CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0964 |
0.0010 |
0.1% |
1.0924 |
| High |
1.0969 |
1.1018 |
0.0050 |
0.5% |
1.0977 |
| Low |
1.0935 |
1.0944 |
0.0009 |
0.1% |
1.0864 |
| Close |
1.0966 |
1.1001 |
0.0035 |
0.3% |
1.0951 |
| Range |
0.0034 |
0.0075 |
0.0041 |
119.1% |
0.0113 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.2% |
0.0000 |
| Volume |
155,442 |
211,866 |
56,424 |
36.3% |
812,640 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1180 |
1.1041 |
|
| R3 |
1.1136 |
1.1106 |
1.1021 |
|
| R2 |
1.1062 |
1.1062 |
1.1014 |
|
| R1 |
1.1031 |
1.1031 |
1.1007 |
1.1047 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0995 |
| S1 |
1.0957 |
1.0957 |
1.0994 |
1.0972 |
| S2 |
1.0913 |
1.0913 |
1.0987 |
|
| S3 |
1.0838 |
1.0882 |
1.0980 |
|
| S4 |
1.0764 |
1.0808 |
1.0960 |
|
|
| 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 |
1.1018 |
1.0864 |
0.0154 |
1.4% |
0.0061 |
0.6% |
89% |
True |
False |
199,028 |
| 10 |
1.1018 |
1.0673 |
0.0346 |
3.1% |
0.0081 |
0.7% |
95% |
True |
False |
212,521 |
| 20 |
1.1018 |
1.0537 |
0.0482 |
4.4% |
0.0076 |
0.7% |
96% |
True |
False |
202,890 |
| 40 |
1.1018 |
1.0482 |
0.0536 |
4.9% |
0.0073 |
0.7% |
97% |
True |
False |
203,666 |
| 60 |
1.1018 |
1.0482 |
0.0536 |
4.9% |
0.0071 |
0.6% |
97% |
True |
False |
194,879 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0071 |
0.6% |
80% |
False |
False |
146,796 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
7.9% |
0.0072 |
0.7% |
59% |
False |
False |
117,722 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
7.9% |
0.0071 |
0.6% |
59% |
False |
False |
98,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1213 |
|
1.618 |
1.1139 |
|
1.000 |
1.1093 |
|
0.618 |
1.1064 |
|
HIGH |
1.1018 |
|
0.618 |
1.0990 |
|
0.500 |
1.0981 |
|
0.382 |
1.0972 |
|
LOW |
1.0944 |
|
0.618 |
1.0897 |
|
1.000 |
1.0869 |
|
1.618 |
1.0823 |
|
2.618 |
1.0748 |
|
4.250 |
1.0627 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0994 |
1.0985 |
| PP |
1.0987 |
1.0970 |
| S1 |
1.0981 |
1.0955 |
|