CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0686 |
0.0052 |
0.5% |
1.0664 |
| High |
1.0695 |
1.0735 |
0.0041 |
0.4% |
1.0763 |
| Low |
1.0619 |
1.0631 |
0.0012 |
0.1% |
1.0595 |
| Close |
1.0687 |
1.0651 |
-0.0036 |
-0.3% |
1.0637 |
| Range |
0.0076 |
0.0105 |
0.0029 |
38.4% |
0.0168 |
| ATR |
0.0067 |
0.0069 |
0.0003 |
4.1% |
0.0000 |
| Volume |
992 |
1,961 |
969 |
97.7% |
4,566 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0923 |
1.0708 |
|
| R3 |
1.0881 |
1.0818 |
1.0680 |
|
| R2 |
1.0777 |
1.0777 |
1.0670 |
|
| R1 |
1.0714 |
1.0714 |
1.0661 |
1.0693 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0662 |
| S1 |
1.0609 |
1.0609 |
1.0641 |
1.0589 |
| S2 |
1.0568 |
1.0568 |
1.0632 |
|
| S3 |
1.0463 |
1.0505 |
1.0622 |
|
| S4 |
1.0359 |
1.0400 |
1.0594 |
|
|
| 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 |
1.0735 |
1.0595 |
0.0140 |
1.3% |
0.0064 |
0.6% |
40% |
True |
False |
1,217 |
| 10 |
1.0763 |
1.0595 |
0.0168 |
1.6% |
0.0072 |
0.7% |
33% |
False |
False |
1,022 |
| 20 |
1.0763 |
1.0537 |
0.0227 |
2.1% |
0.0070 |
0.7% |
51% |
False |
False |
1,291 |
| 40 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0064 |
0.6% |
35% |
False |
False |
1,104 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0058 |
0.5% |
19% |
False |
False |
782 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0056 |
0.5% |
14% |
False |
False |
603 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0053 |
0.5% |
14% |
False |
False |
494 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0049 |
0.5% |
14% |
False |
False |
417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1009 |
|
1.618 |
1.0904 |
|
1.000 |
1.0840 |
|
0.618 |
1.0800 |
|
HIGH |
1.0735 |
|
0.618 |
1.0695 |
|
0.500 |
1.0683 |
|
0.382 |
1.0670 |
|
LOW |
1.0631 |
|
0.618 |
1.0566 |
|
1.000 |
1.0526 |
|
1.618 |
1.0461 |
|
2.618 |
1.0357 |
|
4.250 |
1.0186 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0683 |
1.0670 |
| PP |
1.0672 |
1.0664 |
| S1 |
1.0662 |
1.0657 |
|