CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.0979 |
-0.0024 |
-0.2% |
1.0924 |
| High |
1.1025 |
1.0991 |
-0.0034 |
-0.3% |
1.0977 |
| Low |
1.0969 |
1.0886 |
-0.0083 |
-0.8% |
1.0864 |
| Close |
1.0992 |
1.0897 |
-0.0095 |
-0.9% |
1.0951 |
| Range |
0.0057 |
0.0105 |
0.0049 |
85.8% |
0.0113 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.4% |
0.0000 |
| Volume |
228,819 |
299,314 |
70,495 |
30.8% |
812,640 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1173 |
1.0955 |
|
| R3 |
1.1135 |
1.1068 |
1.0926 |
|
| R2 |
1.1030 |
1.1030 |
1.0916 |
|
| R1 |
1.0963 |
1.0963 |
1.0907 |
1.0944 |
| PP |
1.0925 |
1.0925 |
1.0925 |
1.0915 |
| S1 |
1.0858 |
1.0858 |
1.0887 |
1.0839 |
| S2 |
1.0820 |
1.0820 |
1.0878 |
|
| S3 |
1.0715 |
1.0753 |
1.0868 |
|
| S4 |
1.0610 |
1.0648 |
1.0839 |
|
|
| 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 |
1.1025 |
1.0886 |
0.0139 |
1.3% |
0.0067 |
0.6% |
8% |
False |
True |
218,845 |
| 10 |
1.1025 |
1.0838 |
0.0188 |
1.7% |
0.0068 |
0.6% |
32% |
False |
False |
208,563 |
| 20 |
1.1025 |
1.0589 |
0.0437 |
4.0% |
0.0075 |
0.7% |
71% |
False |
False |
205,770 |
| 40 |
1.1025 |
1.0514 |
0.0511 |
4.7% |
0.0074 |
0.7% |
75% |
False |
False |
205,007 |
| 60 |
1.1025 |
1.0482 |
0.0543 |
5.0% |
0.0072 |
0.7% |
76% |
False |
False |
202,411 |
| 80 |
1.1128 |
1.0482 |
0.0646 |
5.9% |
0.0072 |
0.7% |
64% |
False |
False |
153,382 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0073 |
0.7% |
47% |
False |
False |
122,982 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.0% |
0.0072 |
0.7% |
47% |
False |
False |
102,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1437 |
|
2.618 |
1.1266 |
|
1.618 |
1.1161 |
|
1.000 |
1.1096 |
|
0.618 |
1.1056 |
|
HIGH |
1.0991 |
|
0.618 |
1.0951 |
|
0.500 |
1.0939 |
|
0.382 |
1.0926 |
|
LOW |
1.0886 |
|
0.618 |
1.0821 |
|
1.000 |
1.0781 |
|
1.618 |
1.0716 |
|
2.618 |
1.0611 |
|
4.250 |
1.0440 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0939 |
1.0956 |
| PP |
1.0925 |
1.0936 |
| S1 |
1.0911 |
1.0917 |
|