CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0704 |
1.0800 |
0.0096 |
0.9% |
1.0778 |
| High |
1.0704 |
1.0814 |
0.0110 |
1.0% |
1.0839 |
| Low |
1.0704 |
1.0786 |
0.0082 |
0.8% |
1.0697 |
| Close |
1.0704 |
1.0786 |
0.0082 |
0.8% |
1.0730 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0142 |
| ATR |
0.0047 |
0.0052 |
0.0004 |
9.4% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
390 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0879 |
1.0860 |
1.0801 |
|
| R3 |
1.0851 |
1.0832 |
1.0793 |
|
| R2 |
1.0823 |
1.0823 |
1.0791 |
|
| R1 |
1.0804 |
1.0804 |
1.0788 |
1.0800 |
| PP |
1.0795 |
1.0795 |
1.0795 |
1.0793 |
| S1 |
1.0776 |
1.0776 |
1.0783 |
1.0772 |
| S2 |
1.0767 |
1.0767 |
1.0780 |
|
| S3 |
1.0739 |
1.0748 |
1.0778 |
|
| S4 |
1.0711 |
1.0720 |
1.0770 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1096 |
1.0808 |
|
| R3 |
1.1038 |
1.0955 |
1.0769 |
|
| R2 |
1.0897 |
1.0897 |
1.0756 |
|
| R1 |
1.0813 |
1.0813 |
1.0743 |
1.0784 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0741 |
| S1 |
1.0672 |
1.0672 |
1.0717 |
1.0643 |
| S2 |
1.0614 |
1.0614 |
1.0704 |
|
| S3 |
1.0472 |
1.0530 |
1.0691 |
|
| S4 |
1.0331 |
1.0389 |
1.0652 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0933 |
|
2.618 |
1.0887 |
|
1.618 |
1.0859 |
|
1.000 |
1.0842 |
|
0.618 |
1.0831 |
|
HIGH |
1.0814 |
|
0.618 |
1.0803 |
|
0.500 |
1.0800 |
|
0.382 |
1.0796 |
|
LOW |
1.0786 |
|
0.618 |
1.0768 |
|
1.000 |
1.0758 |
|
1.618 |
1.0740 |
|
2.618 |
1.0712 |
|
4.250 |
1.0667 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0777 |
| PP |
1.0795 |
1.0768 |
| S1 |
1.0790 |
1.0759 |
|