CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0678 |
1.0713 |
0.0035 |
0.3% |
1.0743 |
| High |
1.0735 |
1.0780 |
0.0045 |
0.4% |
1.0800 |
| Low |
1.0671 |
1.0699 |
0.0028 |
0.3% |
1.0645 |
| Close |
1.0735 |
1.0699 |
-0.0036 |
-0.3% |
1.0684 |
| Range |
0.0064 |
0.0081 |
0.0017 |
25.8% |
0.0155 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
4.2% |
0.0000 |
| Volume |
295 |
259 |
-36 |
-12.2% |
439 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0914 |
1.0743 |
|
| R3 |
1.0887 |
1.0833 |
1.0721 |
|
| R2 |
1.0806 |
1.0806 |
1.0714 |
|
| R1 |
1.0753 |
1.0753 |
1.0706 |
1.0739 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0719 |
| S1 |
1.0672 |
1.0672 |
1.0692 |
1.0659 |
| S2 |
1.0645 |
1.0645 |
1.0684 |
|
| S3 |
1.0565 |
1.0592 |
1.0677 |
|
| S4 |
1.0484 |
1.0511 |
1.0655 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1084 |
1.0769 |
|
| R3 |
1.1020 |
1.0929 |
1.0726 |
|
| R2 |
1.0865 |
1.0865 |
1.0712 |
|
| R1 |
1.0774 |
1.0774 |
1.0698 |
1.0742 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0693 |
| S1 |
1.0619 |
1.0619 |
1.0669 |
1.0587 |
| S2 |
1.0555 |
1.0555 |
1.0655 |
|
| S3 |
1.0400 |
1.0464 |
1.0641 |
|
| S4 |
1.0245 |
1.0309 |
1.0598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0780 |
1.0645 |
0.0135 |
1.3% |
0.0047 |
0.4% |
40% |
True |
False |
172 |
| 10 |
1.0800 |
1.0645 |
0.0155 |
1.4% |
0.0048 |
0.5% |
35% |
False |
False |
133 |
| 20 |
1.0800 |
1.0630 |
0.0170 |
1.6% |
0.0043 |
0.4% |
41% |
False |
False |
143 |
| 40 |
1.0909 |
1.0581 |
0.0328 |
3.1% |
0.0038 |
0.4% |
36% |
False |
False |
98 |
| 60 |
1.1211 |
1.0581 |
0.0630 |
5.9% |
0.0037 |
0.3% |
19% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.0990 |
|
1.618 |
1.0910 |
|
1.000 |
1.0860 |
|
0.618 |
1.0829 |
|
HIGH |
1.0780 |
|
0.618 |
1.0749 |
|
0.500 |
1.0739 |
|
0.382 |
1.0730 |
|
LOW |
1.0699 |
|
0.618 |
1.0649 |
|
1.000 |
1.0619 |
|
1.618 |
1.0569 |
|
2.618 |
1.0488 |
|
4.250 |
1.0357 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0716 |
| PP |
1.0726 |
1.0710 |
| S1 |
1.0712 |
1.0705 |
|