CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0972 |
-0.0028 |
-0.3% |
1.0749 |
| High |
1.1021 |
1.0976 |
-0.0045 |
-0.4% |
1.0972 |
| Low |
1.0960 |
1.0910 |
-0.0050 |
-0.5% |
1.0723 |
| Close |
1.0972 |
1.0941 |
-0.0032 |
-0.3% |
1.0958 |
| Range |
0.0061 |
0.0066 |
0.0006 |
9.1% |
0.0249 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
2,672 |
3,013 |
341 |
12.8% |
5,276 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1106 |
1.0977 |
|
| R3 |
1.1074 |
1.1040 |
1.0959 |
|
| R2 |
1.1008 |
1.1008 |
1.0953 |
|
| R1 |
1.0974 |
1.0974 |
1.0947 |
1.0958 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0934 |
| S1 |
1.0908 |
1.0908 |
1.0934 |
1.0892 |
| S2 |
1.0876 |
1.0876 |
1.0928 |
|
| S3 |
1.0810 |
1.0842 |
1.0922 |
|
| S4 |
1.0744 |
1.0776 |
1.0904 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1544 |
1.1095 |
|
| R3 |
1.1382 |
1.1295 |
1.1026 |
|
| R2 |
1.1133 |
1.1133 |
1.1004 |
|
| R1 |
1.1046 |
1.1046 |
1.0981 |
1.1089 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0906 |
| S1 |
1.0797 |
1.0797 |
1.0935 |
1.0840 |
| S2 |
1.0635 |
1.0635 |
1.0912 |
|
| S3 |
1.0386 |
1.0548 |
1.0890 |
|
| S4 |
1.0137 |
1.0299 |
1.0821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0883 |
0.0138 |
1.3% |
0.0066 |
0.6% |
42% |
False |
False |
1,746 |
| 10 |
1.1021 |
1.0717 |
0.0304 |
2.8% |
0.0075 |
0.7% |
74% |
False |
False |
1,332 |
| 20 |
1.1021 |
1.0590 |
0.0431 |
3.9% |
0.0072 |
0.7% |
81% |
False |
False |
1,250 |
| 40 |
1.1021 |
1.0534 |
0.0487 |
4.5% |
0.0071 |
0.6% |
84% |
False |
False |
1,241 |
| 60 |
1.1046 |
1.0534 |
0.0513 |
4.7% |
0.0067 |
0.6% |
79% |
False |
False |
1,079 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0060 |
0.5% |
65% |
False |
False |
831 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0058 |
0.5% |
48% |
False |
False |
679 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0054 |
0.5% |
48% |
False |
False |
575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1257 |
|
2.618 |
1.1149 |
|
1.618 |
1.1083 |
|
1.000 |
1.1042 |
|
0.618 |
1.1017 |
|
HIGH |
1.0976 |
|
0.618 |
1.0951 |
|
0.500 |
1.0943 |
|
0.382 |
1.0935 |
|
LOW |
1.0910 |
|
0.618 |
1.0869 |
|
1.000 |
1.0844 |
|
1.618 |
1.0803 |
|
2.618 |
1.0737 |
|
4.250 |
1.0630 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0965 |
| PP |
1.0942 |
1.0957 |
| S1 |
1.0941 |
1.0949 |
|