CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0596 |
1.0590 |
-0.0007 |
-0.1% |
1.0619 |
| High |
1.0601 |
1.0687 |
0.0086 |
0.8% |
1.0722 |
| Low |
1.0537 |
1.0589 |
0.0052 |
0.5% |
1.0543 |
| Close |
1.0562 |
1.0645 |
0.0083 |
0.8% |
1.0589 |
| Range |
0.0065 |
0.0098 |
0.0034 |
51.9% |
0.0179 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
4.8% |
0.0000 |
| Volume |
228,319 |
222,819 |
-5,500 |
-2.4% |
1,073,584 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0887 |
1.0698 |
|
| R3 |
1.0836 |
1.0789 |
1.0671 |
|
| R2 |
1.0738 |
1.0738 |
1.0662 |
|
| R1 |
1.0691 |
1.0691 |
1.0653 |
1.0715 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0652 |
| S1 |
1.0593 |
1.0593 |
1.0636 |
1.0617 |
| S2 |
1.0542 |
1.0542 |
1.0627 |
|
| S3 |
1.0444 |
1.0495 |
1.0618 |
|
| S4 |
1.0346 |
1.0397 |
1.0591 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1051 |
1.0687 |
|
| R3 |
1.0976 |
1.0872 |
1.0638 |
|
| R2 |
1.0797 |
1.0797 |
1.0622 |
|
| R1 |
1.0693 |
1.0693 |
1.0605 |
1.0655 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0599 |
| S1 |
1.0514 |
1.0514 |
1.0573 |
1.0476 |
| S2 |
1.0439 |
1.0439 |
1.0556 |
|
| S3 |
1.0260 |
1.0335 |
1.0540 |
|
| S4 |
1.0081 |
1.0156 |
1.0491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0696 |
1.0537 |
0.0160 |
1.5% |
0.0084 |
0.8% |
68% |
False |
False |
214,927 |
| 10 |
1.0722 |
1.0537 |
0.0185 |
1.7% |
0.0077 |
0.7% |
58% |
False |
False |
210,929 |
| 20 |
1.0722 |
1.0514 |
0.0208 |
1.9% |
0.0076 |
0.7% |
63% |
False |
False |
206,462 |
| 40 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0071 |
0.7% |
48% |
False |
False |
205,752 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0071 |
0.7% |
25% |
False |
False |
139,618 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0072 |
0.7% |
19% |
False |
False |
105,044 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0072 |
0.7% |
19% |
False |
False |
84,225 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0067 |
0.6% |
19% |
False |
False |
70,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.0943 |
|
1.618 |
1.0845 |
|
1.000 |
1.0785 |
|
0.618 |
1.0747 |
|
HIGH |
1.0687 |
|
0.618 |
1.0649 |
|
0.500 |
1.0638 |
|
0.382 |
1.0626 |
|
LOW |
1.0589 |
|
0.618 |
1.0528 |
|
1.000 |
1.0491 |
|
1.618 |
1.0430 |
|
2.618 |
1.0332 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0642 |
1.0635 |
| PP |
1.0640 |
1.0626 |
| S1 |
1.0638 |
1.0616 |
|