CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0840 |
-0.0014 |
-0.1% |
1.0725 |
| High |
1.0854 |
1.0860 |
0.0007 |
0.1% |
1.0892 |
| Low |
1.0850 |
1.0840 |
-0.0011 |
-0.1% |
1.0704 |
| Close |
1.0850 |
1.0855 |
0.0005 |
0.0% |
1.0890 |
| Range |
0.0004 |
0.0021 |
0.0017 |
485.7% |
0.0188 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
26 |
8 |
-18 |
-69.2% |
125 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0904 |
1.0866 |
|
| R3 |
1.0892 |
1.0884 |
1.0860 |
|
| R2 |
1.0872 |
1.0872 |
1.0858 |
|
| R1 |
1.0863 |
1.0863 |
1.0856 |
1.0868 |
| PP |
1.0851 |
1.0851 |
1.0851 |
1.0854 |
| S1 |
1.0843 |
1.0843 |
1.0853 |
1.0847 |
| S2 |
1.0831 |
1.0831 |
1.0851 |
|
| S3 |
1.0810 |
1.0822 |
1.0849 |
|
| S4 |
1.0790 |
1.0802 |
1.0843 |
|
|
| 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 |
1.0947 |
|
2.618 |
1.0914 |
|
1.618 |
1.0893 |
|
1.000 |
1.0881 |
|
0.618 |
1.0873 |
|
HIGH |
1.0860 |
|
0.618 |
1.0852 |
|
0.500 |
1.0850 |
|
0.382 |
1.0847 |
|
LOW |
1.0840 |
|
0.618 |
1.0827 |
|
1.000 |
1.0819 |
|
1.618 |
1.0806 |
|
2.618 |
1.0786 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0853 |
1.0859 |
| PP |
1.0851 |
1.0858 |
| S1 |
1.0850 |
1.0856 |
|