CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0684 |
1.0701 |
0.0017 |
0.2% |
1.0747 |
| High |
1.0709 |
1.0722 |
0.0014 |
0.1% |
1.0775 |
| Low |
1.0672 |
1.0680 |
0.0008 |
0.1% |
1.0672 |
| Close |
1.0696 |
1.0717 |
0.0022 |
0.2% |
1.0696 |
| Range |
0.0037 |
0.0043 |
0.0006 |
14.9% |
0.0103 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
146,348 |
138,511 |
-7,837 |
-5.4% |
836,623 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0818 |
1.0740 |
|
| R3 |
1.0791 |
1.0775 |
1.0729 |
|
| R2 |
1.0749 |
1.0749 |
1.0725 |
|
| R1 |
1.0733 |
1.0733 |
1.0721 |
1.0741 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0710 |
| S1 |
1.0690 |
1.0690 |
1.0713 |
1.0698 |
| S2 |
1.0664 |
1.0664 |
1.0709 |
|
| S3 |
1.0621 |
1.0648 |
1.0705 |
|
| S4 |
1.0579 |
1.0605 |
1.0694 |
|
|
| 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 |
1.0741 |
1.0672 |
0.0070 |
0.6% |
0.0052 |
0.5% |
65% |
False |
False |
157,956 |
| 10 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0071 |
0.7% |
76% |
False |
False |
193,259 |
| 20 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0071 |
0.7% |
76% |
False |
False |
199,404 |
| 40 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0071 |
0.7% |
79% |
False |
False |
202,690 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
45% |
False |
False |
160,103 |
| 80 |
1.1225 |
1.0482 |
0.0743 |
6.9% |
0.0071 |
0.7% |
32% |
False |
False |
120,406 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
27% |
False |
False |
96,529 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0068 |
0.6% |
27% |
False |
False |
80,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0903 |
|
2.618 |
1.0833 |
|
1.618 |
1.0791 |
|
1.000 |
1.0765 |
|
0.618 |
1.0748 |
|
HIGH |
1.0722 |
|
0.618 |
1.0706 |
|
0.500 |
1.0701 |
|
0.382 |
1.0696 |
|
LOW |
1.0680 |
|
0.618 |
1.0653 |
|
1.000 |
1.0637 |
|
1.618 |
1.0611 |
|
2.618 |
1.0568 |
|
4.250 |
1.0499 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0713 |
| PP |
1.0706 |
1.0710 |
| S1 |
1.0701 |
1.0706 |
|