CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0866 |
0.0066 |
0.6% |
1.0725 |
| High |
1.0814 |
1.0892 |
0.0079 |
0.7% |
1.0892 |
| Low |
1.0786 |
1.0777 |
-0.0009 |
-0.1% |
1.0704 |
| Close |
1.0786 |
1.0890 |
0.0104 |
1.0% |
1.0890 |
| Range |
0.0028 |
0.0116 |
0.0088 |
312.5% |
0.0188 |
| ATR |
0.0052 |
0.0056 |
0.0005 |
8.8% |
0.0000 |
| Volume |
5 |
29 |
24 |
480.0% |
125 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1160 |
1.0953 |
|
| R3 |
1.1084 |
1.1044 |
1.0921 |
|
| R2 |
1.0968 |
1.0968 |
1.0911 |
|
| R1 |
1.0929 |
1.0929 |
1.0900 |
1.0949 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0863 |
| S1 |
1.0813 |
1.0813 |
1.0879 |
1.0833 |
| S2 |
1.0737 |
1.0737 |
1.0868 |
|
| S3 |
1.0622 |
1.0698 |
1.0858 |
|
| S4 |
1.0506 |
1.0582 |
1.0826 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1329 |
1.0993 |
|
| R3 |
1.1205 |
1.1141 |
1.0941 |
|
| R2 |
1.1017 |
1.1017 |
1.0924 |
|
| R1 |
1.0953 |
1.0953 |
1.0907 |
1.0985 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0844 |
| S1 |
1.0765 |
1.0765 |
1.0872 |
1.0797 |
| S2 |
1.0641 |
1.0641 |
1.0855 |
|
| S3 |
1.0453 |
1.0577 |
1.0838 |
|
| S4 |
1.0265 |
1.0389 |
1.0786 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1383 |
|
2.618 |
1.1194 |
|
1.618 |
1.1079 |
|
1.000 |
1.1008 |
|
0.618 |
1.0963 |
|
HIGH |
1.0892 |
|
0.618 |
1.0848 |
|
0.500 |
1.0834 |
|
0.382 |
1.0821 |
|
LOW |
1.0777 |
|
0.618 |
1.0705 |
|
1.000 |
1.0661 |
|
1.618 |
1.0590 |
|
2.618 |
1.0474 |
|
4.250 |
1.0286 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0871 |
1.0859 |
| PP |
1.0853 |
1.0829 |
| S1 |
1.0834 |
1.0798 |
|