CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0711 |
1.0779 |
0.0068 |
0.6% |
1.0678 |
| High |
1.0772 |
1.0851 |
0.0079 |
0.7% |
1.0851 |
| Low |
1.0711 |
1.0729 |
0.0018 |
0.2% |
1.0647 |
| Close |
1.0738 |
1.0845 |
0.0107 |
1.0% |
1.0845 |
| Range |
0.0061 |
0.0123 |
0.0062 |
100.8% |
0.0205 |
| ATR |
0.0057 |
0.0062 |
0.0005 |
8.1% |
0.0000 |
| Volume |
151 |
43 |
-108 |
-71.5% |
810 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1176 |
1.1133 |
1.0912 |
|
| R3 |
1.1053 |
1.1010 |
1.0879 |
|
| R2 |
1.0931 |
1.0931 |
1.0867 |
|
| R1 |
1.0888 |
1.0888 |
1.0856 |
1.0909 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0819 |
| S1 |
1.0765 |
1.0765 |
1.0834 |
1.0787 |
| S2 |
1.0686 |
1.0686 |
1.0823 |
|
| S3 |
1.0563 |
1.0643 |
1.0811 |
|
| S4 |
1.0441 |
1.0520 |
1.0778 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1324 |
1.0957 |
|
| R3 |
1.1190 |
1.1120 |
1.0901 |
|
| R2 |
1.0985 |
1.0985 |
1.0882 |
|
| R1 |
1.0915 |
1.0915 |
1.0864 |
1.0950 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0798 |
| S1 |
1.0711 |
1.0711 |
1.0826 |
1.0746 |
| S2 |
1.0576 |
1.0576 |
1.0808 |
|
| S3 |
1.0372 |
1.0506 |
1.0789 |
|
| S4 |
1.0167 |
1.0302 |
1.0733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0851 |
1.0647 |
0.0205 |
1.9% |
0.0069 |
0.6% |
97% |
True |
False |
162 |
| 10 |
1.0851 |
1.0645 |
0.0206 |
1.9% |
0.0058 |
0.5% |
97% |
True |
False |
124 |
| 20 |
1.0851 |
1.0632 |
0.0220 |
2.0% |
0.0047 |
0.4% |
97% |
True |
False |
133 |
| 40 |
1.0909 |
1.0581 |
0.0328 |
3.0% |
0.0042 |
0.4% |
80% |
False |
False |
103 |
| 60 |
1.1170 |
1.0581 |
0.0589 |
5.4% |
0.0039 |
0.4% |
45% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1372 |
|
2.618 |
1.1172 |
|
1.618 |
1.1049 |
|
1.000 |
1.0974 |
|
0.618 |
1.0927 |
|
HIGH |
1.0851 |
|
0.618 |
1.0804 |
|
0.500 |
1.0790 |
|
0.382 |
1.0775 |
|
LOW |
1.0729 |
|
0.618 |
1.0653 |
|
1.000 |
1.0606 |
|
1.618 |
1.0530 |
|
2.618 |
1.0408 |
|
4.250 |
1.0208 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0813 |
| PP |
1.0808 |
1.0781 |
| S1 |
1.0790 |
1.0749 |
|