CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0913 |
-0.0031 |
-0.3% |
1.0793 |
| High |
1.0945 |
1.0951 |
0.0006 |
0.1% |
1.0819 |
| Low |
1.0892 |
1.0889 |
-0.0003 |
0.0% |
1.0717 |
| Close |
1.0906 |
1.0913 |
0.0007 |
0.1% |
1.0741 |
| Range |
0.0053 |
0.0062 |
0.0009 |
16.0% |
0.0102 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
860 |
910 |
50 |
5.8% |
3,817 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1102 |
1.1069 |
1.0947 |
|
| R3 |
1.1041 |
1.1008 |
1.0930 |
|
| R2 |
1.0979 |
1.0979 |
1.0924 |
|
| R1 |
1.0946 |
1.0946 |
1.0919 |
1.0963 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0926 |
| S1 |
1.0885 |
1.0885 |
1.0907 |
1.0901 |
| S2 |
1.0856 |
1.0856 |
1.0902 |
|
| S3 |
1.0795 |
1.0823 |
1.0896 |
|
| S4 |
1.0733 |
1.0762 |
1.0879 |
|
|
| 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 |
1.0951 |
1.0717 |
0.0234 |
2.1% |
0.0083 |
0.8% |
84% |
True |
False |
955 |
| 10 |
1.0951 |
1.0681 |
0.0270 |
2.5% |
0.0074 |
0.7% |
86% |
True |
False |
949 |
| 20 |
1.0951 |
1.0590 |
0.0361 |
3.3% |
0.0073 |
0.7% |
90% |
True |
False |
987 |
| 40 |
1.0951 |
1.0534 |
0.0417 |
3.8% |
0.0071 |
0.6% |
91% |
True |
False |
1,129 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0065 |
0.6% |
74% |
False |
False |
968 |
| 80 |
1.1268 |
1.0534 |
0.0735 |
6.7% |
0.0060 |
0.6% |
52% |
False |
False |
735 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0056 |
0.5% |
45% |
False |
False |
602 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0053 |
0.5% |
45% |
False |
False |
510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1112 |
|
1.618 |
1.1050 |
|
1.000 |
1.1012 |
|
0.618 |
1.0989 |
|
HIGH |
1.0951 |
|
0.618 |
1.0927 |
|
0.500 |
1.0920 |
|
0.382 |
1.0912 |
|
LOW |
1.0889 |
|
0.618 |
1.0851 |
|
1.000 |
1.0828 |
|
1.618 |
1.0789 |
|
2.618 |
1.0728 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0888 |
| PP |
1.0918 |
1.0862 |
| S1 |
1.0915 |
1.0837 |
|