CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0642 |
1.0685 |
0.0043 |
0.4% |
1.0635 |
| High |
1.0733 |
1.0811 |
0.0078 |
0.7% |
1.0811 |
| Low |
1.0642 |
1.0681 |
0.0039 |
0.4% |
1.0590 |
| Close |
1.0691 |
1.0801 |
0.0110 |
1.0% |
1.0801 |
| Range |
0.0091 |
0.0130 |
0.0039 |
42.9% |
0.0221 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.6% |
0.0000 |
| Volume |
724 |
1,619 |
895 |
123.6% |
6,643 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1107 |
1.0872 |
|
| R3 |
1.1024 |
1.0977 |
1.0836 |
|
| R2 |
1.0894 |
1.0894 |
1.0824 |
|
| R1 |
1.0847 |
1.0847 |
1.0812 |
1.0871 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0776 |
| S1 |
1.0717 |
1.0717 |
1.0789 |
1.0741 |
| S2 |
1.0634 |
1.0634 |
1.0777 |
|
| S3 |
1.0504 |
1.0587 |
1.0765 |
|
| S4 |
1.0374 |
1.0457 |
1.0729 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1318 |
1.0922 |
|
| R3 |
1.1175 |
1.1098 |
1.0861 |
|
| R2 |
1.0954 |
1.0954 |
1.0841 |
|
| R1 |
1.0877 |
1.0877 |
1.0821 |
1.0916 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0753 |
| S1 |
1.0657 |
1.0657 |
1.0780 |
1.0695 |
| S2 |
1.0513 |
1.0513 |
1.0760 |
|
| S3 |
1.0293 |
1.0436 |
1.0740 |
|
| S4 |
1.0072 |
1.0216 |
1.0679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0811 |
1.0590 |
0.0221 |
2.0% |
0.0091 |
0.8% |
95% |
True |
False |
1,328 |
| 10 |
1.0811 |
1.0590 |
0.0221 |
2.0% |
0.0080 |
0.7% |
95% |
True |
False |
1,120 |
| 20 |
1.0811 |
1.0573 |
0.0238 |
2.2% |
0.0071 |
0.7% |
96% |
True |
False |
1,288 |
| 40 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0068 |
0.6% |
81% |
False |
False |
1,180 |
| 60 |
1.1123 |
1.0534 |
0.0590 |
5.5% |
0.0060 |
0.6% |
45% |
False |
False |
843 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0057 |
0.5% |
31% |
False |
False |
646 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0055 |
0.5% |
31% |
False |
False |
531 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0050 |
0.5% |
31% |
False |
False |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1151 |
|
1.618 |
1.1021 |
|
1.000 |
1.0941 |
|
0.618 |
1.0891 |
|
HIGH |
1.0811 |
|
0.618 |
1.0761 |
|
0.500 |
1.0746 |
|
0.382 |
1.0730 |
|
LOW |
1.0681 |
|
0.618 |
1.0600 |
|
1.000 |
1.0551 |
|
1.618 |
1.0470 |
|
2.618 |
1.0340 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0782 |
1.0767 |
| PP |
1.0764 |
1.0734 |
| S1 |
1.0746 |
1.0700 |
|