CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0922 |
1.0899 |
-0.0024 |
-0.2% |
1.0924 |
| High |
1.0935 |
1.0956 |
0.0021 |
0.2% |
1.0977 |
| Low |
1.0864 |
1.0893 |
0.0029 |
0.3% |
1.0864 |
| Close |
1.0896 |
1.0951 |
0.0055 |
0.5% |
1.0951 |
| Range |
0.0071 |
0.0063 |
-0.0008 |
-10.6% |
0.0113 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
233,355 |
198,786 |
-34,569 |
-14.8% |
812,640 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1099 |
1.0985 |
|
| R3 |
1.1059 |
1.1036 |
1.0968 |
|
| R2 |
1.0996 |
1.0996 |
1.0962 |
|
| R1 |
1.0973 |
1.0973 |
1.0956 |
1.0985 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0939 |
| S1 |
1.0910 |
1.0910 |
1.0945 |
1.0922 |
| S2 |
1.0870 |
1.0870 |
1.0939 |
|
| S3 |
1.0807 |
1.0847 |
1.0933 |
|
| S4 |
1.0744 |
1.0784 |
1.0916 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1222 |
1.1012 |
|
| R3 |
1.1155 |
1.1109 |
1.0981 |
|
| R2 |
1.1043 |
1.1043 |
1.0971 |
|
| R1 |
1.0997 |
1.0997 |
1.0961 |
1.1020 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0942 |
| S1 |
1.0884 |
1.0884 |
1.0940 |
1.0907 |
| S2 |
1.0818 |
1.0818 |
1.0930 |
|
| S3 |
1.0705 |
1.0772 |
1.0920 |
|
| S4 |
1.0593 |
1.0659 |
1.0889 |
|
|
| 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% |
0.0069 |
0.6% |
81% |
False |
False |
198,390 |
| 10 |
1.0977 |
1.0672 |
0.0305 |
2.8% |
0.0078 |
0.7% |
91% |
False |
False |
204,276 |
| 20 |
1.0977 |
1.0537 |
0.0440 |
4.0% |
0.0078 |
0.7% |
94% |
False |
False |
203,589 |
| 40 |
1.0977 |
1.0482 |
0.0495 |
4.5% |
0.0075 |
0.7% |
95% |
False |
False |
206,555 |
| 60 |
1.0994 |
1.0482 |
0.0512 |
4.7% |
0.0073 |
0.7% |
92% |
False |
False |
188,981 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0072 |
0.7% |
73% |
False |
False |
142,242 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
54% |
False |
False |
114,063 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0071 |
0.6% |
54% |
False |
False |
95,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.1120 |
|
1.618 |
1.1057 |
|
1.000 |
1.1019 |
|
0.618 |
1.0994 |
|
HIGH |
1.0956 |
|
0.618 |
1.0931 |
|
0.500 |
1.0924 |
|
0.382 |
1.0917 |
|
LOW |
1.0893 |
|
0.618 |
1.0854 |
|
1.000 |
1.0830 |
|
1.618 |
1.0791 |
|
2.618 |
1.0728 |
|
4.250 |
1.0625 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0940 |
| PP |
1.0933 |
1.0930 |
| S1 |
1.0924 |
1.0920 |
|