CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0802 |
0.0002 |
0.0% |
1.0678 |
| High |
1.0812 |
1.0815 |
0.0003 |
0.0% |
1.0851 |
| Low |
1.0789 |
1.0802 |
0.0013 |
0.1% |
1.0647 |
| Close |
1.0804 |
1.0809 |
0.0005 |
0.0% |
1.0845 |
| Range |
0.0023 |
0.0013 |
-0.0010 |
-43.5% |
0.0205 |
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
83 |
85 |
2 |
2.4% |
810 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0841 |
1.0816 |
|
| R3 |
1.0835 |
1.0828 |
1.0813 |
|
| R2 |
1.0822 |
1.0822 |
1.0811 |
|
| R1 |
1.0815 |
1.0815 |
1.0810 |
1.0819 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0810 |
| S1 |
1.0802 |
1.0802 |
1.0808 |
1.0806 |
| S2 |
1.0796 |
1.0796 |
1.0807 |
|
| S3 |
1.0783 |
1.0789 |
1.0805 |
|
| S4 |
1.0770 |
1.0776 |
1.0802 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1324 |
1.0957 |
|
| R3 |
1.1190 |
1.1120 |
1.0901 |
|
| R2 |
1.0985 |
1.0985 |
1.0882 |
|
| R1 |
1.0915 |
1.0915 |
1.0864 |
1.0950 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0798 |
| S1 |
1.0711 |
1.0711 |
1.0826 |
1.0746 |
| S2 |
1.0576 |
1.0576 |
1.0808 |
|
| S3 |
1.0372 |
1.0506 |
1.0789 |
|
| S4 |
1.0167 |
1.0302 |
1.0733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0852 |
1.0711 |
0.0141 |
1.3% |
0.0048 |
0.4% |
70% |
False |
False |
109 |
| 10 |
1.0852 |
1.0645 |
0.0207 |
1.9% |
0.0047 |
0.4% |
79% |
False |
False |
145 |
| 20 |
1.0852 |
1.0632 |
0.0220 |
2.0% |
0.0047 |
0.4% |
81% |
False |
False |
122 |
| 40 |
1.0876 |
1.0581 |
0.0295 |
2.7% |
0.0042 |
0.4% |
77% |
False |
False |
109 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0038 |
0.4% |
45% |
False |
False |
102 |
| 80 |
1.1408 |
1.0581 |
0.0827 |
7.7% |
0.0039 |
0.4% |
28% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0870 |
|
2.618 |
1.0849 |
|
1.618 |
1.0836 |
|
1.000 |
1.0828 |
|
0.618 |
1.0823 |
|
HIGH |
1.0815 |
|
0.618 |
1.0810 |
|
0.500 |
1.0809 |
|
0.382 |
1.0807 |
|
LOW |
1.0802 |
|
0.618 |
1.0794 |
|
1.000 |
1.0789 |
|
1.618 |
1.0781 |
|
2.618 |
1.0768 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0809 |
1.0820 |
| PP |
1.0809 |
1.0817 |
| S1 |
1.0809 |
1.0813 |
|