CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1098 |
1.1065 |
-0.0033 |
-0.3% |
1.1010 |
| High |
1.1102 |
1.1065 |
-0.0037 |
-0.3% |
1.1060 |
| Low |
1.1058 |
1.0980 |
-0.0078 |
-0.7% |
1.0963 |
| Close |
1.1080 |
1.0985 |
-0.0095 |
-0.9% |
1.1041 |
| Range |
0.0044 |
0.0085 |
0.0042 |
95.4% |
0.0097 |
| ATR |
0.0054 |
0.0058 |
0.0003 |
5.9% |
0.0000 |
| Volume |
106 |
124 |
18 |
17.0% |
304 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1210 |
1.1032 |
|
| R3 |
1.1180 |
1.1125 |
1.1008 |
|
| R2 |
1.1095 |
1.1095 |
1.1001 |
|
| R1 |
1.1040 |
1.1040 |
1.0993 |
1.1025 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1003 |
| S1 |
1.0955 |
1.0955 |
1.0977 |
1.0940 |
| S2 |
1.0925 |
1.0925 |
1.0969 |
|
| S3 |
1.0840 |
1.0870 |
1.0962 |
|
| S4 |
1.0755 |
1.0785 |
1.0938 |
|
|
| 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 |
1.0980 |
0.0126 |
1.1% |
0.0050 |
0.5% |
4% |
False |
True |
93 |
| 10 |
1.1106 |
1.0928 |
0.0178 |
1.6% |
0.0048 |
0.4% |
32% |
False |
False |
77 |
| 20 |
1.1106 |
1.0711 |
0.0395 |
3.6% |
0.0053 |
0.5% |
69% |
False |
False |
84 |
| 40 |
1.1106 |
1.0632 |
0.0475 |
4.3% |
0.0048 |
0.4% |
74% |
False |
False |
108 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0043 |
0.4% |
77% |
False |
False |
94 |
| 80 |
1.1211 |
1.0581 |
0.0630 |
5.7% |
0.0041 |
0.4% |
64% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1426 |
|
2.618 |
1.1288 |
|
1.618 |
1.1203 |
|
1.000 |
1.1150 |
|
0.618 |
1.1118 |
|
HIGH |
1.1065 |
|
0.618 |
1.1033 |
|
0.500 |
1.1023 |
|
0.382 |
1.1012 |
|
LOW |
1.0980 |
|
0.618 |
1.0927 |
|
1.000 |
1.0895 |
|
1.618 |
1.0842 |
|
2.618 |
1.0757 |
|
4.250 |
1.0619 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1023 |
1.1043 |
| PP |
1.1010 |
1.1024 |
| S1 |
1.0998 |
1.1004 |
|