CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0664 |
1.0711 |
0.0048 |
0.4% |
1.0743 |
| High |
1.0664 |
1.0772 |
0.0109 |
1.0% |
1.0800 |
| Low |
1.0647 |
1.0711 |
0.0065 |
0.6% |
1.0645 |
| Close |
1.0655 |
1.0738 |
0.0083 |
0.8% |
1.0684 |
| Range |
0.0017 |
0.0061 |
0.0044 |
258.8% |
0.0155 |
| ATR |
0.0053 |
0.0057 |
0.0005 |
8.7% |
0.0000 |
| Volume |
62 |
151 |
89 |
143.5% |
439 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0923 |
1.0892 |
1.0772 |
|
| R3 |
1.0862 |
1.0831 |
1.0755 |
|
| R2 |
1.0801 |
1.0801 |
1.0749 |
|
| R1 |
1.0770 |
1.0770 |
1.0744 |
1.0786 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0748 |
| S1 |
1.0709 |
1.0709 |
1.0732 |
1.0725 |
| S2 |
1.0679 |
1.0679 |
1.0727 |
|
| S3 |
1.0618 |
1.0648 |
1.0721 |
|
| S4 |
1.0557 |
1.0587 |
1.0704 |
|
|
| 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 |
1.0647 |
0.0133 |
1.2% |
0.0051 |
0.5% |
69% |
False |
False |
181 |
| 10 |
1.0800 |
1.0645 |
0.0155 |
1.4% |
0.0049 |
0.5% |
60% |
False |
False |
147 |
| 20 |
1.0800 |
1.0632 |
0.0169 |
1.6% |
0.0045 |
0.4% |
63% |
False |
False |
138 |
| 40 |
1.0909 |
1.0581 |
0.0328 |
3.1% |
0.0039 |
0.4% |
48% |
False |
False |
102 |
| 60 |
1.1211 |
1.0581 |
0.0630 |
5.9% |
0.0038 |
0.4% |
25% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1031 |
|
2.618 |
1.0932 |
|
1.618 |
1.0871 |
|
1.000 |
1.0833 |
|
0.618 |
1.0810 |
|
HIGH |
1.0772 |
|
0.618 |
1.0749 |
|
0.500 |
1.0742 |
|
0.382 |
1.0734 |
|
LOW |
1.0711 |
|
0.618 |
1.0673 |
|
1.000 |
1.0650 |
|
1.618 |
1.0612 |
|
2.618 |
1.0551 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0730 |
| PP |
1.0740 |
1.0721 |
| S1 |
1.0739 |
1.0713 |
|