CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.1000 |
0.0043 |
0.4% |
1.0749 |
| High |
1.1008 |
1.1021 |
0.0013 |
0.1% |
1.0972 |
| Low |
1.0956 |
1.0960 |
0.0005 |
0.0% |
1.0723 |
| Close |
1.1003 |
1.0972 |
-0.0031 |
-0.3% |
1.0958 |
| Range |
0.0053 |
0.0061 |
0.0008 |
15.2% |
0.0249 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
920 |
2,672 |
1,752 |
190.4% |
5,276 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1129 |
1.1005 |
|
| R3 |
1.1105 |
1.1069 |
1.0989 |
|
| R2 |
1.1045 |
1.1045 |
1.0983 |
|
| R1 |
1.1008 |
1.1008 |
1.0978 |
1.0996 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0978 |
| S1 |
1.0948 |
1.0948 |
1.0966 |
1.0936 |
| S2 |
1.0924 |
1.0924 |
1.0961 |
|
| S3 |
1.0863 |
1.0887 |
1.0955 |
|
| S4 |
1.0803 |
1.0827 |
1.0939 |
|
|
| 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 |
1.1021 |
1.0883 |
0.0138 |
1.3% |
0.0063 |
0.6% |
65% |
True |
False |
1,315 |
| 10 |
1.1021 |
1.0717 |
0.0304 |
2.8% |
0.0073 |
0.7% |
84% |
True |
False |
1,084 |
| 20 |
1.1021 |
1.0590 |
0.0431 |
3.9% |
0.0070 |
0.6% |
89% |
True |
False |
1,123 |
| 40 |
1.1021 |
1.0534 |
0.0487 |
4.4% |
0.0071 |
0.7% |
90% |
True |
False |
1,193 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0066 |
0.6% |
86% |
False |
False |
1,047 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0059 |
0.5% |
70% |
False |
False |
794 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0057 |
0.5% |
52% |
False |
False |
650 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0054 |
0.5% |
52% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1278 |
|
2.618 |
1.1179 |
|
1.618 |
1.1118 |
|
1.000 |
1.1081 |
|
0.618 |
1.1058 |
|
HIGH |
1.1021 |
|
0.618 |
1.0997 |
|
0.500 |
1.0990 |
|
0.382 |
1.0983 |
|
LOW |
1.0960 |
|
0.618 |
1.0923 |
|
1.000 |
1.0900 |
|
1.618 |
1.0862 |
|
2.618 |
1.0802 |
|
4.250 |
1.0703 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0965 |
| PP |
1.0984 |
1.0958 |
| S1 |
1.0978 |
1.0952 |
|