CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0713 |
1.0892 |
0.0179 |
1.7% |
1.0747 |
| High |
1.0902 |
1.0901 |
-0.0001 |
0.0% |
1.0775 |
| Low |
1.0673 |
1.0846 |
0.0174 |
1.6% |
1.0672 |
| Close |
1.0897 |
1.0861 |
-0.0036 |
-0.3% |
1.0696 |
| Range |
0.0230 |
0.0055 |
-0.0175 |
-76.0% |
0.0103 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
316,911 |
250,800 |
-66,111 |
-20.9% |
836,623 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1002 |
1.0891 |
|
| R3 |
1.0979 |
1.0947 |
1.0876 |
|
| R2 |
1.0924 |
1.0924 |
1.0871 |
|
| R1 |
1.0892 |
1.0892 |
1.0866 |
1.0881 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0863 |
| S1 |
1.0837 |
1.0837 |
1.0855 |
1.0826 |
| S2 |
1.0814 |
1.0814 |
1.0850 |
|
| S3 |
1.0759 |
1.0782 |
1.0845 |
|
| S4 |
1.0704 |
1.0727 |
1.0830 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0962 |
1.0752 |
|
| R3 |
1.0920 |
1.0859 |
1.0724 |
|
| R2 |
1.0817 |
1.0817 |
1.0714 |
|
| R1 |
1.0756 |
1.0756 |
1.0705 |
1.0735 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0703 |
| S1 |
1.0653 |
1.0653 |
1.0686 |
1.0632 |
| S2 |
1.0611 |
1.0611 |
1.0677 |
|
| S3 |
1.0508 |
1.0550 |
1.0667 |
|
| S4 |
1.0405 |
1.0447 |
1.0639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0902 |
1.0672 |
0.0231 |
2.1% |
0.0086 |
0.8% |
82% |
False |
False |
203,704 |
| 10 |
1.0902 |
1.0589 |
0.0314 |
2.9% |
0.0082 |
0.8% |
87% |
False |
False |
202,977 |
| 20 |
1.0902 |
1.0537 |
0.0366 |
3.4% |
0.0079 |
0.7% |
89% |
False |
False |
207,715 |
| 40 |
1.0902 |
1.0482 |
0.0420 |
3.9% |
0.0075 |
0.7% |
90% |
False |
False |
207,986 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.8% |
0.0074 |
0.7% |
73% |
False |
False |
169,517 |
| 80 |
1.1225 |
1.0482 |
0.0743 |
6.8% |
0.0073 |
0.7% |
51% |
False |
False |
127,476 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0072 |
0.7% |
43% |
False |
False |
102,194 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.1% |
0.0071 |
0.7% |
43% |
False |
False |
85,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1135 |
|
2.618 |
1.1045 |
|
1.618 |
1.0990 |
|
1.000 |
1.0956 |
|
0.618 |
1.0935 |
|
HIGH |
1.0901 |
|
0.618 |
1.0880 |
|
0.500 |
1.0874 |
|
0.382 |
1.0867 |
|
LOW |
1.0846 |
|
0.618 |
1.0812 |
|
1.000 |
1.0791 |
|
1.618 |
1.0757 |
|
2.618 |
1.0702 |
|
4.250 |
1.0612 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0836 |
| PP |
1.0869 |
1.0812 |
| S1 |
1.0865 |
1.0787 |
|