CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1098 |
0.0041 |
0.4% |
1.1010 |
| High |
1.1106 |
1.1102 |
-0.0005 |
0.0% |
1.1060 |
| Low |
1.1057 |
1.1058 |
0.0001 |
0.0% |
1.0963 |
| Close |
1.1091 |
1.1080 |
-0.0011 |
-0.1% |
1.1041 |
| Range |
0.0049 |
0.0044 |
-0.0006 |
-11.2% |
0.0097 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
96 |
106 |
10 |
10.4% |
304 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1188 |
1.1103 |
|
| R3 |
1.1167 |
1.1145 |
1.1091 |
|
| R2 |
1.1123 |
1.1123 |
1.1087 |
|
| R1 |
1.1101 |
1.1101 |
1.1083 |
1.1091 |
| PP |
1.1080 |
1.1080 |
1.1080 |
1.1074 |
| S1 |
1.1058 |
1.1058 |
1.1076 |
1.1047 |
| S2 |
1.1036 |
1.1036 |
1.1072 |
|
| S3 |
1.0993 |
1.1014 |
1.1068 |
|
| S4 |
1.0949 |
1.0971 |
1.1056 |
|
|
| 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% |
81% |
False |
False |
81 |
| 10 |
1.1106 |
1.0928 |
0.0178 |
1.6% |
0.0042 |
0.4% |
85% |
False |
False |
71 |
| 20 |
1.1106 |
1.0647 |
0.0460 |
4.1% |
0.0050 |
0.5% |
94% |
False |
False |
81 |
| 40 |
1.1106 |
1.0630 |
0.0476 |
4.3% |
0.0047 |
0.4% |
94% |
False |
False |
112 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.7% |
0.0042 |
0.4% |
95% |
False |
False |
92 |
| 80 |
1.1211 |
1.0581 |
0.0630 |
5.7% |
0.0040 |
0.4% |
79% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1215 |
|
1.618 |
1.1172 |
|
1.000 |
1.1145 |
|
0.618 |
1.1128 |
|
HIGH |
1.1102 |
|
0.618 |
1.1085 |
|
0.500 |
1.1080 |
|
0.382 |
1.1075 |
|
LOW |
1.1058 |
|
0.618 |
1.1031 |
|
1.000 |
1.1015 |
|
1.618 |
1.0988 |
|
2.618 |
1.0944 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1080 |
1.1075 |
| PP |
1.1080 |
1.1071 |
| S1 |
1.1080 |
1.1067 |
|