CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0779 |
1.0845 |
0.0067 |
0.6% |
1.0678 |
| High |
1.0851 |
1.0852 |
0.0001 |
0.0% |
1.0851 |
| Low |
1.0729 |
1.0830 |
0.0102 |
0.9% |
1.0647 |
| Close |
1.0845 |
1.0834 |
-0.0012 |
-0.1% |
1.0845 |
| Range |
0.0123 |
0.0022 |
-0.0101 |
-82.4% |
0.0205 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
43 |
186 |
143 |
332.6% |
810 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0903 |
1.0890 |
1.0845 |
|
| R3 |
1.0881 |
1.0868 |
1.0839 |
|
| R2 |
1.0860 |
1.0860 |
1.0837 |
|
| R1 |
1.0847 |
1.0847 |
1.0835 |
1.0843 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0836 |
| S1 |
1.0825 |
1.0825 |
1.0832 |
1.0821 |
| S2 |
1.0817 |
1.0817 |
1.0830 |
|
| S3 |
1.0795 |
1.0804 |
1.0828 |
|
| S4 |
1.0774 |
1.0782 |
1.0822 |
|
|
| 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 |
1.0852 |
1.0647 |
0.0205 |
1.9% |
0.0061 |
0.6% |
91% |
True |
False |
140 |
| 10 |
1.0852 |
1.0645 |
0.0207 |
1.9% |
0.0055 |
0.5% |
91% |
True |
False |
137 |
| 20 |
1.0852 |
1.0632 |
0.0220 |
2.0% |
0.0047 |
0.4% |
92% |
True |
False |
136 |
| 40 |
1.0909 |
1.0581 |
0.0328 |
3.0% |
0.0042 |
0.4% |
77% |
False |
False |
108 |
| 60 |
1.1098 |
1.0581 |
0.0517 |
4.8% |
0.0038 |
0.4% |
49% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0908 |
|
1.618 |
1.0886 |
|
1.000 |
1.0873 |
|
0.618 |
1.0865 |
|
HIGH |
1.0852 |
|
0.618 |
1.0843 |
|
0.500 |
1.0841 |
|
0.382 |
1.0838 |
|
LOW |
1.0830 |
|
0.618 |
1.0817 |
|
1.000 |
1.0809 |
|
1.618 |
1.0795 |
|
2.618 |
1.0774 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0816 |
| PP |
1.0838 |
1.0799 |
| S1 |
1.0836 |
1.0781 |
|