CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1896 |
1.1953 |
0.0057 |
0.5% |
1.1902 |
| High |
1.1949 |
1.1985 |
0.0036 |
0.3% |
1.1949 |
| Low |
1.1896 |
1.1941 |
0.0045 |
0.4% |
1.1876 |
| Close |
1.1939 |
1.1974 |
0.0035 |
0.3% |
1.1916 |
| Range |
0.0053 |
0.0044 |
-0.0009 |
-17.0% |
0.0073 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
3 |
74 |
71 |
2,366.7% |
200 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2098 |
1.2080 |
1.1998 |
|
| R3 |
1.2054 |
1.2036 |
1.1986 |
|
| R2 |
1.2010 |
1.2010 |
1.1982 |
|
| R1 |
1.1992 |
1.1992 |
1.1978 |
1.2001 |
| PP |
1.1966 |
1.1966 |
1.1966 |
1.1971 |
| S1 |
1.1948 |
1.1948 |
1.1969 |
1.1957 |
| S2 |
1.1922 |
1.1922 |
1.1965 |
|
| S3 |
1.1878 |
1.1904 |
1.1961 |
|
| S4 |
1.1834 |
1.1860 |
1.1949 |
|
|
| 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 |
1.2172 |
|
2.618 |
1.2100 |
|
1.618 |
1.2056 |
|
1.000 |
1.2029 |
|
0.618 |
1.2012 |
|
HIGH |
1.1985 |
|
0.618 |
1.1968 |
|
0.500 |
1.1963 |
|
0.382 |
1.1957 |
|
LOW |
1.1941 |
|
0.618 |
1.1913 |
|
1.000 |
1.1897 |
|
1.618 |
1.1869 |
|
2.618 |
1.1825 |
|
4.250 |
1.1754 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1970 |
1.1956 |
| PP |
1.1966 |
1.1939 |
| S1 |
1.1963 |
1.1921 |
|