CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0716 |
1.0726 |
0.0010 |
0.1% |
1.0586 |
| High |
1.0734 |
1.0741 |
0.0008 |
0.1% |
1.0766 |
| Low |
1.0677 |
1.0676 |
-0.0001 |
0.0% |
1.0537 |
| Close |
1.0719 |
1.0683 |
-0.0036 |
-0.3% |
1.0755 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0229 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
153,020 |
165,952 |
12,932 |
8.5% |
1,127,914 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0854 |
1.0719 |
|
| R3 |
1.0830 |
1.0789 |
1.0701 |
|
| R2 |
1.0765 |
1.0765 |
1.0695 |
|
| R1 |
1.0724 |
1.0724 |
1.0689 |
1.0712 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0694 |
| S1 |
1.0659 |
1.0659 |
1.0677 |
1.0647 |
| S2 |
1.0635 |
1.0635 |
1.0671 |
|
| S3 |
1.0570 |
1.0594 |
1.0665 |
|
| S4 |
1.0505 |
1.0529 |
1.0647 |
|
|
| 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 |
1.0633 |
0.0142 |
1.3% |
0.0071 |
0.7% |
35% |
False |
False |
190,876 |
| 10 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0077 |
0.7% |
62% |
False |
False |
202,902 |
| 20 |
1.0775 |
1.0524 |
0.0251 |
2.3% |
0.0073 |
0.7% |
64% |
False |
False |
202,429 |
| 40 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0072 |
0.7% |
68% |
False |
False |
204,260 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0072 |
0.7% |
39% |
False |
False |
155,407 |
| 80 |
1.1309 |
1.0482 |
0.0827 |
7.7% |
0.0072 |
0.7% |
24% |
False |
False |
116,888 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0072 |
0.7% |
23% |
False |
False |
93,692 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0068 |
0.6% |
23% |
False |
False |
78,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0911 |
|
1.618 |
1.0846 |
|
1.000 |
1.0806 |
|
0.618 |
1.0781 |
|
HIGH |
1.0741 |
|
0.618 |
1.0716 |
|
0.500 |
1.0709 |
|
0.382 |
1.0701 |
|
LOW |
1.0676 |
|
0.618 |
1.0636 |
|
1.000 |
1.0611 |
|
1.618 |
1.0571 |
|
2.618 |
1.0506 |
|
4.250 |
1.0400 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0709 |
| PP |
1.0700 |
1.0700 |
| S1 |
1.0692 |
1.0692 |
|