CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.0942 |
-0.0031 |
-0.3% |
1.0957 |
| High |
1.0976 |
1.1001 |
0.0025 |
0.2% |
1.1021 |
| Low |
1.0910 |
1.0942 |
0.0032 |
0.3% |
1.0910 |
| Close |
1.0941 |
1.0996 |
0.0055 |
0.5% |
1.0996 |
| Range |
0.0066 |
0.0059 |
-0.0007 |
-10.6% |
0.0111 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
3,013 |
2,100 |
-913 |
-30.3% |
8,705 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1156 |
1.1135 |
1.1028 |
|
| R3 |
1.1097 |
1.1076 |
1.1012 |
|
| R2 |
1.1038 |
1.1038 |
1.1006 |
|
| R1 |
1.1017 |
1.1017 |
1.1001 |
1.1028 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0985 |
| S1 |
1.0958 |
1.0958 |
1.0990 |
1.0969 |
| S2 |
1.0920 |
1.0920 |
1.0985 |
|
| S3 |
1.0861 |
1.0899 |
1.0979 |
|
| S4 |
1.0802 |
1.0840 |
1.0963 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1307 |
1.1262 |
1.1056 |
|
| R3 |
1.1196 |
1.1151 |
1.1026 |
|
| R2 |
1.1086 |
1.1086 |
1.1016 |
|
| R1 |
1.1041 |
1.1041 |
1.1006 |
1.1063 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0987 |
| S1 |
1.0930 |
1.0930 |
1.0985 |
1.0953 |
| S2 |
1.0865 |
1.0865 |
1.0975 |
|
| S3 |
1.0754 |
1.0820 |
1.0965 |
|
| S4 |
1.0644 |
1.0709 |
1.0935 |
|
|
| 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% |
0.0065 |
0.6% |
82% |
False |
False |
1,984 |
| 10 |
1.1021 |
1.0717 |
0.0304 |
2.8% |
0.0074 |
0.7% |
92% |
False |
False |
1,469 |
| 20 |
1.1021 |
1.0590 |
0.0431 |
3.9% |
0.0073 |
0.7% |
94% |
False |
False |
1,278 |
| 40 |
1.1021 |
1.0534 |
0.0487 |
4.4% |
0.0070 |
0.6% |
95% |
False |
False |
1,285 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0067 |
0.6% |
90% |
False |
False |
1,099 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0060 |
0.5% |
74% |
False |
False |
856 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0058 |
0.5% |
54% |
False |
False |
699 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0055 |
0.5% |
54% |
False |
False |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1251 |
|
2.618 |
1.1155 |
|
1.618 |
1.1096 |
|
1.000 |
1.1060 |
|
0.618 |
1.1037 |
|
HIGH |
1.1001 |
|
0.618 |
1.0978 |
|
0.500 |
1.0971 |
|
0.382 |
1.0964 |
|
LOW |
1.0942 |
|
0.618 |
1.0905 |
|
1.000 |
1.0883 |
|
1.618 |
1.0846 |
|
2.618 |
1.0787 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0985 |
| PP |
1.0979 |
1.0975 |
| S1 |
1.0971 |
1.0965 |
|