CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0787 |
1.0795 |
0.0008 |
0.1% |
1.0845 |
| High |
1.0795 |
1.0809 |
0.0015 |
0.1% |
1.0852 |
| Low |
1.0764 |
1.0791 |
0.0027 |
0.3% |
1.0764 |
| Close |
1.0787 |
1.0809 |
0.0022 |
0.2% |
1.0787 |
| Range |
0.0031 |
0.0018 |
-0.0013 |
-41.0% |
0.0088 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
40 |
23 |
-17 |
-42.5% |
496 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0851 |
1.0819 |
|
| R3 |
1.0839 |
1.0833 |
1.0814 |
|
| R2 |
1.0821 |
1.0821 |
1.0812 |
|
| R1 |
1.0815 |
1.0815 |
1.0811 |
1.0818 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0805 |
| S1 |
1.0797 |
1.0797 |
1.0807 |
1.0800 |
| S2 |
1.0785 |
1.0785 |
1.0806 |
|
| S3 |
1.0767 |
1.0779 |
1.0804 |
|
| S4 |
1.0749 |
1.0761 |
1.0799 |
|
|
| 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 |
1.0825 |
1.0764 |
0.0061 |
0.6% |
0.0028 |
0.3% |
74% |
False |
False |
66 |
| 10 |
1.0852 |
1.0647 |
0.0205 |
1.9% |
0.0044 |
0.4% |
79% |
False |
False |
103 |
| 20 |
1.0852 |
1.0645 |
0.0207 |
1.9% |
0.0043 |
0.4% |
79% |
False |
False |
106 |
| 40 |
1.0866 |
1.0581 |
0.0285 |
2.6% |
0.0041 |
0.4% |
80% |
False |
False |
111 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0039 |
0.4% |
45% |
False |
False |
103 |
| 80 |
1.1319 |
1.0581 |
0.0738 |
6.8% |
0.0039 |
0.4% |
31% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0886 |
|
2.618 |
1.0856 |
|
1.618 |
1.0838 |
|
1.000 |
1.0827 |
|
0.618 |
1.0820 |
|
HIGH |
1.0809 |
|
0.618 |
1.0802 |
|
0.500 |
1.0800 |
|
0.382 |
1.0798 |
|
LOW |
1.0791 |
|
0.618 |
1.0780 |
|
1.000 |
1.0773 |
|
1.618 |
1.0762 |
|
2.618 |
1.0744 |
|
4.250 |
1.0715 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0806 |
1.0804 |
| PP |
1.0803 |
1.0799 |
| S1 |
1.0800 |
1.0795 |
|