CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.1943 |
0.0017 |
0.1% |
1.1984 |
| High |
1.1942 |
1.1964 |
0.0023 |
0.2% |
1.1993 |
| Low |
1.1914 |
1.1943 |
0.0029 |
0.2% |
1.1845 |
| Close |
1.1926 |
1.1947 |
0.0021 |
0.2% |
1.1917 |
| Range |
0.0028 |
0.0021 |
-0.0007 |
-23.6% |
0.0148 |
| ATR |
|
|
|
|
|
| Volume |
0 |
11 |
11 |
|
61 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.2002 |
1.1959 |
|
| R3 |
1.1993 |
1.1981 |
1.1953 |
|
| R2 |
1.1972 |
1.1972 |
1.1951 |
|
| R1 |
1.1960 |
1.1960 |
1.1949 |
1.1966 |
| PP |
1.1951 |
1.1951 |
1.1951 |
1.1955 |
| S1 |
1.1939 |
1.1939 |
1.1945 |
1.1945 |
| S2 |
1.1930 |
1.1930 |
1.1943 |
|
| S3 |
1.1909 |
1.1918 |
1.1941 |
|
| S4 |
1.1888 |
1.1897 |
1.1935 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2287 |
1.1998 |
|
| R3 |
1.2214 |
1.2139 |
1.1957 |
|
| R2 |
1.2066 |
1.2066 |
1.1944 |
|
| R1 |
1.1991 |
1.1991 |
1.1930 |
1.1955 |
| PP |
1.1918 |
1.1918 |
1.1918 |
1.1900 |
| S1 |
1.1843 |
1.1843 |
1.1903 |
1.1807 |
| S2 |
1.1770 |
1.1770 |
1.1889 |
|
| S3 |
1.1622 |
1.1695 |
1.1876 |
|
| S4 |
1.1474 |
1.1547 |
1.1835 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2053 |
|
2.618 |
1.2019 |
|
1.618 |
1.1998 |
|
1.000 |
1.1985 |
|
0.618 |
1.1977 |
|
HIGH |
1.1964 |
|
0.618 |
1.1956 |
|
0.500 |
1.1954 |
|
0.382 |
1.1951 |
|
LOW |
1.1943 |
|
0.618 |
1.1930 |
|
1.000 |
1.1922 |
|
1.618 |
1.1909 |
|
2.618 |
1.1888 |
|
4.250 |
1.1854 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1954 |
1.1940 |
| PP |
1.1951 |
1.1933 |
| S1 |
1.1949 |
1.1926 |
|