CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0716 |
-0.0024 |
-0.2% |
1.0586 |
| High |
1.0741 |
1.0734 |
-0.0007 |
-0.1% |
1.0766 |
| Low |
1.0682 |
1.0677 |
-0.0005 |
0.0% |
1.0537 |
| Close |
1.0713 |
1.0719 |
0.0006 |
0.1% |
1.0755 |
| Range |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0229 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
185,953 |
153,020 |
-32,933 |
-17.7% |
1,127,914 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0857 |
1.0750 |
|
| R3 |
1.0824 |
1.0800 |
1.0734 |
|
| R2 |
1.0767 |
1.0767 |
1.0729 |
|
| R1 |
1.0743 |
1.0743 |
1.0724 |
1.0755 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0716 |
| S1 |
1.0686 |
1.0686 |
1.0713 |
1.0698 |
| S2 |
1.0653 |
1.0653 |
1.0708 |
|
| S3 |
1.0596 |
1.0629 |
1.0703 |
|
| S4 |
1.0539 |
1.0572 |
1.0687 |
|
|
| 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 |
1.0589 |
0.0186 |
1.7% |
0.0077 |
0.7% |
70% |
False |
False |
202,249 |
| 10 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0076 |
0.7% |
76% |
False |
False |
206,907 |
| 20 |
1.0775 |
1.0524 |
0.0251 |
2.3% |
0.0075 |
0.7% |
78% |
False |
False |
204,450 |
| 40 |
1.0798 |
1.0482 |
0.0316 |
2.9% |
0.0073 |
0.7% |
75% |
False |
False |
206,460 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
45% |
False |
False |
152,653 |
| 80 |
1.1321 |
1.0482 |
0.0839 |
7.8% |
0.0072 |
0.7% |
28% |
False |
False |
114,842 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
27% |
False |
False |
92,037 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0068 |
0.6% |
27% |
False |
False |
76,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0976 |
|
2.618 |
1.0883 |
|
1.618 |
1.0826 |
|
1.000 |
1.0791 |
|
0.618 |
1.0769 |
|
HIGH |
1.0734 |
|
0.618 |
1.0712 |
|
0.500 |
1.0705 |
|
0.382 |
1.0698 |
|
LOW |
1.0677 |
|
0.618 |
1.0641 |
|
1.000 |
1.0620 |
|
1.618 |
1.0584 |
|
2.618 |
1.0527 |
|
4.250 |
1.0434 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0726 |
| PP |
1.0710 |
1.0723 |
| S1 |
1.0705 |
1.0721 |
|