1577 |
1.1577 |
1.1891 |
|
| S3 |
1.1302 |
1.1484 |
1.1866 |
|
| S4 |
1.1026 |
1.1209 |
1.1790 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2326 |
|
2.618 |
1.2180 |
|
1.618 |
1.2091 |
|
1.000 |
1.2036 |
|
0.618 |
1.2001 |
|
HIGH |
1.1946 |
|
0.618 |
1.1912 |
|
0.500 |
1.1901 |
|
0.382 |
1.1891 |
|
LOW |
1.1857 |
|
0.618 |
1.1801 |
|
1.000 |
1.1767 |
|
1.618 |
1.1712 |
|
2.618 |
1.1622 |
|
4.250 |
1.1476 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1928 |
1.1897 |
| PP |
1.1915 |
1.1853 |
| S1 |
1.1901 |
1.1808 |
|