CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1016 |
1.1043 |
0.0027 |
0.2% |
1.1010 |
| High |
1.1042 |
1.1057 |
0.0015 |
0.1% |
1.1060 |
| Low |
1.1001 |
1.1027 |
0.0027 |
0.2% |
1.0963 |
| Close |
1.1041 |
1.1057 |
0.0016 |
0.1% |
1.1041 |
| Range |
0.0042 |
0.0030 |
-0.0012 |
-28.9% |
0.0097 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
87 |
56 |
-31 |
-35.6% |
304 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1135 |
1.1125 |
1.1073 |
|
| R3 |
1.1106 |
1.1096 |
1.1065 |
|
| R2 |
1.1076 |
1.1076 |
1.1062 |
|
| R1 |
1.1066 |
1.1066 |
1.1059 |
1.1071 |
| PP |
1.1047 |
1.1047 |
1.1047 |
1.1049 |
| S1 |
1.1037 |
1.1037 |
1.1054 |
1.1042 |
| S2 |
1.1017 |
1.1017 |
1.1051 |
|
| S3 |
1.0988 |
1.1007 |
1.1048 |
|
| S4 |
1.0958 |
1.0978 |
1.1040 |
|
|
| 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 |
1.0963 |
0.0097 |
0.9% |
0.0040 |
0.4% |
96% |
False |
False |
72 |
| 10 |
1.1060 |
1.0770 |
0.0290 |
2.6% |
0.0057 |
0.5% |
99% |
False |
False |
67 |
| 20 |
1.1060 |
1.0647 |
0.0414 |
3.7% |
0.0053 |
0.5% |
99% |
False |
False |
99 |
| 40 |
1.1060 |
1.0581 |
0.0479 |
4.3% |
0.0045 |
0.4% |
99% |
False |
False |
111 |
| 60 |
1.1060 |
1.0581 |
0.0479 |
4.3% |
0.0043 |
0.4% |
99% |
False |
False |
96 |
| 80 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0041 |
0.4% |
75% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1182 |
|
2.618 |
1.1134 |
|
1.618 |
1.1104 |
|
1.000 |
1.1086 |
|
0.618 |
1.1075 |
|
HIGH |
1.1057 |
|
0.618 |
1.1045 |
|
0.500 |
1.1042 |
|
0.382 |
1.1038 |
|
LOW |
1.1027 |
|
0.618 |
1.1009 |
|
1.000 |
1.0998 |
|
1.618 |
1.0979 |
|
2.618 |
1.0950 |
|
4.250 |
1.0902 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1052 |
1.1041 |
| PP |
1.1047 |
1.1025 |
| S1 |
1.1042 |
1.1010 |
|