CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0793 |
1.0776 |
-0.0017 |
-0.2% |
1.0635 |
| High |
1.0819 |
1.0776 |
-0.0043 |
-0.4% |
1.0811 |
| Low |
1.0781 |
1.0730 |
-0.0051 |
-0.5% |
1.0590 |
| Close |
1.0789 |
1.0759 |
-0.0030 |
-0.3% |
1.0801 |
| Range |
0.0038 |
0.0046 |
0.0008 |
21.1% |
0.0221 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1,093 |
747 |
-346 |
-31.7% |
6,643 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0872 |
1.0784 |
|
| R3 |
1.0847 |
1.0826 |
1.0772 |
|
| R2 |
1.0801 |
1.0801 |
1.0767 |
|
| R1 |
1.0780 |
1.0780 |
1.0763 |
1.0768 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0749 |
| S1 |
1.0734 |
1.0734 |
1.0755 |
1.0722 |
| S2 |
1.0709 |
1.0709 |
1.0751 |
|
| S3 |
1.0663 |
1.0688 |
1.0746 |
|
| S4 |
1.0617 |
1.0642 |
1.0734 |
|
|
| 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% |
0.0072 |
0.7% |
74% |
False |
False |
1,106 |
| 10 |
1.0819 |
1.0590 |
0.0229 |
2.1% |
0.0068 |
0.6% |
74% |
False |
False |
1,161 |
| 20 |
1.0819 |
1.0573 |
0.0246 |
2.3% |
0.0070 |
0.6% |
76% |
False |
False |
1,294 |
| 40 |
1.0863 |
1.0534 |
0.0329 |
3.1% |
0.0067 |
0.6% |
69% |
False |
False |
1,188 |
| 60 |
1.1049 |
1.0534 |
0.0515 |
4.8% |
0.0060 |
0.6% |
44% |
False |
False |
873 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0057 |
0.5% |
27% |
False |
False |
667 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0053 |
0.5% |
27% |
False |
False |
548 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0050 |
0.5% |
27% |
False |
False |
462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0972 |
|
2.618 |
1.0896 |
|
1.618 |
1.0850 |
|
1.000 |
1.0822 |
|
0.618 |
1.0804 |
|
HIGH |
1.0776 |
|
0.618 |
1.0758 |
|
0.500 |
1.0753 |
|
0.382 |
1.0748 |
|
LOW |
1.0730 |
|
0.618 |
1.0702 |
|
1.000 |
1.0684 |
|
1.618 |
1.0656 |
|
2.618 |
1.0610 |
|
4.250 |
1.0535 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0756 |
| PP |
1.0755 |
1.0753 |
| S1 |
1.0753 |
1.0750 |
|