CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0759 |
1.0943 |
0.0184 |
1.7% |
1.0793 |
| High |
1.0946 |
1.0945 |
-0.0001 |
0.0% |
1.0819 |
| Low |
1.0723 |
1.0892 |
0.0170 |
1.6% |
1.0717 |
| Close |
1.0942 |
1.0906 |
-0.0036 |
-0.3% |
1.0741 |
| Range |
0.0224 |
0.0053 |
-0.0171 |
-76.3% |
0.0102 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
1,834 |
860 |
-974 |
-53.1% |
3,817 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1043 |
1.0935 |
|
| R3 |
1.1020 |
1.0990 |
1.0921 |
|
| R2 |
1.0967 |
1.0967 |
1.0916 |
|
| R1 |
1.0937 |
1.0937 |
1.0911 |
1.0926 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0909 |
| S1 |
1.0884 |
1.0884 |
1.0901 |
1.0873 |
| S2 |
1.0861 |
1.0861 |
1.0896 |
|
| S3 |
1.0808 |
1.0831 |
1.0891 |
|
| S4 |
1.0755 |
1.0778 |
1.0877 |
|
|
| 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% |
83% |
False |
False |
918 |
| 10 |
1.0946 |
1.0642 |
0.0304 |
2.8% |
0.0077 |
0.7% |
87% |
False |
False |
931 |
| 20 |
1.0946 |
1.0590 |
0.0356 |
3.3% |
0.0074 |
0.7% |
89% |
False |
False |
999 |
| 40 |
1.0946 |
1.0534 |
0.0413 |
3.8% |
0.0071 |
0.6% |
90% |
False |
False |
1,114 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0065 |
0.6% |
73% |
False |
False |
954 |
| 80 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0060 |
0.6% |
51% |
False |
False |
725 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0056 |
0.5% |
44% |
False |
False |
594 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0053 |
0.5% |
44% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1170 |
|
2.618 |
1.1084 |
|
1.618 |
1.1031 |
|
1.000 |
1.0998 |
|
0.618 |
1.0978 |
|
HIGH |
1.0945 |
|
0.618 |
1.0925 |
|
0.500 |
1.0919 |
|
0.382 |
1.0912 |
|
LOW |
1.0892 |
|
0.618 |
1.0859 |
|
1.000 |
1.0839 |
|
1.618 |
1.0806 |
|
2.618 |
1.0753 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0919 |
1.0882 |
| PP |
1.0914 |
1.0858 |
| S1 |
1.0910 |
1.0834 |
|