CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0584 |
1.0586 |
0.0002 |
0.0% |
1.0619 |
| High |
1.0619 |
1.0647 |
0.0028 |
0.3% |
1.0722 |
| Low |
1.0557 |
1.0568 |
0.0011 |
0.1% |
1.0543 |
| Close |
1.0589 |
1.0639 |
0.0050 |
0.5% |
1.0589 |
| Range |
0.0062 |
0.0079 |
0.0017 |
27.6% |
0.0179 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.7% |
0.0000 |
| Volume |
210,831 |
170,458 |
-40,373 |
-19.1% |
1,073,584 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0825 |
1.0682 |
|
| R3 |
1.0775 |
1.0746 |
1.0661 |
|
| R2 |
1.0696 |
1.0696 |
1.0653 |
|
| R1 |
1.0668 |
1.0668 |
1.0646 |
1.0682 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0625 |
| S1 |
1.0589 |
1.0589 |
1.0632 |
1.0604 |
| S2 |
1.0539 |
1.0539 |
1.0625 |
|
| S3 |
1.0461 |
1.0511 |
1.0617 |
|
| S4 |
1.0382 |
1.0432 |
1.0596 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1051 |
1.0687 |
|
| R3 |
1.0976 |
1.0872 |
1.0638 |
|
| R2 |
1.0797 |
1.0797 |
1.0622 |
|
| R1 |
1.0693 |
1.0693 |
1.0605 |
1.0655 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0599 |
| S1 |
1.0514 |
1.0514 |
1.0573 |
1.0476 |
| S2 |
1.0439 |
1.0439 |
1.0556 |
|
| S3 |
1.0260 |
1.0335 |
1.0540 |
|
| S4 |
1.0081 |
1.0156 |
1.0491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0722 |
1.0543 |
0.0179 |
1.7% |
0.0069 |
0.6% |
54% |
False |
False |
203,436 |
| 10 |
1.0722 |
1.0543 |
0.0179 |
1.7% |
0.0071 |
0.7% |
54% |
False |
False |
205,549 |
| 20 |
1.0722 |
1.0482 |
0.0240 |
2.3% |
0.0071 |
0.7% |
66% |
False |
False |
204,442 |
| 40 |
1.0864 |
1.0482 |
0.0382 |
3.6% |
0.0069 |
0.7% |
41% |
False |
False |
190,873 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0069 |
0.7% |
24% |
False |
False |
128,098 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
18% |
False |
False |
96,430 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
18% |
False |
False |
77,307 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0066 |
0.6% |
18% |
False |
False |
64,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0852 |
|
1.618 |
1.0774 |
|
1.000 |
1.0725 |
|
0.618 |
1.0695 |
|
HIGH |
1.0647 |
|
0.618 |
1.0617 |
|
0.500 |
1.0607 |
|
0.382 |
1.0598 |
|
LOW |
1.0568 |
|
0.618 |
1.0519 |
|
1.000 |
1.0490 |
|
1.618 |
1.0441 |
|
2.618 |
1.0362 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0628 |
1.0624 |
| PP |
1.0618 |
1.0609 |
| S1 |
1.0607 |
1.0595 |
|