CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0626 |
1.0635 |
0.0009 |
0.1% |
1.0664 |
| High |
1.0666 |
1.0695 |
0.0029 |
0.3% |
1.0763 |
| Low |
1.0605 |
1.0619 |
0.0015 |
0.1% |
1.0595 |
| Close |
1.0637 |
1.0687 |
0.0051 |
0.5% |
1.0637 |
| Range |
0.0061 |
0.0076 |
0.0015 |
23.8% |
0.0168 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,123 |
992 |
-131 |
-11.7% |
4,566 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0893 |
1.0866 |
1.0729 |
|
| R3 |
1.0818 |
1.0790 |
1.0708 |
|
| R2 |
1.0742 |
1.0742 |
1.0701 |
|
| R1 |
1.0715 |
1.0715 |
1.0694 |
1.0729 |
| PP |
1.0667 |
1.0667 |
1.0667 |
1.0674 |
| S1 |
1.0639 |
1.0639 |
1.0680 |
1.0653 |
| S2 |
1.0591 |
1.0591 |
1.0673 |
|
| S3 |
1.0516 |
1.0564 |
1.0666 |
|
| S4 |
1.0440 |
1.0488 |
1.0645 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1071 |
1.0729 |
|
| R3 |
1.1001 |
1.0903 |
1.0683 |
|
| R2 |
1.0833 |
1.0833 |
1.0667 |
|
| R1 |
1.0735 |
1.0735 |
1.0652 |
1.0700 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0647 |
| S1 |
1.0567 |
1.0567 |
1.0621 |
1.0532 |
| S2 |
1.0497 |
1.0497 |
1.0606 |
|
| S3 |
1.0329 |
1.0399 |
1.0590 |
|
| S4 |
1.0161 |
1.0231 |
1.0544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0763 |
1.0595 |
0.0168 |
1.6% |
0.0065 |
0.6% |
55% |
False |
False |
965 |
| 10 |
1.0763 |
1.0595 |
0.0168 |
1.6% |
0.0067 |
0.6% |
55% |
False |
False |
965 |
| 20 |
1.0763 |
1.0534 |
0.0230 |
2.1% |
0.0066 |
0.6% |
67% |
False |
False |
1,257 |
| 40 |
1.0912 |
1.0534 |
0.0378 |
3.5% |
0.0063 |
0.6% |
41% |
False |
False |
1,060 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.8% |
0.0056 |
0.5% |
25% |
False |
False |
750 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0055 |
0.5% |
18% |
False |
False |
579 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0052 |
0.5% |
18% |
False |
False |
475 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0048 |
0.4% |
18% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0892 |
|
1.618 |
1.0817 |
|
1.000 |
1.0770 |
|
0.618 |
1.0741 |
|
HIGH |
1.0695 |
|
0.618 |
1.0666 |
|
0.500 |
1.0657 |
|
0.382 |
1.0648 |
|
LOW |
1.0619 |
|
0.618 |
1.0572 |
|
1.000 |
1.0544 |
|
1.618 |
1.0497 |
|
2.618 |
1.0421 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0677 |
1.0673 |
| PP |
1.0667 |
1.0659 |
| S1 |
1.0657 |
1.0645 |
|