CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1072 |
-0.0019 |
-0.2% |
1.0856 |
| High |
1.1094 |
1.1072 |
-0.0022 |
-0.2% |
1.1036 |
| Low |
1.1091 |
1.1063 |
-0.0029 |
-0.3% |
1.0843 |
| Close |
1.1094 |
1.1063 |
-0.0031 |
-0.3% |
1.1049 |
| Range |
0.0003 |
0.0010 |
0.0007 |
280.0% |
0.0194 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
55 |
38 |
-17 |
-30.9% |
60 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1088 |
1.1068 |
|
| R3 |
1.1085 |
1.1078 |
1.1065 |
|
| R2 |
1.1075 |
1.1075 |
1.1064 |
|
| R1 |
1.1069 |
1.1069 |
1.1063 |
1.1067 |
| PP |
1.1066 |
1.1066 |
1.1066 |
1.1065 |
| S1 |
1.1059 |
1.1059 |
1.1062 |
1.1058 |
| S2 |
1.1056 |
1.1056 |
1.1061 |
|
| S3 |
1.1047 |
1.1050 |
1.1060 |
|
| S4 |
1.1037 |
1.1040 |
1.1057 |
|
|
| 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 |
1.1112 |
|
2.618 |
1.1097 |
|
1.618 |
1.1087 |
|
1.000 |
1.1082 |
|
0.618 |
1.1078 |
|
HIGH |
1.1072 |
|
0.618 |
1.1068 |
|
0.500 |
1.1067 |
|
0.382 |
1.1066 |
|
LOW |
1.1063 |
|
0.618 |
1.1057 |
|
1.000 |
1.1053 |
|
1.618 |
1.1047 |
|
2.618 |
1.1038 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1067 |
1.1053 |
| PP |
1.1066 |
1.1043 |
| S1 |
1.1064 |
1.1034 |
|