CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0793 |
0.0109 |
1.0% |
1.0635 |
| High |
1.0811 |
1.0819 |
0.0009 |
0.1% |
1.0811 |
| Low |
1.0681 |
1.0781 |
0.0101 |
0.9% |
1.0590 |
| Close |
1.0801 |
1.0789 |
-0.0012 |
-0.1% |
1.0801 |
| Range |
0.0130 |
0.0038 |
-0.0092 |
-70.8% |
0.0221 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
1,619 |
1,093 |
-526 |
-32.5% |
6,643 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0887 |
1.0809 |
|
| R3 |
1.0872 |
1.0849 |
1.0799 |
|
| R2 |
1.0834 |
1.0834 |
1.0795 |
|
| R1 |
1.0811 |
1.0811 |
1.0792 |
1.0804 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0792 |
| S1 |
1.0773 |
1.0773 |
1.0785 |
1.0766 |
| S2 |
1.0758 |
1.0758 |
1.0782 |
|
| S3 |
1.0720 |
1.0735 |
1.0778 |
|
| S4 |
1.0682 |
1.0697 |
1.0768 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1318 |
1.0922 |
|
| R3 |
1.1175 |
1.1098 |
1.0861 |
|
| R2 |
1.0954 |
1.0954 |
1.0841 |
|
| R1 |
1.0877 |
1.0877 |
1.0821 |
1.0916 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0753 |
| S1 |
1.0657 |
1.0657 |
1.0780 |
1.0695 |
| S2 |
1.0513 |
1.0513 |
1.0760 |
|
| S3 |
1.0293 |
1.0436 |
1.0740 |
|
| S4 |
1.0072 |
1.0216 |
1.0679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0819 |
1.0590 |
0.0229 |
2.1% |
0.0083 |
0.8% |
87% |
True |
False |
1,348 |
| 10 |
1.0819 |
1.0590 |
0.0229 |
2.1% |
0.0074 |
0.7% |
87% |
True |
False |
1,157 |
| 20 |
1.0819 |
1.0573 |
0.0246 |
2.3% |
0.0071 |
0.7% |
88% |
True |
False |
1,310 |
| 40 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0068 |
0.6% |
77% |
False |
False |
1,201 |
| 60 |
1.1049 |
1.0534 |
0.0515 |
4.8% |
0.0060 |
0.6% |
50% |
False |
False |
861 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0057 |
0.5% |
30% |
False |
False |
659 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0054 |
0.5% |
30% |
False |
False |
541 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0050 |
0.5% |
30% |
False |
False |
456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0918 |
|
1.618 |
1.0880 |
|
1.000 |
1.0857 |
|
0.618 |
1.0842 |
|
HIGH |
1.0819 |
|
0.618 |
1.0804 |
|
0.500 |
1.0800 |
|
0.382 |
1.0796 |
|
LOW |
1.0781 |
|
0.618 |
1.0758 |
|
1.000 |
1.0743 |
|
1.618 |
1.0720 |
|
2.618 |
1.0682 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0769 |
| PP |
1.0796 |
1.0750 |
| S1 |
1.0792 |
1.0731 |
|