CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0790 |
1.0787 |
-0.0003 |
0.0% |
1.0845 |
| High |
1.0825 |
1.0795 |
-0.0031 |
-0.3% |
1.0852 |
| Low |
1.0771 |
1.0764 |
-0.0007 |
-0.1% |
1.0764 |
| Close |
1.0775 |
1.0787 |
0.0013 |
0.1% |
1.0787 |
| Range |
0.0054 |
0.0031 |
-0.0024 |
-43.5% |
0.0088 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
102 |
40 |
-62 |
-60.8% |
496 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0861 |
1.0804 |
|
| R3 |
1.0843 |
1.0830 |
1.0795 |
|
| R2 |
1.0812 |
1.0812 |
1.0793 |
|
| R1 |
1.0800 |
1.0800 |
1.0790 |
1.0802 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0783 |
| S1 |
1.0769 |
1.0769 |
1.0784 |
1.0772 |
| S2 |
1.0751 |
1.0751 |
1.0781 |
|
| S3 |
1.0721 |
1.0739 |
1.0779 |
|
| S4 |
1.0690 |
1.0708 |
1.0770 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1013 |
1.0835 |
|
| R3 |
1.0976 |
1.0925 |
1.0811 |
|
| R2 |
1.0888 |
1.0888 |
1.0803 |
|
| R1 |
1.0838 |
1.0838 |
1.0795 |
1.0819 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0792 |
| S1 |
1.0750 |
1.0750 |
1.0779 |
1.0732 |
| S2 |
1.0713 |
1.0713 |
1.0771 |
|
| S3 |
1.0626 |
1.0663 |
1.0763 |
|
| S4 |
1.0538 |
1.0575 |
1.0739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0852 |
1.0764 |
0.0088 |
0.8% |
0.0028 |
0.3% |
26% |
False |
True |
99 |
| 10 |
1.0852 |
1.0647 |
0.0205 |
1.9% |
0.0049 |
0.5% |
69% |
False |
False |
130 |
| 20 |
1.0852 |
1.0645 |
0.0207 |
1.9% |
0.0044 |
0.4% |
69% |
False |
False |
113 |
| 40 |
1.0866 |
1.0581 |
0.0285 |
2.6% |
0.0041 |
0.4% |
72% |
False |
False |
112 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0039 |
0.4% |
41% |
False |
False |
103 |
| 80 |
1.1319 |
1.0581 |
0.0738 |
6.8% |
0.0039 |
0.4% |
28% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0924 |
|
2.618 |
1.0874 |
|
1.618 |
1.0844 |
|
1.000 |
1.0825 |
|
0.618 |
1.0813 |
|
HIGH |
1.0795 |
|
0.618 |
1.0783 |
|
0.500 |
1.0779 |
|
0.382 |
1.0776 |
|
LOW |
1.0764 |
|
0.618 |
1.0745 |
|
1.000 |
1.0734 |
|
1.618 |
1.0715 |
|
2.618 |
1.0684 |
|
4.250 |
1.0634 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0784 |
1.0795 |
| PP |
1.0782 |
1.0792 |
| S1 |
1.0779 |
1.0790 |
|