CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0866 |
0.0003 |
0.0% |
1.0701 |
| High |
1.0909 |
1.0931 |
0.0023 |
0.2% |
1.0931 |
| Low |
1.0844 |
1.0838 |
-0.0006 |
-0.1% |
1.0673 |
| Close |
1.0869 |
1.0913 |
0.0045 |
0.4% |
1.0913 |
| Range |
0.0065 |
0.0094 |
0.0029 |
43.8% |
0.0259 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0000 |
| Volume |
198,247 |
179,310 |
-18,937 |
-9.6% |
1,083,779 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1137 |
1.0964 |
|
| R3 |
1.1081 |
1.1044 |
1.0939 |
|
| R2 |
1.0987 |
1.0987 |
1.0930 |
|
| R1 |
1.0950 |
1.0950 |
1.0922 |
1.0969 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0903 |
| S1 |
1.0857 |
1.0857 |
1.0904 |
1.0875 |
| S2 |
1.0800 |
1.0800 |
1.0896 |
|
| S3 |
1.0707 |
1.0763 |
1.0887 |
|
| S4 |
1.0613 |
1.0670 |
1.0862 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1614 |
1.1522 |
1.1055 |
|
| R3 |
1.1356 |
1.1264 |
1.0984 |
|
| R2 |
1.1097 |
1.1097 |
1.0960 |
|
| R1 |
1.1005 |
1.1005 |
1.0937 |
1.1051 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0862 |
| S1 |
1.0747 |
1.0747 |
1.0889 |
1.0793 |
| S2 |
1.0580 |
1.0580 |
1.0866 |
|
| S3 |
1.0322 |
1.0488 |
1.0842 |
|
| S4 |
1.0063 |
1.0230 |
1.0771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0931 |
1.0673 |
0.0259 |
2.4% |
0.0097 |
0.9% |
93% |
True |
False |
216,755 |
| 10 |
1.0931 |
1.0672 |
0.0260 |
2.4% |
0.0074 |
0.7% |
93% |
True |
False |
192,040 |
| 20 |
1.0931 |
1.0537 |
0.0395 |
3.6% |
0.0080 |
0.7% |
95% |
True |
False |
206,095 |
| 40 |
1.0931 |
1.0482 |
0.0449 |
4.1% |
0.0076 |
0.7% |
96% |
True |
False |
207,367 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.8% |
0.0074 |
0.7% |
83% |
False |
False |
175,724 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0072 |
0.7% |
67% |
False |
False |
132,170 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
49% |
False |
False |
105,961 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0071 |
0.7% |
49% |
False |
False |
88,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1176 |
|
1.618 |
1.1082 |
|
1.000 |
1.1025 |
|
0.618 |
1.0989 |
|
HIGH |
1.0931 |
|
0.618 |
1.0895 |
|
0.500 |
1.0884 |
|
0.382 |
1.0873 |
|
LOW |
1.0838 |
|
0.618 |
1.0780 |
|
1.000 |
1.0744 |
|
1.618 |
1.0686 |
|
2.618 |
1.0593 |
|
4.250 |
1.0440 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0903 |
1.0903 |
| PP |
1.0894 |
1.0894 |
| S1 |
1.0884 |
1.0884 |
|