CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0586 |
1.0635 |
0.0050 |
0.5% |
1.0619 |
| High |
1.0647 |
1.0696 |
0.0050 |
0.5% |
1.0722 |
| Low |
1.0568 |
1.0578 |
0.0010 |
0.1% |
1.0543 |
| Close |
1.0639 |
1.0603 |
-0.0037 |
-0.3% |
1.0589 |
| Range |
0.0079 |
0.0118 |
0.0040 |
50.3% |
0.0179 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.6% |
0.0000 |
| Volume |
170,458 |
242,212 |
71,754 |
42.1% |
1,073,584 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0909 |
1.0667 |
|
| R3 |
1.0862 |
1.0791 |
1.0635 |
|
| R2 |
1.0744 |
1.0744 |
1.0624 |
|
| R1 |
1.0673 |
1.0673 |
1.0613 |
1.0649 |
| PP |
1.0626 |
1.0626 |
1.0626 |
1.0614 |
| S1 |
1.0555 |
1.0555 |
1.0592 |
1.0531 |
| S2 |
1.0508 |
1.0508 |
1.0581 |
|
| S3 |
1.0390 |
1.0437 |
1.0570 |
|
| S4 |
1.0272 |
1.0319 |
1.0538 |
|
|
| 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 |
1.0696 |
1.0543 |
0.0154 |
1.4% |
0.0070 |
0.7% |
39% |
True |
False |
203,197 |
| 10 |
1.0722 |
1.0543 |
0.0179 |
1.7% |
0.0077 |
0.7% |
34% |
False |
False |
207,330 |
| 20 |
1.0722 |
1.0484 |
0.0238 |
2.2% |
0.0074 |
0.7% |
50% |
False |
False |
204,547 |
| 40 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0070 |
0.7% |
36% |
False |
False |
196,416 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0071 |
0.7% |
19% |
False |
False |
132,123 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0072 |
0.7% |
14% |
False |
False |
99,450 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
14% |
False |
False |
79,728 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0067 |
0.6% |
14% |
False |
False |
66,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1005 |
|
1.618 |
1.0887 |
|
1.000 |
1.0814 |
|
0.618 |
1.0769 |
|
HIGH |
1.0696 |
|
0.618 |
1.0651 |
|
0.500 |
1.0637 |
|
0.382 |
1.0623 |
|
LOW |
1.0578 |
|
0.618 |
1.0505 |
|
1.000 |
1.0460 |
|
1.618 |
1.0387 |
|
2.618 |
1.0269 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0627 |
| PP |
1.0626 |
1.0619 |
| S1 |
1.0614 |
1.0611 |
|