CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0899 |
1.0955 |
0.0056 |
0.5% |
1.0924 |
| High |
1.0956 |
1.0969 |
0.0013 |
0.1% |
1.0977 |
| Low |
1.0893 |
1.0935 |
0.0042 |
0.4% |
1.0864 |
| Close |
1.0951 |
1.0966 |
0.0015 |
0.1% |
1.0951 |
| Range |
0.0063 |
0.0034 |
-0.0029 |
-46.0% |
0.0113 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
198,786 |
155,442 |
-43,344 |
-21.8% |
812,640 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1046 |
1.0984 |
|
| R3 |
1.1024 |
1.1012 |
1.0975 |
|
| R2 |
1.0990 |
1.0990 |
1.0972 |
|
| R1 |
1.0978 |
1.0978 |
1.0969 |
1.0984 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0959 |
| S1 |
1.0944 |
1.0944 |
1.0962 |
1.0950 |
| S2 |
1.0922 |
1.0922 |
1.0959 |
|
| S3 |
1.0888 |
1.0910 |
1.0956 |
|
| S4 |
1.0854 |
1.0876 |
1.0947 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1222 |
1.1012 |
|
| R3 |
1.1155 |
1.1109 |
1.0981 |
|
| R2 |
1.1043 |
1.1043 |
1.0971 |
|
| R1 |
1.0997 |
1.0997 |
1.0961 |
1.1020 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0942 |
| S1 |
1.0884 |
1.0884 |
1.0940 |
1.0907 |
| S2 |
1.0818 |
1.0818 |
1.0930 |
|
| S3 |
1.0705 |
1.0772 |
1.0920 |
|
| S4 |
1.0593 |
1.0659 |
1.0889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0977 |
1.0864 |
0.0113 |
1.0% |
0.0058 |
0.5% |
90% |
False |
False |
193,616 |
| 10 |
1.0977 |
1.0673 |
0.0304 |
2.8% |
0.0077 |
0.7% |
96% |
False |
False |
205,186 |
| 20 |
1.0977 |
1.0537 |
0.0440 |
4.0% |
0.0076 |
0.7% |
98% |
False |
False |
200,819 |
| 40 |
1.0977 |
1.0482 |
0.0495 |
4.5% |
0.0074 |
0.7% |
98% |
False |
False |
204,261 |
| 60 |
1.0977 |
1.0482 |
0.0495 |
4.5% |
0.0072 |
0.7% |
98% |
False |
False |
191,438 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0071 |
0.7% |
75% |
False |
False |
144,173 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
55% |
False |
False |
115,611 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0071 |
0.6% |
55% |
False |
False |
96,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1113 |
|
2.618 |
1.1058 |
|
1.618 |
1.1024 |
|
1.000 |
1.1003 |
|
0.618 |
1.0990 |
|
HIGH |
1.0969 |
|
0.618 |
1.0956 |
|
0.500 |
1.0952 |
|
0.382 |
1.0947 |
|
LOW |
1.0935 |
|
0.618 |
1.0913 |
|
1.000 |
1.0901 |
|
1.618 |
1.0879 |
|
2.618 |
1.0845 |
|
4.250 |
1.0790 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0961 |
1.0949 |
| PP |
1.0956 |
1.0933 |
| S1 |
1.0952 |
1.0916 |
|