CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0747 |
1.0740 |
-0.0008 |
-0.1% |
1.0586 |
| High |
1.0775 |
1.0741 |
-0.0034 |
-0.3% |
1.0766 |
| Low |
1.0735 |
1.0682 |
-0.0053 |
-0.5% |
1.0537 |
| Close |
1.0743 |
1.0713 |
-0.0030 |
-0.3% |
1.0755 |
| Range |
0.0040 |
0.0059 |
0.0019 |
47.5% |
0.0229 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
185,350 |
185,953 |
603 |
0.3% |
1,127,914 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0860 |
1.0745 |
|
| R3 |
1.0830 |
1.0801 |
1.0729 |
|
| R2 |
1.0771 |
1.0771 |
1.0724 |
|
| R1 |
1.0742 |
1.0742 |
1.0718 |
1.0727 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0704 |
| S1 |
1.0683 |
1.0683 |
1.0708 |
1.0668 |
| S2 |
1.0653 |
1.0653 |
1.0702 |
|
| S3 |
1.0594 |
1.0624 |
1.0697 |
|
| S4 |
1.0535 |
1.0565 |
1.0681 |
|
|
| 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 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0079 |
0.7% |
74% |
False |
False |
217,309 |
| 10 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0074 |
0.7% |
74% |
False |
False |
210,253 |
| 20 |
1.0775 |
1.0524 |
0.0251 |
2.3% |
0.0075 |
0.7% |
75% |
False |
False |
206,450 |
| 40 |
1.0812 |
1.0482 |
0.0330 |
3.1% |
0.0073 |
0.7% |
70% |
False |
False |
212,500 |
| 60 |
1.1017 |
1.0482 |
0.0535 |
5.0% |
0.0071 |
0.7% |
43% |
False |
False |
150,119 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0072 |
0.7% |
26% |
False |
False |
112,942 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
26% |
False |
False |
90,513 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0068 |
0.6% |
26% |
False |
False |
75,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0991 |
|
2.618 |
1.0895 |
|
1.618 |
1.0836 |
|
1.000 |
1.0800 |
|
0.618 |
1.0777 |
|
HIGH |
1.0741 |
|
0.618 |
1.0718 |
|
0.500 |
1.0711 |
|
0.382 |
1.0704 |
|
LOW |
1.0682 |
|
0.618 |
1.0645 |
|
1.000 |
1.0623 |
|
1.618 |
1.0586 |
|
2.618 |
1.0527 |
|
4.250 |
1.0431 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0710 |
| PP |
1.0712 |
1.0707 |
| S1 |
1.0711 |
1.0704 |
|