CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0790 |
-0.0012 |
-0.1% |
1.0678 |
| High |
1.0815 |
1.0825 |
0.0010 |
0.1% |
1.0851 |
| Low |
1.0802 |
1.0771 |
-0.0031 |
-0.3% |
1.0647 |
| Close |
1.0809 |
1.0775 |
-0.0035 |
-0.3% |
1.0845 |
| Range |
0.0013 |
0.0054 |
0.0041 |
315.4% |
0.0205 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
85 |
102 |
17 |
20.0% |
810 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0917 |
1.0804 |
|
| R3 |
1.0898 |
1.0863 |
1.0789 |
|
| R2 |
1.0844 |
1.0844 |
1.0784 |
|
| R1 |
1.0809 |
1.0809 |
1.0779 |
1.0800 |
| PP |
1.0790 |
1.0790 |
1.0790 |
1.0785 |
| S1 |
1.0755 |
1.0755 |
1.0770 |
1.0746 |
| S2 |
1.0736 |
1.0736 |
1.0765 |
|
| S3 |
1.0682 |
1.0701 |
1.0760 |
|
| S4 |
1.0628 |
1.0647 |
1.0745 |
|
|
| 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 |
1.0729 |
0.0123 |
1.1% |
0.0047 |
0.4% |
37% |
False |
False |
99 |
| 10 |
1.0852 |
1.0647 |
0.0205 |
1.9% |
0.0049 |
0.5% |
62% |
False |
False |
140 |
| 20 |
1.0852 |
1.0632 |
0.0220 |
2.0% |
0.0045 |
0.4% |
65% |
False |
False |
119 |
| 40 |
1.0866 |
1.0581 |
0.0285 |
2.6% |
0.0041 |
0.4% |
68% |
False |
False |
111 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0039 |
0.4% |
39% |
False |
False |
103 |
| 80 |
1.1390 |
1.0581 |
0.0809 |
7.5% |
0.0040 |
0.4% |
24% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0966 |
|
1.618 |
1.0912 |
|
1.000 |
1.0879 |
|
0.618 |
1.0858 |
|
HIGH |
1.0825 |
|
0.618 |
1.0804 |
|
0.500 |
1.0798 |
|
0.382 |
1.0792 |
|
LOW |
1.0771 |
|
0.618 |
1.0738 |
|
1.000 |
1.0717 |
|
1.618 |
1.0684 |
|
2.618 |
1.0630 |
|
4.250 |
1.0542 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0798 |
| PP |
1.0790 |
1.0790 |
| S1 |
1.0782 |
1.0782 |
|