CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0765 |
0.0005 |
0.0% |
1.0635 |
| High |
1.0777 |
1.0785 |
0.0009 |
0.1% |
1.0811 |
| Low |
1.0725 |
1.0722 |
-0.0003 |
0.0% |
1.0590 |
| Close |
1.0764 |
1.0728 |
-0.0036 |
-0.3% |
1.0801 |
| Range |
0.0052 |
0.0064 |
0.0012 |
22.1% |
0.0221 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
537 |
722 |
185 |
34.5% |
6,643 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0895 |
1.0763 |
|
| R3 |
1.0872 |
1.0832 |
1.0745 |
|
| R2 |
1.0808 |
1.0808 |
1.0740 |
|
| R1 |
1.0768 |
1.0768 |
1.0734 |
1.0757 |
| PP |
1.0745 |
1.0745 |
1.0745 |
1.0739 |
| S1 |
1.0705 |
1.0705 |
1.0722 |
1.0693 |
| S2 |
1.0681 |
1.0681 |
1.0716 |
|
| S3 |
1.0618 |
1.0641 |
1.0711 |
|
| S4 |
1.0554 |
1.0578 |
1.0693 |
|
|
| 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 |
1.0681 |
0.0139 |
1.3% |
0.0066 |
0.6% |
34% |
False |
False |
943 |
| 10 |
1.0819 |
1.0590 |
0.0229 |
2.1% |
0.0071 |
0.7% |
60% |
False |
False |
1,086 |
| 20 |
1.0819 |
1.0573 |
0.0246 |
2.3% |
0.0068 |
0.6% |
63% |
False |
False |
1,115 |
| 40 |
1.0827 |
1.0534 |
0.0293 |
2.7% |
0.0066 |
0.6% |
66% |
False |
False |
1,112 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0061 |
0.6% |
38% |
False |
False |
894 |
| 80 |
1.1295 |
1.0534 |
0.0762 |
7.1% |
0.0058 |
0.5% |
26% |
False |
False |
682 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0054 |
0.5% |
23% |
False |
False |
558 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0050 |
0.5% |
23% |
False |
False |
472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0951 |
|
1.618 |
1.0888 |
|
1.000 |
1.0849 |
|
0.618 |
1.0824 |
|
HIGH |
1.0785 |
|
0.618 |
1.0761 |
|
0.500 |
1.0753 |
|
0.382 |
1.0746 |
|
LOW |
1.0722 |
|
0.618 |
1.0682 |
|
1.000 |
1.0658 |
|
1.618 |
1.0619 |
|
2.618 |
1.0555 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0753 |
1.0753 |
| PP |
1.0745 |
1.0745 |
| S1 |
1.0736 |
1.0736 |
|