CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0800 |
-0.0045 |
-0.4% |
1.0678 |
| High |
1.0852 |
1.0812 |
-0.0040 |
-0.4% |
1.0851 |
| Low |
1.0830 |
1.0789 |
-0.0041 |
-0.4% |
1.0647 |
| Close |
1.0834 |
1.0804 |
-0.0030 |
-0.3% |
1.0845 |
| Range |
0.0022 |
0.0023 |
0.0002 |
7.0% |
0.0205 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
186 |
83 |
-103 |
-55.4% |
810 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0871 |
1.0860 |
1.0817 |
|
| R3 |
1.0848 |
1.0837 |
1.0810 |
|
| R2 |
1.0825 |
1.0825 |
1.0808 |
|
| R1 |
1.0814 |
1.0814 |
1.0806 |
1.0820 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0804 |
| S1 |
1.0791 |
1.0791 |
1.0802 |
1.0797 |
| S2 |
1.0779 |
1.0779 |
1.0800 |
|
| S3 |
1.0756 |
1.0768 |
1.0798 |
|
| S4 |
1.0733 |
1.0745 |
1.0791 |
|
|
| 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% |
0.0049 |
0.5% |
77% |
False |
False |
105 |
| 10 |
1.0852 |
1.0645 |
0.0207 |
1.9% |
0.0048 |
0.4% |
77% |
False |
False |
138 |
| 20 |
1.0852 |
1.0632 |
0.0220 |
2.0% |
0.0047 |
0.4% |
78% |
False |
False |
132 |
| 40 |
1.0886 |
1.0581 |
0.0305 |
2.8% |
0.0042 |
0.4% |
73% |
False |
False |
107 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0038 |
0.4% |
44% |
False |
False |
101 |
| 80 |
1.1408 |
1.0581 |
0.0827 |
7.7% |
0.0039 |
0.4% |
27% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0910 |
|
2.618 |
1.0872 |
|
1.618 |
1.0849 |
|
1.000 |
1.0835 |
|
0.618 |
1.0826 |
|
HIGH |
1.0812 |
|
0.618 |
1.0803 |
|
0.500 |
1.0801 |
|
0.382 |
1.0798 |
|
LOW |
1.0789 |
|
0.618 |
1.0775 |
|
1.000 |
1.0766 |
|
1.618 |
1.0752 |
|
2.618 |
1.0729 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0803 |
1.0799 |
| PP |
1.0802 |
1.0795 |
| S1 |
1.0801 |
1.0790 |
|