CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1002 |
0.0038 |
0.3% |
1.0924 |
| High |
1.1018 |
1.1025 |
0.0007 |
0.1% |
1.0977 |
| Low |
1.0944 |
1.0969 |
0.0025 |
0.2% |
1.0864 |
| Close |
1.1001 |
1.0992 |
-0.0009 |
-0.1% |
1.0951 |
| Range |
0.0075 |
0.0057 |
-0.0018 |
-24.2% |
0.0113 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
211,866 |
228,819 |
16,953 |
8.0% |
812,640 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1135 |
1.1023 |
|
| R3 |
1.1108 |
1.1078 |
1.1007 |
|
| R2 |
1.1052 |
1.1052 |
1.1002 |
|
| R1 |
1.1022 |
1.1022 |
1.0997 |
1.1008 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.0988 |
| S1 |
1.0965 |
1.0965 |
1.0986 |
1.0952 |
| S2 |
1.0939 |
1.0939 |
1.0981 |
|
| S3 |
1.0882 |
1.0909 |
1.0976 |
|
| S4 |
1.0826 |
1.0852 |
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 |
1.1025 |
1.0864 |
0.0161 |
1.5% |
0.0060 |
0.5% |
79% |
True |
False |
205,653 |
| 10 |
1.1025 |
1.0838 |
0.0188 |
1.7% |
0.0063 |
0.6% |
82% |
True |
False |
203,712 |
| 20 |
1.1025 |
1.0537 |
0.0489 |
4.4% |
0.0073 |
0.7% |
93% |
True |
False |
202,220 |
| 40 |
1.1025 |
1.0484 |
0.0541 |
4.9% |
0.0074 |
0.7% |
94% |
True |
False |
203,383 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
4.9% |
0.0071 |
0.6% |
94% |
True |
False |
198,351 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0071 |
0.6% |
79% |
False |
False |
149,647 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
58% |
False |
False |
120,004 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0071 |
0.6% |
58% |
False |
False |
100,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1265 |
|
2.618 |
1.1173 |
|
1.618 |
1.1116 |
|
1.000 |
1.1082 |
|
0.618 |
1.1060 |
|
HIGH |
1.1025 |
|
0.618 |
1.1003 |
|
0.500 |
1.0997 |
|
0.382 |
1.0990 |
|
LOW |
1.0969 |
|
0.618 |
1.0934 |
|
1.000 |
1.0912 |
|
1.618 |
1.0877 |
|
2.618 |
1.0821 |
|
4.250 |
1.0728 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0997 |
1.0988 |
| PP |
1.0995 |
1.0984 |
| S1 |
1.0993 |
1.0980 |
|