CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1908 |
1.1932 |
0.0024 |
0.2% |
1.1926 |
| High |
1.1978 |
1.1970 |
-0.0008 |
-0.1% |
1.1964 |
| Low |
1.1903 |
1.1932 |
0.0029 |
0.2% |
1.1906 |
| Close |
1.1925 |
1.1964 |
0.0039 |
0.3% |
1.1940 |
| Range |
0.0075 |
0.0038 |
-0.0037 |
-49.0% |
0.0058 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
6 |
29 |
23 |
383.3% |
82 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2069 |
1.2054 |
1.1984 |
|
| R3 |
1.2031 |
1.2016 |
1.1974 |
|
| R2 |
1.1993 |
1.1993 |
1.1970 |
|
| R1 |
1.1978 |
1.1978 |
1.1967 |
1.1986 |
| PP |
1.1955 |
1.1955 |
1.1955 |
1.1959 |
| S1 |
1.1940 |
1.1940 |
1.1960 |
1.1948 |
| S2 |
1.1917 |
1.1917 |
1.1957 |
|
| S3 |
1.1879 |
1.1902 |
1.1953 |
|
| S4 |
1.1841 |
1.1864 |
1.1943 |
|
|
| 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 |
1.2132 |
|
2.618 |
1.2069 |
|
1.618 |
1.2031 |
|
1.000 |
1.2008 |
|
0.618 |
1.1993 |
|
HIGH |
1.1970 |
|
0.618 |
1.1955 |
|
0.500 |
1.1951 |
|
0.382 |
1.1947 |
|
LOW |
1.1932 |
|
0.618 |
1.1909 |
|
1.000 |
1.1894 |
|
1.618 |
1.1871 |
|
2.618 |
1.1833 |
|
4.250 |
1.1771 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1959 |
1.1956 |
| PP |
1.1955 |
1.1948 |
| S1 |
1.1951 |
1.1940 |
|