CME Euro FX (E) Future September 2024
Trading Metrics calculated at close of trading on 20-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
1.1033 |
1.1091 |
0.0058 |
0.5% |
1.0856 |
High |
1.1036 |
1.1094 |
0.0058 |
0.5% |
1.1036 |
Low |
1.0974 |
1.1091 |
0.0118 |
1.1% |
1.0843 |
Close |
1.1049 |
1.1094 |
0.0045 |
0.4% |
1.1049 |
Range |
0.0063 |
0.0003 |
-0.0060 |
-96.0% |
0.0194 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
Volume |
3 |
55 |
52 |
1,733.3% |
60 |
|
Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1100 |
1.1099 |
1.1095 |
|
R3 |
1.1098 |
1.1097 |
1.1094 |
|
R2 |
1.1095 |
1.1095 |
1.1094 |
|
R1 |
1.1094 |
1.1094 |
1.1094 |
1.1095 |
PP |
1.1093 |
1.1093 |
1.1093 |
1.1093 |
S1 |
1.1092 |
1.1092 |
1.1093 |
1.1092 |
S2 |
1.1090 |
1.1090 |
1.1093 |
|
S3 |
1.1088 |
1.1089 |
1.1093 |
|
S4 |
1.1085 |
1.1087 |
1.1092 |
|
|
Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1556 |
1.1496 |
1.1155 |
|
R3 |
1.1363 |
1.1302 |
1.1102 |
|
R2 |
1.1169 |
1.1169 |
1.1084 |
|
R1 |
1.1109 |
1.1109 |
1.1066 |
1.1139 |
PP |
1.0976 |
1.0976 |
1.0976 |
1.0991 |
S1 |
1.0915 |
1.0915 |
1.1031 |
1.0946 |
S2 |
1.0782 |
1.0782 |
1.1013 |
|
S3 |
1.0589 |
1.0722 |
1.0995 |
|
S4 |
1.0395 |
1.0528 |
1.0942 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1104 |
2.618 |
1.1100 |
1.618 |
1.1098 |
1.000 |
1.1096 |
0.618 |
1.1095 |
HIGH |
1.1094 |
0.618 |
1.1093 |
0.500 |
1.1092 |
0.382 |
1.1092 |
LOW |
1.1091 |
0.618 |
1.1089 |
1.000 |
1.1089 |
1.618 |
1.1087 |
2.618 |
1.1084 |
4.250 |
1.1080 |
|
|
Fisher Pivots for day following 20-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
1.1093 |
1.1074 |
PP |
1.1093 |
1.1054 |
S1 |
1.1092 |
1.1034 |
|