CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0998 |
0.0057 |
0.5% |
1.0957 |
| High |
1.1001 |
1.1014 |
0.0013 |
0.1% |
1.1021 |
| Low |
1.0942 |
1.0982 |
0.0040 |
0.4% |
1.0910 |
| Close |
1.0996 |
1.1011 |
0.0015 |
0.1% |
1.0996 |
| Range |
0.0059 |
0.0032 |
-0.0027 |
-45.8% |
0.0111 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
2,100 |
2,696 |
596 |
28.4% |
8,705 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1086 |
1.1028 |
|
| R3 |
1.1066 |
1.1054 |
1.1019 |
|
| R2 |
1.1034 |
1.1034 |
1.1016 |
|
| R1 |
1.1022 |
1.1022 |
1.1013 |
1.1028 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.1005 |
| S1 |
1.0990 |
1.0990 |
1.1008 |
1.0996 |
| S2 |
1.0970 |
1.0970 |
1.1005 |
|
| S3 |
1.0938 |
1.0958 |
1.1002 |
|
| S4 |
1.0906 |
1.0926 |
1.0993 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1307 |
1.1262 |
1.1056 |
|
| R3 |
1.1196 |
1.1151 |
1.1026 |
|
| R2 |
1.1086 |
1.1086 |
1.1016 |
|
| R1 |
1.1041 |
1.1041 |
1.1006 |
1.1063 |
| PP |
1.0975 |
1.0975 |
1.0975 |
1.0987 |
| S1 |
1.0930 |
1.0930 |
1.0985 |
1.0953 |
| S2 |
1.0865 |
1.0865 |
1.0975 |
|
| S3 |
1.0754 |
1.0820 |
1.0965 |
|
| S4 |
1.0644 |
1.0709 |
1.0935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1021 |
1.0910 |
0.0111 |
1.0% |
0.0054 |
0.5% |
91% |
False |
False |
2,280 |
| 10 |
1.1021 |
1.0723 |
0.0298 |
2.7% |
0.0074 |
0.7% |
97% |
False |
False |
1,667 |
| 20 |
1.1021 |
1.0590 |
0.0431 |
3.9% |
0.0071 |
0.6% |
98% |
False |
False |
1,356 |
| 40 |
1.1021 |
1.0534 |
0.0487 |
4.4% |
0.0070 |
0.6% |
98% |
False |
False |
1,323 |
| 60 |
1.1021 |
1.0534 |
0.0487 |
4.4% |
0.0066 |
0.6% |
98% |
False |
False |
1,143 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0060 |
0.5% |
76% |
False |
False |
889 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0058 |
0.5% |
56% |
False |
False |
726 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0055 |
0.5% |
56% |
False |
False |
614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1097 |
|
1.618 |
1.1065 |
|
1.000 |
1.1046 |
|
0.618 |
1.1033 |
|
HIGH |
1.1014 |
|
0.618 |
1.1001 |
|
0.500 |
1.0998 |
|
0.382 |
1.0994 |
|
LOW |
1.0982 |
|
0.618 |
1.0962 |
|
1.000 |
1.0950 |
|
1.618 |
1.0930 |
|
2.618 |
1.0898 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1006 |
1.0994 |
| PP |
1.1002 |
1.0978 |
| S1 |
1.0998 |
1.0962 |
|