CME Euro FX (E) Future September 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 |
1.1926 |
1.1940 |
0.0014 |
0.1% |
1.1926 |
| High |
1.1958 |
1.1962 |
0.0004 |
0.0% |
1.1964 |
| Low |
1.1906 |
1.1940 |
0.0034 |
0.3% |
1.1906 |
| Close |
1.1958 |
1.1940 |
-0.0018 |
-0.2% |
1.1940 |
| Range |
0.0052 |
0.0022 |
-0.0031 |
-58.7% |
0.0058 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
18 |
10 |
-8 |
-44.4% |
82 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1997 |
1.1952 |
|
| R3 |
1.1990 |
1.1976 |
1.1946 |
|
| R2 |
1.1969 |
1.1969 |
1.1944 |
|
| R1 |
1.1954 |
1.1954 |
1.1942 |
1.1951 |
| PP |
1.1947 |
1.1947 |
1.1947 |
1.1945 |
| S1 |
1.1933 |
1.1933 |
1.1938 |
1.1929 |
| S2 |
1.1926 |
1.1926 |
1.1936 |
|
| S3 |
1.1904 |
1.1911 |
1.1934 |
|
| S4 |
1.1883 |
1.1890 |
1.1928 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2111 |
1.2083 |
1.1972 |
|
| R3 |
1.2053 |
1.2025 |
1.1956 |
|
| R2 |
1.1995 |
1.1995 |
1.1951 |
|
| R1 |
1.1967 |
1.1967 |
1.1945 |
1.1981 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1944 |
| S1 |
1.1909 |
1.1909 |
1.1935 |
1.1923 |
| S2 |
1.1879 |
1.1879 |
1.1929 |
|
| S3 |
1.1821 |
1.1851 |
1.1924 |
|
| S4 |
1.1763 |
1.1793 |
1.1908 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2053 |
|
2.618 |
1.2018 |
|
1.618 |
1.1996 |
|
1.000 |
1.1983 |
|
0.618 |
1.1975 |
|
HIGH |
1.1962 |
|
0.618 |
1.1953 |
|
0.500 |
1.1951 |
|
0.382 |
1.1948 |
|
LOW |
1.1940 |
|
0.618 |
1.1927 |
|
1.000 |
1.1919 |
|
1.618 |
1.1905 |
|
2.618 |
1.1884 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1951 |
1.1938 |
| PP |
1.1947 |
1.1936 |
| S1 |
1.1944 |
1.1934 |
|