CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1955 |
1.1926 |
-0.0029 |
-0.2% |
1.1984 |
| High |
1.1962 |
1.1958 |
-0.0004 |
0.0% |
1.1993 |
| Low |
1.1938 |
1.1906 |
-0.0032 |
-0.3% |
1.1845 |
| Close |
1.1946 |
1.1958 |
0.0012 |
0.1% |
1.1917 |
| Range |
0.0024 |
0.0052 |
0.0028 |
116.7% |
0.0148 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
43 |
18 |
-25 |
-58.1% |
61 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2079 |
1.1987 |
|
| R3 |
1.2045 |
1.2027 |
1.1972 |
|
| R2 |
1.1993 |
1.1993 |
1.1968 |
|
| R1 |
1.1975 |
1.1975 |
1.1963 |
1.1984 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1945 |
| S1 |
1.1923 |
1.1923 |
1.1953 |
1.1932 |
| S2 |
1.1889 |
1.1889 |
1.1948 |
|
| S3 |
1.1837 |
1.1871 |
1.1944 |
|
| S4 |
1.1785 |
1.1819 |
1.1929 |
|
|
| 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 |
1.2179 |
|
2.618 |
1.2094 |
|
1.618 |
1.2042 |
|
1.000 |
1.2010 |
|
0.618 |
1.1990 |
|
HIGH |
1.1958 |
|
0.618 |
1.1938 |
|
0.500 |
1.1932 |
|
0.382 |
1.1926 |
|
LOW |
1.1906 |
|
0.618 |
1.1874 |
|
1.000 |
1.1854 |
|
1.618 |
1.1822 |
|
2.618 |
1.1770 |
|
4.250 |
1.1685 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1949 |
1.1950 |
| PP |
1.1941 |
1.1943 |
| S1 |
1.1932 |
1.1935 |
|