CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1932 |
1.1980 |
0.0048 |
0.4% |
1.1926 |
| High |
1.1970 |
1.2001 |
0.0031 |
0.3% |
1.1964 |
| Low |
1.1932 |
1.1979 |
0.0047 |
0.4% |
1.1906 |
| Close |
1.1964 |
1.1998 |
0.0035 |
0.3% |
1.1940 |
| Range |
0.0038 |
0.0022 |
-0.0017 |
-43.4% |
0.0058 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
29 |
31 |
2 |
6.9% |
82 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2049 |
1.2010 |
|
| R3 |
1.2036 |
1.2028 |
1.2004 |
|
| R2 |
1.2014 |
1.2014 |
1.2002 |
|
| R1 |
1.2006 |
1.2006 |
1.2000 |
1.2010 |
| PP |
1.1993 |
1.1993 |
1.1993 |
1.1995 |
| S1 |
1.1985 |
1.1985 |
1.1996 |
1.1989 |
| S2 |
1.1971 |
1.1971 |
1.1994 |
|
| S3 |
1.1950 |
1.1963 |
1.1992 |
|
| S4 |
1.1928 |
1.1942 |
1.1986 |
|
|
| 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 |
1.2092 |
|
2.618 |
1.2057 |
|
1.618 |
1.2035 |
|
1.000 |
1.2022 |
|
0.618 |
1.2014 |
|
HIGH |
1.2001 |
|
0.618 |
1.1992 |
|
0.500 |
1.1990 |
|
0.382 |
1.1987 |
|
LOW |
1.1979 |
|
0.618 |
1.1966 |
|
1.000 |
1.1958 |
|
1.618 |
1.1944 |
|
2.618 |
1.1923 |
|
4.250 |
1.1888 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1995 |
1.1983 |
| PP |
1.1993 |
1.1967 |
| S1 |
1.1990 |
1.1952 |
|