CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0684 |
1.0678 |
-0.0006 |
-0.1% |
1.0743 |
| High |
1.0685 |
1.0735 |
0.0051 |
0.5% |
1.0800 |
| Low |
1.0652 |
1.0671 |
0.0020 |
0.2% |
1.0645 |
| Close |
1.0684 |
1.0735 |
0.0052 |
0.5% |
1.0684 |
| Range |
0.0033 |
0.0064 |
0.0031 |
93.9% |
0.0155 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.1% |
0.0000 |
| Volume |
140 |
295 |
155 |
110.7% |
439 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0906 |
1.0884 |
1.0770 |
|
| R3 |
1.0842 |
1.0820 |
1.0753 |
|
| R2 |
1.0778 |
1.0778 |
1.0747 |
|
| R1 |
1.0756 |
1.0756 |
1.0741 |
1.0767 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0719 |
| S1 |
1.0692 |
1.0692 |
1.0729 |
1.0703 |
| S2 |
1.0650 |
1.0650 |
1.0723 |
|
| S3 |
1.0586 |
1.0628 |
1.0717 |
|
| S4 |
1.0522 |
1.0564 |
1.0700 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1084 |
1.0769 |
|
| R3 |
1.1020 |
1.0929 |
1.0726 |
|
| R2 |
1.0865 |
1.0865 |
1.0712 |
|
| R1 |
1.0774 |
1.0774 |
1.0698 |
1.0742 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0693 |
| S1 |
1.0619 |
1.0619 |
1.0669 |
1.0587 |
| S2 |
1.0555 |
1.0555 |
1.0655 |
|
| S3 |
1.0400 |
1.0464 |
1.0641 |
|
| S4 |
1.0245 |
1.0309 |
1.0598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0800 |
1.0645 |
0.0155 |
1.4% |
0.0049 |
0.5% |
58% |
False |
False |
134 |
| 10 |
1.0800 |
1.0645 |
0.0155 |
1.4% |
0.0043 |
0.4% |
58% |
False |
False |
108 |
| 20 |
1.0800 |
1.0581 |
0.0219 |
2.0% |
0.0040 |
0.4% |
70% |
False |
False |
137 |
| 40 |
1.0910 |
1.0581 |
0.0329 |
3.1% |
0.0037 |
0.3% |
47% |
False |
False |
102 |
| 60 |
1.1211 |
1.0581 |
0.0630 |
5.9% |
0.0036 |
0.3% |
24% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0903 |
|
1.618 |
1.0839 |
|
1.000 |
1.0799 |
|
0.618 |
1.0775 |
|
HIGH |
1.0735 |
|
0.618 |
1.0711 |
|
0.500 |
1.0703 |
|
0.382 |
1.0695 |
|
LOW |
1.0671 |
|
0.618 |
1.0631 |
|
1.000 |
1.0607 |
|
1.618 |
1.0567 |
|
2.618 |
1.0503 |
|
4.250 |
1.0399 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0724 |
1.0720 |
| PP |
1.0714 |
1.0705 |
| S1 |
1.0703 |
1.0690 |
|