CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1006 |
1.1016 |
0.0011 |
0.1% |
1.1010 |
| High |
1.1006 |
1.1042 |
0.0037 |
0.3% |
1.1060 |
| Low |
1.0963 |
1.1001 |
0.0038 |
0.3% |
1.0963 |
| Close |
1.0985 |
1.1041 |
0.0056 |
0.5% |
1.1041 |
| Range |
0.0043 |
0.0042 |
-0.0001 |
-2.4% |
0.0097 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
61 |
87 |
26 |
42.6% |
304 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.1138 |
1.1064 |
|
| R3 |
1.1111 |
1.1097 |
1.1052 |
|
| R2 |
1.1069 |
1.1069 |
1.1049 |
|
| R1 |
1.1055 |
1.1055 |
1.1045 |
1.1062 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1031 |
| S1 |
1.1014 |
1.1014 |
1.1037 |
1.1021 |
| S2 |
1.0986 |
1.0986 |
1.1033 |
|
| S3 |
1.0945 |
1.0972 |
1.1030 |
|
| S4 |
1.0903 |
1.0931 |
1.1018 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1274 |
1.1094 |
|
| R3 |
1.1215 |
1.1177 |
1.1068 |
|
| R2 |
1.1118 |
1.1118 |
1.1059 |
|
| R1 |
1.1080 |
1.1080 |
1.1050 |
1.1099 |
| PP |
1.1021 |
1.1021 |
1.1021 |
1.1031 |
| S1 |
1.0983 |
1.0983 |
1.1032 |
1.1002 |
| S2 |
1.0924 |
1.0924 |
1.1023 |
|
| S3 |
1.0827 |
1.0886 |
1.1014 |
|
| S4 |
1.0730 |
1.0789 |
1.0988 |
|
|
| 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% |
0.0048 |
0.4% |
86% |
False |
False |
68 |
| 10 |
1.1060 |
1.0764 |
0.0296 |
2.7% |
0.0057 |
0.5% |
94% |
False |
False |
66 |
| 20 |
1.1060 |
1.0647 |
0.0414 |
3.7% |
0.0053 |
0.5% |
95% |
False |
False |
103 |
| 40 |
1.1060 |
1.0581 |
0.0479 |
4.3% |
0.0046 |
0.4% |
96% |
False |
False |
109 |
| 60 |
1.1060 |
1.0581 |
0.0479 |
4.3% |
0.0043 |
0.4% |
96% |
False |
False |
95 |
| 80 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0041 |
0.4% |
73% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1151 |
|
1.618 |
1.1109 |
|
1.000 |
1.1084 |
|
0.618 |
1.1068 |
|
HIGH |
1.1042 |
|
0.618 |
1.1026 |
|
0.500 |
1.1021 |
|
0.382 |
1.1016 |
|
LOW |
1.1001 |
|
0.618 |
1.0975 |
|
1.000 |
1.0959 |
|
1.618 |
1.0933 |
|
2.618 |
1.0892 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.1031 |
| PP |
1.1028 |
1.1021 |
| S1 |
1.1021 |
1.1012 |
|