CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0945 |
1.0964 |
0.0019 |
0.2% |
1.0795 |
| High |
1.0978 |
1.0999 |
0.0022 |
0.2% |
1.0999 |
| Low |
1.0945 |
1.0928 |
-0.0017 |
-0.2% |
1.0770 |
| Close |
1.0958 |
1.1002 |
0.0044 |
0.4% |
1.1002 |
| Range |
0.0033 |
0.0071 |
0.0039 |
118.5% |
0.0229 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.4% |
0.0000 |
| Volume |
49 |
37 |
-12 |
-24.5% |
318 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1167 |
1.1041 |
|
| R3 |
1.1118 |
1.1096 |
1.1022 |
|
| R2 |
1.1047 |
1.1047 |
1.1015 |
|
| R1 |
1.1025 |
1.1025 |
1.1009 |
1.1036 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0982 |
| S1 |
1.0954 |
1.0954 |
1.0995 |
1.0965 |
| S2 |
1.0905 |
1.0905 |
1.0989 |
|
| S3 |
1.0834 |
1.0883 |
1.0982 |
|
| S4 |
1.0763 |
1.0812 |
1.0963 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1535 |
1.1128 |
|
| R3 |
1.1382 |
1.1306 |
1.1065 |
|
| R2 |
1.1153 |
1.1153 |
1.1044 |
|
| R1 |
1.1077 |
1.1077 |
1.1023 |
1.1115 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0943 |
| S1 |
1.0848 |
1.0848 |
1.0981 |
1.0886 |
| S2 |
1.0695 |
1.0695 |
1.0960 |
|
| S3 |
1.0466 |
1.0619 |
1.0939 |
|
| S4 |
1.0237 |
1.0390 |
1.0876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0999 |
1.0770 |
0.0229 |
2.1% |
0.0074 |
0.7% |
101% |
True |
False |
63 |
| 10 |
1.0999 |
1.0764 |
0.0235 |
2.1% |
0.0051 |
0.5% |
101% |
True |
False |
81 |
| 20 |
1.0999 |
1.0645 |
0.0354 |
3.2% |
0.0054 |
0.5% |
101% |
True |
False |
103 |
| 40 |
1.0999 |
1.0581 |
0.0418 |
3.8% |
0.0047 |
0.4% |
101% |
True |
False |
110 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0042 |
0.4% |
84% |
False |
False |
104 |
| 80 |
1.1226 |
1.0581 |
0.0645 |
5.9% |
0.0040 |
0.4% |
65% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1185 |
|
1.618 |
1.1114 |
|
1.000 |
1.1070 |
|
0.618 |
1.1043 |
|
HIGH |
1.0999 |
|
0.618 |
1.0972 |
|
0.500 |
1.0964 |
|
0.382 |
1.0955 |
|
LOW |
1.0928 |
|
0.618 |
1.0884 |
|
1.000 |
1.0857 |
|
1.618 |
1.0813 |
|
2.618 |
1.0742 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0989 |
| PP |
1.0976 |
1.0976 |
| S1 |
1.0964 |
1.0964 |
|