CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0640 |
0.0051 |
0.5% |
1.0586 |
| High |
1.0687 |
1.0766 |
0.0079 |
0.7% |
1.0766 |
| Low |
1.0589 |
1.0633 |
0.0045 |
0.4% |
1.0537 |
| Close |
1.0645 |
1.0755 |
0.0110 |
1.0% |
1.0755 |
| Range |
0.0098 |
0.0133 |
0.0035 |
35.2% |
0.0229 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
5.0% |
0.0000 |
| Volume |
222,819 |
264,106 |
41,287 |
18.5% |
1,127,914 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1067 |
1.0827 |
|
| R3 |
1.0983 |
1.0935 |
1.0791 |
|
| R2 |
1.0850 |
1.0850 |
1.0779 |
|
| R1 |
1.0802 |
1.0802 |
1.0767 |
1.0826 |
| PP |
1.0718 |
1.0718 |
1.0718 |
1.0730 |
| S1 |
1.0670 |
1.0670 |
1.0742 |
1.0694 |
| S2 |
1.0585 |
1.0585 |
1.0730 |
|
| S3 |
1.0453 |
1.0537 |
1.0718 |
|
| S4 |
1.0320 |
1.0405 |
1.0682 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1293 |
1.0880 |
|
| R3 |
1.1144 |
1.1064 |
1.0817 |
|
| R2 |
1.0915 |
1.0915 |
1.0796 |
|
| R1 |
1.0835 |
1.0835 |
1.0775 |
1.0875 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0706 |
| S1 |
1.0606 |
1.0606 |
1.0734 |
1.0646 |
| S2 |
1.0457 |
1.0457 |
1.0713 |
|
| S3 |
1.0228 |
1.0377 |
1.0692 |
|
| S4 |
0.9999 |
1.0148 |
1.0629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0766 |
1.0537 |
0.0229 |
2.1% |
0.0098 |
0.9% |
95% |
True |
False |
225,582 |
| 10 |
1.0766 |
1.0537 |
0.0229 |
2.1% |
0.0086 |
0.8% |
95% |
True |
False |
220,149 |
| 20 |
1.0766 |
1.0524 |
0.0242 |
2.3% |
0.0076 |
0.7% |
95% |
True |
False |
205,516 |
| 40 |
1.0819 |
1.0482 |
0.0337 |
3.1% |
0.0073 |
0.7% |
81% |
False |
False |
210,552 |
| 60 |
1.1072 |
1.0482 |
0.0590 |
5.5% |
0.0072 |
0.7% |
46% |
False |
False |
143,992 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
31% |
False |
False |
108,326 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0073 |
0.7% |
31% |
False |
False |
86,852 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0068 |
0.6% |
31% |
False |
False |
72,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1112 |
|
1.618 |
1.0980 |
|
1.000 |
1.0898 |
|
0.618 |
1.0847 |
|
HIGH |
1.0766 |
|
0.618 |
1.0715 |
|
0.500 |
1.0699 |
|
0.382 |
1.0684 |
|
LOW |
1.0633 |
|
0.618 |
1.0551 |
|
1.000 |
1.0501 |
|
1.618 |
1.0419 |
|
2.618 |
1.0286 |
|
4.250 |
1.0070 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0720 |
| PP |
1.0718 |
1.0686 |
| S1 |
1.0699 |
1.0651 |
|