CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1043 |
1.1057 |
0.0014 |
0.1% |
1.1010 |
| High |
1.1057 |
1.1106 |
0.0050 |
0.4% |
1.1060 |
| Low |
1.1027 |
1.1057 |
0.0030 |
0.3% |
1.0963 |
| Close |
1.1057 |
1.1091 |
0.0034 |
0.3% |
1.1041 |
| Range |
0.0030 |
0.0049 |
0.0020 |
66.1% |
0.0097 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
56 |
96 |
40 |
71.4% |
304 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1232 |
1.1210 |
1.1117 |
|
| R3 |
1.1183 |
1.1161 |
1.1104 |
|
| R2 |
1.1134 |
1.1134 |
1.1099 |
|
| R1 |
1.1112 |
1.1112 |
1.1095 |
1.1123 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1090 |
| S1 |
1.1063 |
1.1063 |
1.1086 |
1.1074 |
| S2 |
1.1036 |
1.1036 |
1.1082 |
|
| S3 |
1.0987 |
1.1014 |
1.1077 |
|
| S4 |
1.0938 |
1.0965 |
1.1064 |
|
|
| 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 |
1.1106 |
1.0963 |
0.0143 |
1.3% |
0.0041 |
0.4% |
89% |
True |
False |
78 |
| 10 |
1.1106 |
1.0770 |
0.0336 |
3.0% |
0.0060 |
0.5% |
95% |
True |
False |
75 |
| 20 |
1.1106 |
1.0647 |
0.0460 |
4.1% |
0.0052 |
0.5% |
97% |
True |
False |
89 |
| 40 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0046 |
0.4% |
97% |
True |
False |
113 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0042 |
0.4% |
97% |
True |
False |
97 |
| 80 |
1.1211 |
1.0581 |
0.0630 |
5.7% |
0.0040 |
0.4% |
81% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1234 |
|
1.618 |
1.1185 |
|
1.000 |
1.1155 |
|
0.618 |
1.1136 |
|
HIGH |
1.1106 |
|
0.618 |
1.1087 |
|
0.500 |
1.1082 |
|
0.382 |
1.1076 |
|
LOW |
1.1057 |
|
0.618 |
1.1027 |
|
1.000 |
1.1008 |
|
1.618 |
1.0978 |
|
2.618 |
1.0929 |
|
4.250 |
1.0849 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1088 |
1.1078 |
| PP |
1.1085 |
1.1066 |
| S1 |
1.1082 |
1.1053 |
|