CME Euro FX (E) Future September 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 |
1.1940 |
1.1908 |
-0.0032 |
-0.3% |
1.1926 |
| High |
1.1962 |
1.1978 |
0.0016 |
0.1% |
1.1964 |
| Low |
1.1940 |
1.1903 |
-0.0037 |
-0.3% |
1.1906 |
| Close |
1.1940 |
1.1925 |
-0.0016 |
-0.1% |
1.1940 |
| Range |
0.0022 |
0.0075 |
0.0053 |
246.5% |
0.0058 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.0% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
82 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2159 |
1.2116 |
1.1965 |
|
| R3 |
1.2084 |
1.2042 |
1.1945 |
|
| R2 |
1.2010 |
1.2010 |
1.1938 |
|
| R1 |
1.1967 |
1.1967 |
1.1931 |
1.1988 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1946 |
| S1 |
1.1893 |
1.1893 |
1.1918 |
1.1914 |
| S2 |
1.1861 |
1.1861 |
1.1911 |
|
| S3 |
1.1786 |
1.1818 |
1.1904 |
|
| S4 |
1.1712 |
1.1744 |
1.1884 |
|
|
| 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 |
1.2294 |
|
2.618 |
1.2173 |
|
1.618 |
1.2098 |
|
1.000 |
1.2052 |
|
0.618 |
1.2024 |
|
HIGH |
1.1978 |
|
0.618 |
1.1949 |
|
0.500 |
1.1940 |
|
0.382 |
1.1931 |
|
LOW |
1.1903 |
|
0.618 |
1.1857 |
|
1.000 |
1.1829 |
|
1.618 |
1.1782 |
|
2.618 |
1.1708 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1940 |
| PP |
1.1935 |
1.1935 |
| S1 |
1.1930 |
1.1930 |
|