CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1009 |
1.1050 |
0.0041 |
0.4% |
1.0957 |
| High |
1.1063 |
1.1070 |
0.0007 |
0.1% |
1.1021 |
| Low |
1.0993 |
1.1014 |
0.0021 |
0.2% |
1.0910 |
| Close |
1.1046 |
1.1037 |
-0.0009 |
-0.1% |
1.0996 |
| Range |
0.0071 |
0.0057 |
-0.0014 |
-19.9% |
0.0111 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
3,062 |
2,869 |
-193 |
-6.3% |
8,705 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1180 |
1.1068 |
|
| R3 |
1.1153 |
1.1123 |
1.1052 |
|
| R2 |
1.1097 |
1.1097 |
1.1047 |
|
| R1 |
1.1067 |
1.1067 |
1.1042 |
1.1053 |
| PP |
1.1040 |
1.1040 |
1.1040 |
1.1033 |
| S1 |
1.1010 |
1.1010 |
1.1031 |
1.0997 |
| S2 |
1.0984 |
1.0984 |
1.1026 |
|
| S3 |
1.0927 |
1.0954 |
1.1021 |
|
| S4 |
1.0871 |
1.0897 |
1.1005 |
|
|
| 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 |
1.1070 |
1.0910 |
0.0160 |
1.4% |
0.0057 |
0.5% |
79% |
True |
False |
2,748 |
| 10 |
1.1070 |
1.0883 |
0.0188 |
1.7% |
0.0060 |
0.5% |
82% |
True |
False |
2,031 |
| 20 |
1.1070 |
1.0590 |
0.0480 |
4.3% |
0.0069 |
0.6% |
93% |
True |
False |
1,505 |
| 40 |
1.1070 |
1.0537 |
0.0534 |
4.8% |
0.0069 |
0.6% |
94% |
True |
False |
1,398 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0065 |
0.6% |
94% |
True |
False |
1,238 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0060 |
0.5% |
81% |
False |
False |
963 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0058 |
0.5% |
59% |
False |
False |
783 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0055 |
0.5% |
59% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1310 |
|
2.618 |
1.1218 |
|
1.618 |
1.1161 |
|
1.000 |
1.1127 |
|
0.618 |
1.1105 |
|
HIGH |
1.1070 |
|
0.618 |
1.1048 |
|
0.500 |
1.1042 |
|
0.382 |
1.1035 |
|
LOW |
1.1014 |
|
0.618 |
1.0979 |
|
1.000 |
1.0957 |
|
1.618 |
1.0922 |
|
2.618 |
1.0866 |
|
4.250 |
1.0773 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1033 |
| PP |
1.1040 |
1.1029 |
| S1 |
1.1038 |
1.1026 |
|