CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.1009 |
0.0011 |
0.1% |
1.0957 |
| High |
1.1014 |
1.1063 |
0.0050 |
0.4% |
1.1021 |
| Low |
1.0982 |
1.0993 |
0.0011 |
0.1% |
1.0910 |
| Close |
1.1011 |
1.1046 |
0.0035 |
0.3% |
1.0996 |
| Range |
0.0032 |
0.0071 |
0.0039 |
120.3% |
0.0111 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,696 |
3,062 |
366 |
13.6% |
8,705 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.1216 |
1.1084 |
|
| R3 |
1.1175 |
1.1145 |
1.1065 |
|
| R2 |
1.1104 |
1.1104 |
1.1058 |
|
| R1 |
1.1075 |
1.1075 |
1.1052 |
1.1090 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1041 |
| S1 |
1.1004 |
1.1004 |
1.1039 |
1.1019 |
| S2 |
1.0963 |
1.0963 |
1.1033 |
|
| S3 |
1.0893 |
1.0934 |
1.1026 |
|
| S4 |
1.0822 |
1.0863 |
1.1007 |
|
|
| 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 |
1.1063 |
1.0910 |
0.0153 |
1.4% |
0.0058 |
0.5% |
89% |
True |
False |
2,708 |
| 10 |
1.1063 |
1.0723 |
0.0341 |
3.1% |
0.0077 |
0.7% |
95% |
True |
False |
1,928 |
| 20 |
1.1063 |
1.0590 |
0.0473 |
4.3% |
0.0071 |
0.6% |
96% |
True |
False |
1,460 |
| 40 |
1.1063 |
1.0534 |
0.0530 |
4.8% |
0.0069 |
0.6% |
97% |
True |
False |
1,359 |
| 60 |
1.1063 |
1.0534 |
0.0530 |
4.8% |
0.0066 |
0.6% |
97% |
True |
False |
1,193 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.6% |
0.0060 |
0.5% |
82% |
False |
False |
927 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0058 |
0.5% |
60% |
False |
False |
755 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0055 |
0.5% |
60% |
False |
False |
639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1248 |
|
1.618 |
1.1177 |
|
1.000 |
1.1134 |
|
0.618 |
1.1107 |
|
HIGH |
1.1063 |
|
0.618 |
1.1036 |
|
0.500 |
1.1028 |
|
0.382 |
1.1019 |
|
LOW |
1.0993 |
|
0.618 |
1.0949 |
|
1.000 |
1.0922 |
|
1.618 |
1.0878 |
|
2.618 |
1.0808 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1040 |
1.1031 |
| PP |
1.1034 |
1.1017 |
| S1 |
1.1028 |
1.1002 |
|