CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0908 |
-0.0005 |
0.0% |
1.0749 |
| High |
1.0951 |
1.0972 |
0.0021 |
0.2% |
1.0972 |
| Low |
1.0889 |
1.0883 |
-0.0007 |
-0.1% |
1.0723 |
| Close |
1.0913 |
1.0958 |
0.0045 |
0.4% |
1.0958 |
| Range |
0.0062 |
0.0089 |
0.0028 |
44.7% |
0.0249 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.4% |
0.0000 |
| Volume |
910 |
1,216 |
306 |
33.6% |
5,276 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1204 |
1.1170 |
1.1007 |
|
| R3 |
1.1115 |
1.1081 |
1.0982 |
|
| R2 |
1.1026 |
1.1026 |
1.0974 |
|
| R1 |
1.0992 |
1.0992 |
1.0966 |
1.1009 |
| PP |
1.0937 |
1.0937 |
1.0937 |
1.0946 |
| S1 |
1.0903 |
1.0903 |
1.0950 |
1.0920 |
| S2 |
1.0848 |
1.0848 |
1.0942 |
|
| S3 |
1.0759 |
1.0814 |
1.0934 |
|
| S4 |
1.0670 |
1.0725 |
1.0909 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1544 |
1.1095 |
|
| R3 |
1.1382 |
1.1295 |
1.1026 |
|
| R2 |
1.1133 |
1.1133 |
1.1004 |
|
| R1 |
1.1046 |
1.1046 |
1.0981 |
1.1089 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0906 |
| S1 |
1.0797 |
1.0797 |
1.0935 |
1.0840 |
| S2 |
1.0635 |
1.0635 |
1.0912 |
|
| S3 |
1.0386 |
1.0548 |
1.0890 |
|
| S4 |
1.0137 |
1.0299 |
1.0821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0972 |
1.0723 |
0.0249 |
2.3% |
0.0093 |
0.9% |
95% |
True |
False |
1,055 |
| 10 |
1.0972 |
1.0717 |
0.0255 |
2.3% |
0.0070 |
0.6% |
95% |
True |
False |
909 |
| 20 |
1.0972 |
1.0590 |
0.0382 |
3.5% |
0.0075 |
0.7% |
96% |
True |
False |
1,015 |
| 40 |
1.0972 |
1.0534 |
0.0438 |
4.0% |
0.0072 |
0.7% |
97% |
True |
False |
1,147 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0066 |
0.6% |
83% |
False |
False |
988 |
| 80 |
1.1168 |
1.0534 |
0.0635 |
5.8% |
0.0059 |
0.5% |
67% |
False |
False |
750 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0057 |
0.5% |
50% |
False |
False |
614 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0054 |
0.5% |
50% |
False |
False |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1205 |
|
1.618 |
1.1116 |
|
1.000 |
1.1061 |
|
0.618 |
1.1027 |
|
HIGH |
1.0972 |
|
0.618 |
1.0938 |
|
0.500 |
1.0927 |
|
0.382 |
1.0916 |
|
LOW |
1.0883 |
|
0.618 |
1.0827 |
|
1.000 |
1.0794 |
|
1.618 |
1.0738 |
|
2.618 |
1.0649 |
|
4.250 |
1.0504 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0948 |
1.0948 |
| PP |
1.0937 |
1.0937 |
| S1 |
1.0927 |
1.0927 |
|