CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0795 |
1.0837 |
0.0042 |
0.4% |
1.0845 |
| High |
1.0809 |
1.0987 |
0.0178 |
1.6% |
1.0852 |
| Low |
1.0791 |
1.0770 |
-0.0021 |
-0.2% |
1.0764 |
| Close |
1.0809 |
1.0987 |
0.0178 |
1.6% |
1.0787 |
| Range |
0.0018 |
0.0217 |
0.0199 |
1,102.8% |
0.0088 |
| ATR |
0.0051 |
0.0063 |
0.0012 |
23.3% |
0.0000 |
| Volume |
23 |
147 |
124 |
539.1% |
496 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1564 |
1.1492 |
1.1106 |
|
| R3 |
1.1347 |
1.1275 |
1.1046 |
|
| R2 |
1.1131 |
1.1131 |
1.1026 |
|
| R1 |
1.1059 |
1.1059 |
1.1006 |
1.1095 |
| PP |
1.0914 |
1.0914 |
1.0914 |
1.0932 |
| S1 |
1.0842 |
1.0842 |
1.0967 |
1.0878 |
| S2 |
1.0698 |
1.0698 |
1.0947 |
|
| S3 |
1.0481 |
1.0626 |
1.0927 |
|
| S4 |
1.0265 |
1.0409 |
1.0867 |
|
|
| 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 |
1.0987 |
1.0764 |
0.0223 |
2.0% |
0.0066 |
0.6% |
100% |
True |
False |
79 |
| 10 |
1.0987 |
1.0647 |
0.0340 |
3.1% |
0.0058 |
0.5% |
100% |
True |
False |
92 |
| 20 |
1.0987 |
1.0645 |
0.0342 |
3.1% |
0.0053 |
0.5% |
100% |
True |
False |
112 |
| 40 |
1.0987 |
1.0581 |
0.0406 |
3.7% |
0.0045 |
0.4% |
100% |
True |
False |
113 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0042 |
0.4% |
81% |
False |
False |
105 |
| 80 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0041 |
0.4% |
55% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1553 |
|
1.618 |
1.1337 |
|
1.000 |
1.1203 |
|
0.618 |
1.1120 |
|
HIGH |
1.0987 |
|
0.618 |
1.0904 |
|
0.500 |
1.0878 |
|
0.382 |
1.0853 |
|
LOW |
1.0770 |
|
0.618 |
1.0636 |
|
1.000 |
1.0554 |
|
1.618 |
1.0420 |
|
2.618 |
1.0203 |
|
4.250 |
0.9850 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0950 |
1.0949 |
| PP |
1.0914 |
1.0912 |
| S1 |
1.0878 |
1.0875 |
|