CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.1025 |
-0.0026 |
-0.2% |
1.0957 |
| High |
1.1070 |
1.1035 |
-0.0035 |
-0.3% |
1.1021 |
| Low |
1.1014 |
1.0931 |
-0.0083 |
-0.8% |
1.0910 |
| Close |
1.1037 |
1.0941 |
-0.0096 |
-0.9% |
1.0996 |
| Range |
0.0057 |
0.0105 |
0.0048 |
85.0% |
0.0111 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.0% |
0.0000 |
| Volume |
2,869 |
4,951 |
2,082 |
72.6% |
8,705 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1216 |
1.0998 |
|
| R3 |
1.1178 |
1.1112 |
1.0970 |
|
| R2 |
1.1073 |
1.1073 |
1.0960 |
|
| R1 |
1.1007 |
1.1007 |
1.0951 |
1.0988 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0959 |
| S1 |
1.0903 |
1.0903 |
1.0931 |
1.0884 |
| S2 |
1.0864 |
1.0864 |
1.0922 |
|
| S3 |
1.0760 |
1.0798 |
1.0912 |
|
| S4 |
1.0655 |
1.0694 |
1.0884 |
|
|
| 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 |
1.0931 |
0.0140 |
1.3% |
0.0065 |
0.6% |
8% |
False |
True |
3,135 |
| 10 |
1.1070 |
1.0883 |
0.0188 |
1.7% |
0.0065 |
0.6% |
31% |
False |
False |
2,440 |
| 20 |
1.1070 |
1.0642 |
0.0428 |
3.9% |
0.0071 |
0.7% |
70% |
False |
False |
1,685 |
| 40 |
1.1070 |
1.0565 |
0.0505 |
4.6% |
0.0070 |
0.6% |
74% |
False |
False |
1,464 |
| 60 |
1.1070 |
1.0534 |
0.0537 |
4.9% |
0.0067 |
0.6% |
76% |
False |
False |
1,320 |
| 80 |
1.1158 |
1.0534 |
0.0624 |
5.7% |
0.0061 |
0.6% |
65% |
False |
False |
1,025 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0059 |
0.5% |
48% |
False |
False |
833 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.8% |
0.0056 |
0.5% |
48% |
False |
False |
704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1479 |
|
2.618 |
1.1309 |
|
1.618 |
1.1204 |
|
1.000 |
1.1140 |
|
0.618 |
1.1100 |
|
HIGH |
1.1035 |
|
0.618 |
1.0995 |
|
0.500 |
1.0983 |
|
0.382 |
1.0970 |
|
LOW |
1.0931 |
|
0.618 |
1.0866 |
|
1.000 |
1.0826 |
|
1.618 |
1.0761 |
|
2.618 |
1.0657 |
|
4.250 |
1.0486 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0983 |
1.1000 |
| PP |
1.0969 |
1.0981 |
| S1 |
1.0955 |
1.0961 |
|