CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0686 |
1.0638 |
-0.0048 |
-0.4% |
1.0664 |
| High |
1.0735 |
1.0643 |
-0.0093 |
-0.9% |
1.0763 |
| Low |
1.0631 |
1.0590 |
-0.0041 |
-0.4% |
1.0595 |
| Close |
1.0651 |
1.0610 |
-0.0042 |
-0.4% |
1.0637 |
| Range |
0.0105 |
0.0053 |
-0.0052 |
-49.8% |
0.0168 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,961 |
1,347 |
-614 |
-31.3% |
4,566 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0743 |
1.0638 |
|
| R3 |
1.0719 |
1.0691 |
1.0624 |
|
| R2 |
1.0667 |
1.0667 |
1.0619 |
|
| R1 |
1.0638 |
1.0638 |
1.0614 |
1.0626 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0608 |
| S1 |
1.0586 |
1.0586 |
1.0605 |
1.0574 |
| S2 |
1.0562 |
1.0562 |
1.0600 |
|
| S3 |
1.0509 |
1.0533 |
1.0595 |
|
| S4 |
1.0457 |
1.0481 |
1.0581 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1071 |
1.0729 |
|
| R3 |
1.1001 |
1.0903 |
1.0683 |
|
| R2 |
1.0833 |
1.0833 |
1.0667 |
|
| R1 |
1.0735 |
1.0735 |
1.0652 |
1.0700 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0647 |
| S1 |
1.0567 |
1.0567 |
1.0621 |
1.0532 |
| S2 |
1.0497 |
1.0497 |
1.0606 |
|
| S3 |
1.0329 |
1.0399 |
1.0590 |
|
| S4 |
1.0161 |
1.0231 |
1.0544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0735 |
1.0590 |
0.0145 |
1.4% |
0.0067 |
0.6% |
13% |
False |
True |
1,392 |
| 10 |
1.0763 |
1.0590 |
0.0173 |
1.6% |
0.0070 |
0.7% |
11% |
False |
True |
1,068 |
| 20 |
1.0763 |
1.0565 |
0.0198 |
1.9% |
0.0068 |
0.6% |
22% |
False |
False |
1,242 |
| 40 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0064 |
0.6% |
23% |
False |
False |
1,137 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0058 |
0.5% |
12% |
False |
False |
805 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0056 |
0.5% |
9% |
False |
False |
619 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0053 |
0.5% |
9% |
False |
False |
508 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0049 |
0.5% |
9% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0780 |
|
1.618 |
1.0727 |
|
1.000 |
1.0695 |
|
0.618 |
1.0675 |
|
HIGH |
1.0643 |
|
0.618 |
1.0622 |
|
0.500 |
1.0616 |
|
0.382 |
1.0610 |
|
LOW |
1.0590 |
|
0.618 |
1.0558 |
|
1.000 |
1.0538 |
|
1.618 |
1.0505 |
|
2.618 |
1.0453 |
|
4.250 |
1.0367 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0616 |
1.0663 |
| PP |
1.0614 |
1.0645 |
| S1 |
1.0612 |
1.0627 |
|