CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0957 |
0.0049 |
0.4% |
1.0749 |
| High |
1.0972 |
1.1008 |
0.0037 |
0.3% |
1.0972 |
| Low |
1.0883 |
1.0956 |
0.0073 |
0.7% |
1.0723 |
| Close |
1.0958 |
1.1003 |
0.0045 |
0.4% |
1.0958 |
| Range |
0.0089 |
0.0053 |
-0.0037 |
-41.0% |
0.0249 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1,216 |
920 |
-296 |
-24.3% |
5,276 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1127 |
1.1032 |
|
| R3 |
1.1094 |
1.1075 |
1.1017 |
|
| R2 |
1.1041 |
1.1041 |
1.1013 |
|
| R1 |
1.1022 |
1.1022 |
1.1008 |
1.1032 |
| PP |
1.0989 |
1.0989 |
1.0989 |
1.0994 |
| S1 |
1.0970 |
1.0970 |
1.0998 |
1.0979 |
| S2 |
1.0936 |
1.0936 |
1.0993 |
|
| S3 |
1.0884 |
1.0917 |
1.0989 |
|
| S4 |
1.0831 |
1.0865 |
1.0974 |
|
|
| 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 |
1.1008 |
1.0723 |
0.0286 |
2.6% |
0.0096 |
0.9% |
98% |
True |
False |
1,148 |
| 10 |
1.1008 |
1.0717 |
0.0291 |
2.6% |
0.0072 |
0.7% |
98% |
True |
False |
892 |
| 20 |
1.1008 |
1.0590 |
0.0418 |
3.8% |
0.0073 |
0.7% |
99% |
True |
False |
1,024 |
| 40 |
1.1008 |
1.0534 |
0.0475 |
4.3% |
0.0071 |
0.6% |
99% |
True |
False |
1,147 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0066 |
0.6% |
92% |
False |
False |
1,003 |
| 80 |
1.1159 |
1.0534 |
0.0626 |
5.7% |
0.0059 |
0.5% |
75% |
False |
False |
761 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0057 |
0.5% |
55% |
False |
False |
623 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0054 |
0.5% |
55% |
False |
False |
528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.1145 |
|
1.618 |
1.1093 |
|
1.000 |
1.1061 |
|
0.618 |
1.1040 |
|
HIGH |
1.1008 |
|
0.618 |
1.0988 |
|
0.500 |
1.0982 |
|
0.382 |
1.0976 |
|
LOW |
1.0956 |
|
0.618 |
1.0923 |
|
1.000 |
1.0903 |
|
1.618 |
1.0871 |
|
2.618 |
1.0818 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0984 |
| PP |
1.0989 |
1.0965 |
| S1 |
1.0982 |
1.0945 |
|