CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.1010 |
0.0047 |
0.4% |
1.0795 |
| High |
1.0999 |
1.1048 |
0.0049 |
0.4% |
1.0999 |
| Low |
1.0928 |
1.1007 |
0.0079 |
0.7% |
1.0770 |
| Close |
1.1002 |
1.1048 |
0.0046 |
0.4% |
1.1002 |
| Range |
0.0071 |
0.0041 |
-0.0030 |
-42.3% |
0.0229 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
37 |
63 |
26 |
70.3% |
318 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1144 |
1.1071 |
|
| R3 |
1.1116 |
1.1103 |
1.1059 |
|
| R2 |
1.1075 |
1.1075 |
1.1056 |
|
| R1 |
1.1062 |
1.1062 |
1.1052 |
1.1069 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1038 |
| S1 |
1.1021 |
1.1021 |
1.1044 |
1.1028 |
| S2 |
1.0993 |
1.0993 |
1.1040 |
|
| S3 |
1.0952 |
1.0980 |
1.1037 |
|
| S4 |
1.0911 |
1.0939 |
1.1025 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1535 |
1.1128 |
|
| R3 |
1.1382 |
1.1306 |
1.1065 |
|
| R2 |
1.1153 |
1.1153 |
1.1044 |
|
| R1 |
1.1077 |
1.1077 |
1.1023 |
1.1115 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0943 |
| S1 |
1.0848 |
1.0848 |
1.0981 |
1.0886 |
| S2 |
1.0695 |
1.0695 |
1.0960 |
|
| S3 |
1.0466 |
1.0619 |
1.0939 |
|
| S4 |
1.0237 |
1.0390 |
1.0876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1048 |
1.0770 |
0.0278 |
2.5% |
0.0078 |
0.7% |
100% |
True |
False |
71 |
| 10 |
1.1048 |
1.0764 |
0.0284 |
2.6% |
0.0053 |
0.5% |
100% |
True |
False |
69 |
| 20 |
1.1048 |
1.0645 |
0.0403 |
3.6% |
0.0054 |
0.5% |
100% |
True |
False |
103 |
| 40 |
1.1048 |
1.0581 |
0.0467 |
4.2% |
0.0046 |
0.4% |
100% |
True |
False |
109 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.5% |
0.0042 |
0.4% |
93% |
False |
False |
105 |
| 80 |
1.1213 |
1.0581 |
0.0632 |
5.7% |
0.0039 |
0.4% |
74% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1222 |
|
2.618 |
1.1155 |
|
1.618 |
1.1114 |
|
1.000 |
1.1089 |
|
0.618 |
1.1073 |
|
HIGH |
1.1048 |
|
0.618 |
1.1032 |
|
0.500 |
1.1028 |
|
0.382 |
1.1023 |
|
LOW |
1.1007 |
|
0.618 |
1.0982 |
|
1.000 |
1.0966 |
|
1.618 |
1.0941 |
|
2.618 |
1.0900 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1028 |
| PP |
1.1034 |
1.1008 |
| S1 |
1.1028 |
1.0988 |
|