CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0765 |
1.0726 |
-0.0040 |
-0.4% |
1.0793 |
| High |
1.0785 |
1.0753 |
-0.0033 |
-0.3% |
1.0819 |
| Low |
1.0722 |
1.0717 |
-0.0005 |
0.0% |
1.0717 |
| Close |
1.0728 |
1.0741 |
0.0013 |
0.1% |
1.0741 |
| Range |
0.0064 |
0.0036 |
-0.0028 |
-44.1% |
0.0102 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
722 |
718 |
-4 |
-0.6% |
3,817 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0827 |
1.0760 |
|
| R3 |
1.0808 |
1.0792 |
1.0750 |
|
| R2 |
1.0772 |
1.0772 |
1.0747 |
|
| R1 |
1.0756 |
1.0756 |
1.0744 |
1.0764 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0741 |
| S1 |
1.0721 |
1.0721 |
1.0737 |
1.0729 |
| S2 |
1.0701 |
1.0701 |
1.0734 |
|
| S3 |
1.0666 |
1.0685 |
1.0731 |
|
| S4 |
1.0630 |
1.0650 |
1.0721 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1005 |
1.0797 |
|
| R3 |
1.0963 |
1.0903 |
1.0769 |
|
| R2 |
1.0861 |
1.0861 |
1.0759 |
|
| R1 |
1.0801 |
1.0801 |
1.0750 |
1.0780 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0748 |
| S1 |
1.0699 |
1.0699 |
1.0731 |
1.0678 |
| S2 |
1.0657 |
1.0657 |
1.0722 |
|
| S3 |
1.0555 |
1.0597 |
1.0712 |
|
| S4 |
1.0453 |
1.0495 |
1.0684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0819 |
1.0717 |
0.0102 |
0.9% |
0.0047 |
0.4% |
23% |
False |
True |
763 |
| 10 |
1.0819 |
1.0590 |
0.0229 |
2.1% |
0.0069 |
0.6% |
66% |
False |
False |
1,046 |
| 20 |
1.0819 |
1.0590 |
0.0229 |
2.1% |
0.0066 |
0.6% |
66% |
False |
False |
1,026 |
| 40 |
1.0827 |
1.0534 |
0.0293 |
2.7% |
0.0067 |
0.6% |
71% |
False |
False |
1,127 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0061 |
0.6% |
40% |
False |
False |
906 |
| 80 |
1.1276 |
1.0534 |
0.0743 |
6.9% |
0.0058 |
0.5% |
28% |
False |
False |
691 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0054 |
0.5% |
24% |
False |
False |
566 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0051 |
0.5% |
24% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0903 |
|
2.618 |
1.0845 |
|
1.618 |
1.0810 |
|
1.000 |
1.0788 |
|
0.618 |
1.0774 |
|
HIGH |
1.0753 |
|
0.618 |
1.0739 |
|
0.500 |
1.0735 |
|
0.382 |
1.0731 |
|
LOW |
1.0717 |
|
0.618 |
1.0695 |
|
1.000 |
1.0682 |
|
1.618 |
1.0660 |
|
2.618 |
1.0624 |
|
4.250 |
1.0566 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0751 |
| PP |
1.0737 |
1.0748 |
| S1 |
1.0735 |
1.0744 |
|