CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0922 |
-0.0032 |
-0.3% |
1.0701 |
| High |
1.0977 |
1.0935 |
-0.0042 |
-0.4% |
1.0931 |
| Low |
1.0912 |
1.0864 |
-0.0048 |
-0.4% |
1.0673 |
| Close |
1.0927 |
1.0896 |
-0.0032 |
-0.3% |
1.0913 |
| Range |
0.0065 |
0.0071 |
0.0006 |
8.5% |
0.0259 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
195,692 |
233,355 |
37,663 |
19.2% |
1,083,779 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1110 |
1.1073 |
1.0934 |
|
| R3 |
1.1039 |
1.1003 |
1.0915 |
|
| R2 |
1.0969 |
1.0969 |
1.0908 |
|
| R1 |
1.0932 |
1.0932 |
1.0902 |
1.0915 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0890 |
| S1 |
1.0862 |
1.0862 |
1.0889 |
1.0845 |
| S2 |
1.0828 |
1.0828 |
1.0883 |
|
| S3 |
1.0757 |
1.0791 |
1.0876 |
|
| S4 |
1.0687 |
1.0721 |
1.0857 |
|
|
| 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 |
1.0977 |
1.0838 |
0.0139 |
1.3% |
0.0070 |
0.6% |
42% |
False |
False |
198,282 |
| 10 |
1.0977 |
1.0672 |
0.0305 |
2.8% |
0.0078 |
0.7% |
73% |
False |
False |
200,993 |
| 20 |
1.0977 |
1.0537 |
0.0440 |
4.0% |
0.0077 |
0.7% |
82% |
False |
False |
203,950 |
| 40 |
1.0977 |
1.0482 |
0.0495 |
4.5% |
0.0076 |
0.7% |
84% |
False |
False |
208,434 |
| 60 |
1.1003 |
1.0482 |
0.0521 |
4.8% |
0.0074 |
0.7% |
79% |
False |
False |
185,808 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0072 |
0.7% |
64% |
False |
False |
139,771 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
47% |
False |
False |
112,081 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0071 |
0.7% |
47% |
False |
False |
93,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1119 |
|
1.618 |
1.1049 |
|
1.000 |
1.1005 |
|
0.618 |
1.0978 |
|
HIGH |
1.0935 |
|
0.618 |
1.0908 |
|
0.500 |
1.0899 |
|
0.382 |
1.0891 |
|
LOW |
1.0864 |
|
0.618 |
1.0820 |
|
1.000 |
1.0794 |
|
1.618 |
1.0750 |
|
2.618 |
1.0679 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0920 |
| PP |
1.0898 |
1.0912 |
| S1 |
1.0897 |
1.0904 |
|