CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0596 |
-0.0039 |
-0.4% |
1.0619 |
| High |
1.0696 |
1.0601 |
-0.0095 |
-0.9% |
1.0722 |
| Low |
1.0578 |
1.0537 |
-0.0042 |
-0.4% |
1.0543 |
| Close |
1.0603 |
1.0562 |
-0.0041 |
-0.4% |
1.0589 |
| Range |
0.0118 |
0.0065 |
-0.0054 |
-45.3% |
0.0179 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
242,212 |
228,319 |
-13,893 |
-5.7% |
1,073,584 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0760 |
1.0726 |
1.0597 |
|
| R3 |
1.0696 |
1.0661 |
1.0580 |
|
| R2 |
1.0631 |
1.0631 |
1.0574 |
|
| R1 |
1.0597 |
1.0597 |
1.0568 |
1.0582 |
| PP |
1.0567 |
1.0567 |
1.0567 |
1.0559 |
| S1 |
1.0532 |
1.0532 |
1.0556 |
1.0517 |
| S2 |
1.0502 |
1.0502 |
1.0550 |
|
| S3 |
1.0438 |
1.0468 |
1.0544 |
|
| S4 |
1.0373 |
1.0403 |
1.0527 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1051 |
1.0687 |
|
| R3 |
1.0976 |
1.0872 |
1.0638 |
|
| R2 |
1.0797 |
1.0797 |
1.0622 |
|
| R1 |
1.0693 |
1.0693 |
1.0605 |
1.0655 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0599 |
| S1 |
1.0514 |
1.0514 |
1.0573 |
1.0476 |
| S2 |
1.0439 |
1.0439 |
1.0556 |
|
| S3 |
1.0260 |
1.0335 |
1.0540 |
|
| S4 |
1.0081 |
1.0156 |
1.0491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0696 |
1.0537 |
0.0160 |
1.5% |
0.0074 |
0.7% |
16% |
False |
True |
211,565 |
| 10 |
1.0722 |
1.0537 |
0.0185 |
1.8% |
0.0076 |
0.7% |
14% |
False |
True |
212,454 |
| 20 |
1.0722 |
1.0514 |
0.0208 |
2.0% |
0.0073 |
0.7% |
23% |
False |
False |
204,244 |
| 40 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0070 |
0.7% |
24% |
False |
False |
200,732 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0070 |
0.7% |
12% |
False |
False |
135,919 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0072 |
0.7% |
9% |
False |
False |
102,285 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
9% |
False |
False |
82,010 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0067 |
0.6% |
9% |
False |
False |
68,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0875 |
|
2.618 |
1.0770 |
|
1.618 |
1.0705 |
|
1.000 |
1.0666 |
|
0.618 |
1.0641 |
|
HIGH |
1.0601 |
|
0.618 |
1.0576 |
|
0.500 |
1.0569 |
|
0.382 |
1.0561 |
|
LOW |
1.0537 |
|
0.618 |
1.0497 |
|
1.000 |
1.0472 |
|
1.618 |
1.0432 |
|
2.618 |
1.0368 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0616 |
| PP |
1.0567 |
1.0598 |
| S1 |
1.0564 |
1.0580 |
|