CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0892 |
1.0863 |
-0.0029 |
-0.3% |
1.0747 |
| High |
1.0901 |
1.0909 |
0.0008 |
0.1% |
1.0775 |
| Low |
1.0846 |
1.0844 |
-0.0003 |
0.0% |
1.0672 |
| Close |
1.0861 |
1.0869 |
0.0008 |
0.1% |
1.0696 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0103 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
250,800 |
198,247 |
-52,553 |
-21.0% |
836,623 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1034 |
1.0904 |
|
| R3 |
1.1004 |
1.0969 |
1.0886 |
|
| R2 |
1.0939 |
1.0939 |
1.0880 |
|
| R1 |
1.0904 |
1.0904 |
1.0874 |
1.0921 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0882 |
| S1 |
1.0839 |
1.0839 |
1.0863 |
1.0856 |
| S2 |
1.0809 |
1.0809 |
1.0857 |
|
| S3 |
1.0744 |
1.0774 |
1.0851 |
|
| S4 |
1.0679 |
1.0709 |
1.0833 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0962 |
1.0752 |
|
| R3 |
1.0920 |
1.0859 |
1.0724 |
|
| R2 |
1.0817 |
1.0817 |
1.0714 |
|
| R1 |
1.0756 |
1.0756 |
1.0705 |
1.0735 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0703 |
| S1 |
1.0653 |
1.0653 |
1.0686 |
1.0632 |
| S2 |
1.0611 |
1.0611 |
1.0677 |
|
| S3 |
1.0508 |
1.0550 |
1.0667 |
|
| S4 |
1.0405 |
1.0447 |
1.0639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0909 |
1.0672 |
0.0237 |
2.2% |
0.0086 |
0.8% |
83% |
True |
False |
210,163 |
| 10 |
1.0909 |
1.0633 |
0.0276 |
2.5% |
0.0078 |
0.7% |
85% |
True |
False |
200,519 |
| 20 |
1.0909 |
1.0537 |
0.0372 |
3.4% |
0.0078 |
0.7% |
89% |
True |
False |
205,724 |
| 40 |
1.0909 |
1.0482 |
0.0427 |
3.9% |
0.0075 |
0.7% |
91% |
True |
False |
206,992 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.8% |
0.0074 |
0.7% |
74% |
False |
False |
172,768 |
| 80 |
1.1225 |
1.0482 |
0.0743 |
6.8% |
0.0073 |
0.7% |
52% |
False |
False |
129,944 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
44% |
False |
False |
104,173 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0071 |
0.7% |
44% |
False |
False |
86,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1185 |
|
2.618 |
1.1079 |
|
1.618 |
1.1014 |
|
1.000 |
1.0974 |
|
0.618 |
1.0949 |
|
HIGH |
1.0909 |
|
0.618 |
1.0884 |
|
0.500 |
1.0876 |
|
0.382 |
1.0868 |
|
LOW |
1.0844 |
|
0.618 |
1.0803 |
|
1.000 |
1.0779 |
|
1.618 |
1.0738 |
|
2.618 |
1.0673 |
|
4.250 |
1.0567 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0876 |
1.0843 |
| PP |
1.0874 |
1.0817 |
| S1 |
1.0871 |
1.0791 |
|