CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0749 |
1.0759 |
0.0011 |
0.1% |
1.0793 |
| High |
1.0767 |
1.0946 |
0.0179 |
1.7% |
1.0819 |
| Low |
1.0727 |
1.0723 |
-0.0005 |
0.0% |
1.0717 |
| Close |
1.0763 |
1.0942 |
0.0179 |
1.7% |
1.0741 |
| Range |
0.0040 |
0.0224 |
0.0184 |
458.8% |
0.0102 |
| ATR |
0.0066 |
0.0078 |
0.0011 |
16.9% |
0.0000 |
| Volume |
456 |
1,834 |
1,378 |
302.2% |
3,817 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1465 |
1.1065 |
|
| R3 |
1.1317 |
1.1241 |
1.1003 |
|
| R2 |
1.1094 |
1.1094 |
1.0983 |
|
| R1 |
1.1018 |
1.1018 |
1.0962 |
1.1056 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0889 |
| S1 |
1.0794 |
1.0794 |
1.0922 |
1.0832 |
| S2 |
1.0647 |
1.0647 |
1.0901 |
|
| S3 |
1.0423 |
1.0571 |
1.0881 |
|
| S4 |
1.0200 |
1.0347 |
1.0819 |
|
|
| 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 |
1.0946 |
1.0717 |
0.0229 |
2.1% |
0.0083 |
0.8% |
98% |
True |
False |
853 |
| 10 |
1.0946 |
1.0590 |
0.0356 |
3.3% |
0.0077 |
0.7% |
99% |
True |
False |
979 |
| 20 |
1.0946 |
1.0590 |
0.0356 |
3.3% |
0.0074 |
0.7% |
99% |
True |
False |
1,000 |
| 40 |
1.0946 |
1.0534 |
0.0413 |
3.8% |
0.0071 |
0.7% |
99% |
True |
False |
1,114 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0065 |
0.6% |
80% |
False |
False |
942 |
| 80 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0060 |
0.5% |
56% |
False |
False |
719 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0055 |
0.5% |
48% |
False |
False |
585 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0053 |
0.5% |
48% |
False |
False |
496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1896 |
|
2.618 |
1.1531 |
|
1.618 |
1.1308 |
|
1.000 |
1.1170 |
|
0.618 |
1.1084 |
|
HIGH |
1.0946 |
|
0.618 |
1.0861 |
|
0.500 |
1.0834 |
|
0.382 |
1.0808 |
|
LOW |
1.0723 |
|
0.618 |
1.0584 |
|
1.000 |
1.0499 |
|
1.618 |
1.0361 |
|
2.618 |
1.0137 |
|
4.250 |
0.9773 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0906 |
1.0905 |
| PP |
1.0870 |
1.0868 |
| S1 |
1.0834 |
1.0832 |
|