CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1824 |
-0.0014 |
-0.1% |
1.1700 |
| High |
1.1890 |
1.1880 |
-0.0010 |
-0.1% |
1.1946 |
| Low |
1.1808 |
1.1820 |
0.0012 |
0.1% |
1.1671 |
| Close |
1.1834 |
1.1866 |
0.0033 |
0.3% |
1.1942 |
| Range |
0.0082 |
0.0061 |
-0.0021 |
-25.8% |
0.0276 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
7 |
14 |
7 |
100.0% |
194 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.2012 |
1.1899 |
|
| R3 |
1.1976 |
1.1951 |
1.1883 |
|
| R2 |
1.1916 |
1.1916 |
1.1877 |
|
| R1 |
1.1891 |
1.1891 |
1.1872 |
1.1903 |
| PP |
1.1855 |
1.1855 |
1.1855 |
1.1861 |
| S1 |
1.1830 |
1.1830 |
1.1860 |
1.1843 |
| S2 |
1.1795 |
1.1795 |
1.1855 |
|
| S3 |
1.1734 |
1.1770 |
1.1849 |
|
| S4 |
1.1674 |
1.1709 |
1.1833 |
|
|
| 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 |
1.2137 |
|
2.618 |
1.2038 |
|
1.618 |
1.1978 |
|
1.000 |
1.1941 |
|
0.618 |
1.1917 |
|
HIGH |
1.1880 |
|
0.618 |
1.1857 |
|
0.500 |
1.1850 |
|
0.382 |
1.1843 |
|
LOW |
1.1820 |
|
0.618 |
1.1782 |
|
1.000 |
1.1759 |
|
1.618 |
1.1722 |
|
2.618 |
1.1661 |
|
4.250 |
1.1562 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1861 |
1.1861 |
| PP |
1.1855 |
1.1857 |
| S1 |
1.1850 |
1.1852 |
|