CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1980 |
1.2014 |
0.0034 |
0.3% |
1.1908 |
| High |
1.2001 |
1.2038 |
0.0038 |
0.3% |
1.2038 |
| Low |
1.1979 |
1.1973 |
-0.0006 |
-0.1% |
1.1903 |
| Close |
1.1998 |
1.2038 |
0.0040 |
0.3% |
1.2038 |
| Range |
0.0022 |
0.0065 |
0.0044 |
202.3% |
0.0135 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.0% |
0.0000 |
| Volume |
31 |
5 |
-26 |
-83.9% |
71 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2211 |
1.2190 |
1.2074 |
|
| R3 |
1.2146 |
1.2125 |
1.2056 |
|
| R2 |
1.2081 |
1.2081 |
1.2050 |
|
| R1 |
1.2060 |
1.2060 |
1.2044 |
1.2071 |
| PP |
1.2016 |
1.2016 |
1.2016 |
1.2022 |
| S1 |
1.1995 |
1.1995 |
1.2032 |
1.2006 |
| S2 |
1.1951 |
1.1951 |
1.2026 |
|
| S3 |
1.1886 |
1.1930 |
1.2020 |
|
| S4 |
1.1821 |
1.1865 |
1.2002 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2398 |
1.2353 |
1.2112 |
|
| R3 |
1.2263 |
1.2218 |
1.2075 |
|
| R2 |
1.2128 |
1.2128 |
1.2063 |
|
| R1 |
1.2083 |
1.2083 |
1.2050 |
1.2106 |
| PP |
1.1993 |
1.1993 |
1.1993 |
1.2004 |
| S1 |
1.1948 |
1.1948 |
1.2026 |
1.1971 |
| S2 |
1.1858 |
1.1858 |
1.2013 |
|
| S3 |
1.1723 |
1.1813 |
1.2001 |
|
| S4 |
1.1588 |
1.1678 |
1.1964 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2314 |
|
2.618 |
1.2208 |
|
1.618 |
1.2143 |
|
1.000 |
1.2103 |
|
0.618 |
1.2078 |
|
HIGH |
1.2038 |
|
0.618 |
1.2013 |
|
0.500 |
1.2006 |
|
0.382 |
1.1998 |
|
LOW |
1.1973 |
|
0.618 |
1.1933 |
|
1.000 |
1.1908 |
|
1.618 |
1.1868 |
|
2.618 |
1.1803 |
|
4.250 |
1.1697 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2027 |
1.2020 |
| PP |
1.2016 |
1.2003 |
| S1 |
1.2006 |
1.1985 |
|