CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0747 |
0.0107 |
1.0% |
1.0586 |
| High |
1.0766 |
1.0775 |
0.0009 |
0.1% |
1.0766 |
| Low |
1.0633 |
1.0735 |
0.0102 |
1.0% |
1.0537 |
| Close |
1.0755 |
1.0743 |
-0.0012 |
-0.1% |
1.0755 |
| Range |
0.0133 |
0.0040 |
-0.0093 |
-69.8% |
0.0229 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
264,106 |
185,350 |
-78,756 |
-29.8% |
1,127,914 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0871 |
1.0847 |
1.0765 |
|
| R3 |
1.0831 |
1.0807 |
1.0754 |
|
| R2 |
1.0791 |
1.0791 |
1.0750 |
|
| R1 |
1.0767 |
1.0767 |
1.0746 |
1.0759 |
| PP |
1.0751 |
1.0751 |
1.0751 |
1.0747 |
| S1 |
1.0727 |
1.0727 |
1.0739 |
1.0719 |
| S2 |
1.0711 |
1.0711 |
1.0735 |
|
| S3 |
1.0671 |
1.0687 |
1.0732 |
|
| S4 |
1.0631 |
1.0647 |
1.0721 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1293 |
1.0880 |
|
| R3 |
1.1144 |
1.1064 |
1.0817 |
|
| R2 |
1.0915 |
1.0915 |
1.0796 |
|
| R1 |
1.0835 |
1.0835 |
1.0775 |
1.0875 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0706 |
| S1 |
1.0606 |
1.0606 |
1.0734 |
1.0646 |
| S2 |
1.0457 |
1.0457 |
1.0713 |
|
| S3 |
1.0228 |
1.0377 |
1.0692 |
|
| S4 |
0.9999 |
1.0148 |
1.0629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0091 |
0.8% |
87% |
True |
False |
228,561 |
| 10 |
1.0775 |
1.0537 |
0.0238 |
2.2% |
0.0080 |
0.7% |
87% |
True |
False |
215,999 |
| 20 |
1.0775 |
1.0524 |
0.0251 |
2.3% |
0.0076 |
0.7% |
87% |
True |
False |
206,719 |
| 40 |
1.0819 |
1.0482 |
0.0337 |
3.1% |
0.0073 |
0.7% |
77% |
False |
False |
212,704 |
| 60 |
1.1026 |
1.0482 |
0.0544 |
5.1% |
0.0072 |
0.7% |
48% |
False |
False |
147,050 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
30% |
False |
False |
110,630 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
30% |
False |
False |
88,679 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0068 |
0.6% |
30% |
False |
False |
73,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0945 |
|
2.618 |
1.0879 |
|
1.618 |
1.0839 |
|
1.000 |
1.0815 |
|
0.618 |
1.0799 |
|
HIGH |
1.0775 |
|
0.618 |
1.0759 |
|
0.500 |
1.0755 |
|
0.382 |
1.0750 |
|
LOW |
1.0735 |
|
0.618 |
1.0710 |
|
1.000 |
1.0695 |
|
1.618 |
1.0670 |
|
2.618 |
1.0630 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0755 |
1.0722 |
| PP |
1.0751 |
1.0702 |
| S1 |
1.0747 |
1.0682 |
|