CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0713 |
0.0012 |
0.1% |
1.0747 |
| High |
1.0722 |
1.0902 |
0.0180 |
1.7% |
1.0775 |
| Low |
1.0680 |
1.0673 |
-0.0007 |
-0.1% |
1.0672 |
| Close |
1.0717 |
1.0897 |
0.0180 |
1.7% |
1.0696 |
| Range |
0.0043 |
0.0230 |
0.0187 |
440.0% |
0.0103 |
| ATR |
0.0070 |
0.0082 |
0.0011 |
16.1% |
0.0000 |
| Volume |
138,511 |
316,911 |
178,400 |
128.8% |
836,623 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1434 |
1.1023 |
|
| R3 |
1.1283 |
1.1204 |
1.0960 |
|
| R2 |
1.1053 |
1.1053 |
1.0939 |
|
| R1 |
1.0975 |
1.0975 |
1.0918 |
1.1014 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0843 |
| S1 |
1.0745 |
1.0745 |
1.0875 |
1.0785 |
| S2 |
1.0594 |
1.0594 |
1.0854 |
|
| S3 |
1.0365 |
1.0516 |
1.0833 |
|
| S4 |
1.0135 |
1.0286 |
1.0770 |
|
|
| 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 |
1.0902 |
1.0672 |
0.0231 |
2.1% |
0.0086 |
0.8% |
98% |
True |
False |
184,148 |
| 10 |
1.0902 |
1.0537 |
0.0366 |
3.4% |
0.0083 |
0.8% |
98% |
True |
False |
200,728 |
| 20 |
1.0902 |
1.0537 |
0.0366 |
3.4% |
0.0080 |
0.7% |
98% |
True |
False |
204,029 |
| 40 |
1.0902 |
1.0482 |
0.0420 |
3.9% |
0.0076 |
0.7% |
99% |
True |
False |
206,974 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.8% |
0.0074 |
0.7% |
80% |
False |
False |
165,365 |
| 80 |
1.1225 |
1.0482 |
0.0743 |
6.8% |
0.0073 |
0.7% |
56% |
False |
False |
124,352 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
47% |
False |
False |
99,692 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0070 |
0.6% |
47% |
False |
False |
83,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1877 |
|
2.618 |
1.1503 |
|
1.618 |
1.1273 |
|
1.000 |
1.1132 |
|
0.618 |
1.1044 |
|
HIGH |
1.0902 |
|
0.618 |
1.0814 |
|
0.500 |
1.0787 |
|
0.382 |
1.0760 |
|
LOW |
1.0673 |
|
0.618 |
1.0531 |
|
1.000 |
1.0443 |
|
1.618 |
1.0301 |
|
2.618 |
1.0072 |
|
4.250 |
0.9697 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0860 |
1.0860 |
| PP |
1.0824 |
1.0823 |
| S1 |
1.0787 |
1.0787 |
|