CME Euro FX (E) Future June 2021
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
1.1897 |
1.1935 |
0.0038 |
0.3% |
1.1902 |
High |
1.1939 |
1.1942 |
0.0004 |
0.0% |
1.1949 |
Low |
1.1876 |
1.1910 |
0.0035 |
0.3% |
1.1876 |
Close |
1.1934 |
1.1916 |
-0.0018 |
-0.2% |
1.1916 |
Range |
0.0063 |
0.0032 |
-0.0031 |
-49.2% |
0.0073 |
ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
56 |
100 |
44 |
78.6% |
200 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2019 |
1.1999 |
1.1933 |
|
R3 |
1.1987 |
1.1967 |
1.1924 |
|
R2 |
1.1955 |
1.1955 |
1.1921 |
|
R1 |
1.1935 |
1.1935 |
1.1918 |
1.1929 |
PP |
1.1923 |
1.1923 |
1.1923 |
1.1919 |
S1 |
1.1903 |
1.1903 |
1.1913 |
1.1897 |
S2 |
1.1891 |
1.1891 |
1.1910 |
|
S3 |
1.1859 |
1.1871 |
1.1907 |
|
S4 |
1.1827 |
1.1839 |
1.1898 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2132 |
1.2097 |
1.1956 |
|
R3 |
1.2059 |
1.2024 |
1.1936 |
|
R2 |
1.1986 |
1.1986 |
1.1929 |
|
R1 |
1.1951 |
1.1951 |
1.1922 |
1.1969 |
PP |
1.1913 |
1.1913 |
1.1913 |
1.1922 |
S1 |
1.1878 |
1.1878 |
1.1909 |
1.1896 |
S2 |
1.1840 |
1.1840 |
1.1902 |
|
S3 |
1.1767 |
1.1805 |
1.1895 |
|
S4 |
1.1694 |
1.1732 |
1.1875 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2078 |
2.618 |
1.2026 |
1.618 |
1.1994 |
1.000 |
1.1974 |
0.618 |
1.1962 |
HIGH |
1.1942 |
0.618 |
1.1930 |
0.500 |
1.1926 |
0.382 |
1.1922 |
LOW |
1.1910 |
0.618 |
1.1890 |
1.000 |
1.1878 |
1.618 |
1.1858 |
2.618 |
1.1826 |
4.250 |
1.1774 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
1.1926 |
1.1914 |
PP |
1.1923 |
1.1913 |
S1 |
1.1919 |
1.1911 |
|