CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0638 |
1.0642 |
0.0004 |
0.0% |
1.0664 |
| High |
1.0643 |
1.0733 |
0.0091 |
0.9% |
1.0763 |
| Low |
1.0590 |
1.0642 |
0.0052 |
0.5% |
1.0595 |
| Close |
1.0610 |
1.0691 |
0.0082 |
0.8% |
1.0637 |
| Range |
0.0053 |
0.0091 |
0.0039 |
73.3% |
0.0168 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.7% |
0.0000 |
| Volume |
1,347 |
724 |
-623 |
-46.3% |
4,566 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0917 |
1.0741 |
|
| R3 |
1.0871 |
1.0826 |
1.0716 |
|
| R2 |
1.0780 |
1.0780 |
1.0708 |
|
| R1 |
1.0735 |
1.0735 |
1.0699 |
1.0758 |
| PP |
1.0689 |
1.0689 |
1.0689 |
1.0700 |
| S1 |
1.0644 |
1.0644 |
1.0683 |
1.0667 |
| S2 |
1.0598 |
1.0598 |
1.0674 |
|
| S3 |
1.0507 |
1.0553 |
1.0666 |
|
| S4 |
1.0416 |
1.0462 |
1.0641 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1071 |
1.0729 |
|
| R3 |
1.1001 |
1.0903 |
1.0683 |
|
| R2 |
1.0833 |
1.0833 |
1.0667 |
|
| R1 |
1.0735 |
1.0735 |
1.0652 |
1.0700 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0647 |
| S1 |
1.0567 |
1.0567 |
1.0621 |
1.0532 |
| S2 |
1.0497 |
1.0497 |
1.0606 |
|
| S3 |
1.0329 |
1.0399 |
1.0590 |
|
| S4 |
1.0161 |
1.0231 |
1.0544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0735 |
1.0590 |
0.0145 |
1.4% |
0.0077 |
0.7% |
70% |
False |
False |
1,229 |
| 10 |
1.0763 |
1.0590 |
0.0173 |
1.6% |
0.0071 |
0.7% |
58% |
False |
False |
1,025 |
| 20 |
1.0763 |
1.0565 |
0.0198 |
1.9% |
0.0071 |
0.7% |
64% |
False |
False |
1,253 |
| 40 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0065 |
0.6% |
48% |
False |
False |
1,150 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.8% |
0.0059 |
0.6% |
25% |
False |
False |
816 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0056 |
0.5% |
19% |
False |
False |
627 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0054 |
0.5% |
19% |
False |
False |
515 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0049 |
0.5% |
19% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1120 |
|
2.618 |
1.0971 |
|
1.618 |
1.0880 |
|
1.000 |
1.0824 |
|
0.618 |
1.0789 |
|
HIGH |
1.0733 |
|
0.618 |
1.0698 |
|
0.500 |
1.0688 |
|
0.382 |
1.0677 |
|
LOW |
1.0642 |
|
0.618 |
1.0586 |
|
1.000 |
1.0551 |
|
1.618 |
1.0495 |
|
2.618 |
1.0404 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0690 |
1.0682 |
| PP |
1.0689 |
1.0672 |
| S1 |
1.0688 |
1.0663 |
|