CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0726 |
1.0684 |
-0.0042 |
-0.4% |
1.0747 |
| High |
1.0741 |
1.0709 |
-0.0033 |
-0.3% |
1.0775 |
| Low |
1.0676 |
1.0672 |
-0.0005 |
0.0% |
1.0672 |
| Close |
1.0683 |
1.0696 |
0.0013 |
0.1% |
1.0696 |
| Range |
0.0065 |
0.0037 |
-0.0028 |
-43.1% |
0.0103 |
| ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
165,952 |
146,348 |
-19,604 |
-11.8% |
836,623 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0786 |
1.0716 |
|
| R3 |
1.0766 |
1.0749 |
1.0706 |
|
| R2 |
1.0729 |
1.0729 |
1.0702 |
|
| R1 |
1.0712 |
1.0712 |
1.0699 |
1.0721 |
| PP |
1.0692 |
1.0692 |
1.0692 |
1.0696 |
| S1 |
1.0675 |
1.0675 |
1.0692 |
1.0684 |
| S2 |
1.0655 |
1.0655 |
1.0689 |
|
| S3 |
1.0618 |
1.0638 |
1.0685 |
|
| S4 |
1.0581 |
1.0601 |
1.0675 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0962 |
1.0752 |
|
| R3 |
1.0920 |
1.0859 |
1.0724 |
|
| R2 |
1.0817 |
1.0817 |
1.0714 |
|
| R1 |
1.0756 |
1.0756 |
1.0705 |
1.0735 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0703 |
| S1 |
1.0653 |
1.0653 |
1.0686 |
1.0632 |
| S2 |
1.0611 |
1.0611 |
1.0677 |
|
| S3 |
1.0508 |
1.0550 |
1.0667 |
|
| S4 |
1.0405 |
1.0447 |
1.0639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0775 |
1.0672 |
0.0103 |
1.0% |
0.0052 |
0.5% |
23% |
False |
True |
167,324 |
| 10 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0075 |
0.7% |
67% |
False |
False |
196,453 |
| 20 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0072 |
0.7% |
67% |
False |
False |
200,322 |
| 40 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0071 |
0.7% |
72% |
False |
False |
202,098 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
41% |
False |
False |
157,819 |
| 80 |
1.1225 |
1.0482 |
0.0743 |
6.9% |
0.0071 |
0.7% |
29% |
False |
False |
118,693 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
24% |
False |
False |
95,152 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0068 |
0.6% |
24% |
False |
False |
79,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0805 |
|
1.618 |
1.0768 |
|
1.000 |
1.0746 |
|
0.618 |
1.0731 |
|
HIGH |
1.0709 |
|
0.618 |
1.0694 |
|
0.500 |
1.0690 |
|
0.382 |
1.0686 |
|
LOW |
1.0672 |
|
0.618 |
1.0649 |
|
1.000 |
1.0635 |
|
1.618 |
1.0612 |
|
2.618 |
1.0575 |
|
4.250 |
1.0514 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0694 |
1.0706 |
| PP |
1.0692 |
1.0703 |
| S1 |
1.0690 |
1.0699 |
|