CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1060 |
1.1006 |
-0.0055 |
-0.5% |
1.0795 |
| High |
1.1060 |
1.1006 |
-0.0055 |
-0.5% |
1.0999 |
| Low |
1.1017 |
1.0963 |
-0.0054 |
-0.5% |
1.0770 |
| Close |
1.1017 |
1.0985 |
-0.0032 |
-0.3% |
1.1002 |
| Range |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0229 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
93 |
61 |
-32 |
-34.4% |
318 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1091 |
1.1008 |
|
| R3 |
1.1070 |
1.1049 |
1.0997 |
|
| R2 |
1.1027 |
1.1027 |
1.0993 |
|
| R1 |
1.1006 |
1.1006 |
1.0989 |
1.0995 |
| PP |
1.0985 |
1.0985 |
1.0985 |
1.0979 |
| S1 |
1.0964 |
1.0964 |
1.0981 |
1.0953 |
| S2 |
1.0942 |
1.0942 |
1.0977 |
|
| S3 |
1.0900 |
1.0921 |
1.0973 |
|
| S4 |
1.0857 |
1.0879 |
1.0962 |
|
|
| 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 |
1.1060 |
1.0928 |
0.0132 |
1.2% |
0.0046 |
0.4% |
43% |
False |
False |
60 |
| 10 |
1.1060 |
1.0764 |
0.0296 |
2.7% |
0.0058 |
0.5% |
75% |
False |
False |
67 |
| 20 |
1.1060 |
1.0645 |
0.0415 |
3.8% |
0.0052 |
0.5% |
82% |
False |
False |
106 |
| 40 |
1.1060 |
1.0581 |
0.0479 |
4.4% |
0.0046 |
0.4% |
84% |
False |
False |
108 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0043 |
0.4% |
81% |
False |
False |
97 |
| 80 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0040 |
0.4% |
64% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1117 |
|
1.618 |
1.1074 |
|
1.000 |
1.1048 |
|
0.618 |
1.1032 |
|
HIGH |
1.1006 |
|
0.618 |
1.0989 |
|
0.500 |
1.0984 |
|
0.382 |
1.0979 |
|
LOW |
1.0963 |
|
0.618 |
1.0937 |
|
1.000 |
1.0921 |
|
1.618 |
1.0894 |
|
2.618 |
1.0852 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.1012 |
| PP |
1.0985 |
1.1003 |
| S1 |
1.0984 |
1.0994 |
|