CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.1031 |
0.0149 |
1.4% |
1.0879 |
| High |
1.1031 |
1.1031 |
-0.0001 |
0.0% |
1.0879 |
| Low |
1.0843 |
1.0997 |
0.0155 |
1.4% |
1.0811 |
| Close |
1.1031 |
1.0998 |
-0.0034 |
-0.3% |
1.0835 |
| Range |
0.0189 |
0.0034 |
-0.0155 |
-82.2% |
0.0068 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
10 |
27 |
17 |
170.0% |
139 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1087 |
1.1016 |
|
| R3 |
1.1075 |
1.1053 |
1.1007 |
|
| R2 |
1.1042 |
1.1042 |
1.1004 |
|
| R1 |
1.1020 |
1.1020 |
1.1001 |
1.1014 |
| PP |
1.1008 |
1.1008 |
1.1008 |
1.1006 |
| S1 |
1.0986 |
1.0986 |
1.0994 |
1.0981 |
| S2 |
1.0975 |
1.0975 |
1.0991 |
|
| S3 |
1.0941 |
1.0953 |
1.0988 |
|
| S4 |
1.0908 |
1.0919 |
1.0979 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1008 |
1.0872 |
|
| R3 |
1.0978 |
1.0940 |
1.0853 |
|
| R2 |
1.0910 |
1.0910 |
1.0847 |
|
| R1 |
1.0872 |
1.0872 |
1.0841 |
1.0857 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0834 |
| S1 |
1.0804 |
1.0804 |
1.0828 |
1.0789 |
| S2 |
1.0774 |
1.0774 |
1.0822 |
|
| S3 |
1.0706 |
1.0736 |
1.0816 |
|
| S4 |
1.0638 |
1.0668 |
1.0797 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1173 |
|
2.618 |
1.1118 |
|
1.618 |
1.1085 |
|
1.000 |
1.1064 |
|
0.618 |
1.1051 |
|
HIGH |
1.1031 |
|
0.618 |
1.1018 |
|
0.500 |
1.1014 |
|
0.382 |
1.1010 |
|
LOW |
1.0997 |
|
0.618 |
1.0976 |
|
1.000 |
1.0964 |
|
1.618 |
1.0943 |
|
2.618 |
1.0909 |
|
4.250 |
1.0855 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.0977 |
| PP |
1.1008 |
1.0957 |
| S1 |
1.1003 |
1.0937 |
|