CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1935 |
1.1936 |
0.0001 |
0.0% |
1.1902 |
| High |
1.1942 |
1.1963 |
0.0021 |
0.2% |
1.1949 |
| Low |
1.1910 |
1.1858 |
-0.0052 |
-0.4% |
1.1876 |
| Close |
1.1916 |
1.1900 |
-0.0016 |
-0.1% |
1.1916 |
| Range |
0.0032 |
0.0105 |
0.0073 |
226.6% |
0.0073 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.5% |
0.0000 |
| Volume |
100 |
7 |
-93 |
-93.0% |
200 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2220 |
1.2164 |
1.1957 |
|
| R3 |
1.2116 |
1.2060 |
1.1928 |
|
| R2 |
1.2011 |
1.2011 |
1.1919 |
|
| R1 |
1.1955 |
1.1955 |
1.1909 |
1.1931 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1895 |
| S1 |
1.1851 |
1.1851 |
1.1890 |
1.1827 |
| S2 |
1.1802 |
1.1802 |
1.1880 |
|
| S3 |
1.1698 |
1.1746 |
1.1871 |
|
| S4 |
1.1593 |
1.1642 |
1.1842 |
|
|
| 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 |
1.2407 |
|
2.618 |
1.2236 |
|
1.618 |
1.2132 |
|
1.000 |
1.2067 |
|
0.618 |
1.2027 |
|
HIGH |
1.1963 |
|
0.618 |
1.1923 |
|
0.500 |
1.1910 |
|
0.382 |
1.1898 |
|
LOW |
1.1858 |
|
0.618 |
1.1793 |
|
1.000 |
1.1754 |
|
1.618 |
1.1689 |
|
2.618 |
1.1584 |
|
4.250 |
1.1414 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1910 |
1.1910 |
| PP |
1.1907 |
1.1907 |
| S1 |
1.1903 |
1.1903 |
|