CME Euro FX (E) Future December 2023
| 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 |
1.0866 |
1.0924 |
0.0058 |
0.5% |
1.0701 |
| High |
1.0931 |
1.0965 |
0.0034 |
0.3% |
1.0931 |
| Low |
1.0838 |
1.0910 |
0.0072 |
0.7% |
1.0673 |
| Close |
1.0913 |
1.0959 |
0.0046 |
0.4% |
1.0913 |
| Range |
0.0094 |
0.0055 |
-0.0039 |
-41.2% |
0.0259 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
179,310 |
184,807 |
5,497 |
3.1% |
1,083,779 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1089 |
1.0989 |
|
| R3 |
1.1054 |
1.1034 |
1.0974 |
|
| R2 |
1.0999 |
1.0999 |
1.0969 |
|
| R1 |
1.0979 |
1.0979 |
1.0964 |
1.0989 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0949 |
| S1 |
1.0924 |
1.0924 |
1.0953 |
1.0934 |
| S2 |
1.0889 |
1.0889 |
1.0948 |
|
| S3 |
1.0834 |
1.0869 |
1.0943 |
|
| S4 |
1.0779 |
1.0814 |
1.0928 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1522 |
1.1055 |
|
| R3 |
1.1356 |
1.1264 |
1.0984 |
|
| R2 |
1.1097 |
1.1097 |
1.0960 |
|
| R1 |
1.1005 |
1.1005 |
1.0937 |
1.1051 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0862 |
| S1 |
1.0747 |
1.0747 |
1.0889 |
1.0793 |
| S2 |
1.0580 |
1.0580 |
1.0866 |
|
| S3 |
1.0322 |
1.0488 |
1.0842 |
|
| S4 |
1.0063 |
1.0230 |
1.0771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0965 |
1.0673 |
0.0292 |
2.7% |
0.0100 |
0.9% |
98% |
True |
False |
226,015 |
| 10 |
1.0965 |
1.0672 |
0.0293 |
2.7% |
0.0076 |
0.7% |
98% |
True |
False |
191,985 |
| 20 |
1.0965 |
1.0537 |
0.0428 |
3.9% |
0.0078 |
0.7% |
99% |
True |
False |
203,992 |
| 40 |
1.0965 |
1.0482 |
0.0483 |
4.4% |
0.0075 |
0.7% |
99% |
True |
False |
207,847 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.7% |
0.0074 |
0.7% |
92% |
False |
False |
178,763 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0071 |
0.7% |
74% |
False |
False |
134,433 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
54% |
False |
False |
107,804 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0071 |
0.6% |
54% |
False |
False |
89,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1108 |
|
1.618 |
1.1053 |
|
1.000 |
1.1020 |
|
0.618 |
1.0998 |
|
HIGH |
1.0965 |
|
0.618 |
1.0943 |
|
0.500 |
1.0937 |
|
0.382 |
1.0931 |
|
LOW |
1.0910 |
|
0.618 |
1.0876 |
|
1.000 |
1.0855 |
|
1.618 |
1.0821 |
|
2.618 |
1.0766 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0951 |
1.0939 |
| PP |
1.0944 |
1.0920 |
| S1 |
1.0937 |
1.0901 |
|