CME Euro FX (E) Future June 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 |
1.1824 |
1.1892 |
0.0069 |
0.6% |
1.1892 |
| High |
1.1880 |
1.1892 |
0.0012 |
0.1% |
1.1975 |
| Low |
1.1820 |
1.1861 |
0.0042 |
0.4% |
1.1808 |
| Close |
1.1866 |
1.1892 |
0.0026 |
0.2% |
1.1892 |
| Range |
0.0061 |
0.0031 |
-0.0030 |
-48.8% |
0.0167 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
14 |
1 |
-13 |
-92.9% |
39 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1975 |
1.1964 |
1.1909 |
|
| R3 |
1.1944 |
1.1933 |
1.1901 |
|
| R2 |
1.1913 |
1.1913 |
1.1898 |
|
| R1 |
1.1902 |
1.1902 |
1.1895 |
1.1908 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1884 |
| S1 |
1.1871 |
1.1871 |
1.1889 |
1.1877 |
| S2 |
1.1851 |
1.1851 |
1.1886 |
|
| S3 |
1.1820 |
1.1840 |
1.1883 |
|
| S4 |
1.1789 |
1.1809 |
1.1875 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2391 |
1.2308 |
1.1984 |
|
| R3 |
1.2225 |
1.2142 |
1.1938 |
|
| R2 |
1.2058 |
1.2058 |
1.1923 |
|
| R1 |
1.1975 |
1.1975 |
1.1907 |
1.2017 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1912 |
| S1 |
1.1809 |
1.1809 |
1.1877 |
1.1850 |
| S2 |
1.1725 |
1.1725 |
1.1861 |
|
| S3 |
1.1559 |
1.1642 |
1.1846 |
|
| S4 |
1.1392 |
1.1476 |
1.1800 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2024 |
|
2.618 |
1.1973 |
|
1.618 |
1.1942 |
|
1.000 |
1.1923 |
|
0.618 |
1.1911 |
|
HIGH |
1.1892 |
|
0.618 |
1.1880 |
|
0.500 |
1.1877 |
|
0.382 |
1.1873 |
|
LOW |
1.1861 |
|
0.618 |
1.1842 |
|
1.000 |
1.1830 |
|
1.618 |
1.1811 |
|
2.618 |
1.1780 |
|
4.250 |
1.1729 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1887 |
1.1878 |
| PP |
1.1882 |
1.1864 |
| S1 |
1.1877 |
1.1850 |
|