CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0973 |
0.0137 |
1.3% |
1.0845 |
| High |
1.0987 |
1.0973 |
-0.0014 |
-0.1% |
1.0852 |
| Low |
1.0770 |
1.0943 |
0.0173 |
1.6% |
1.0764 |
| Close |
1.0987 |
1.0951 |
-0.0036 |
-0.3% |
1.0787 |
| Range |
0.0217 |
0.0031 |
-0.0186 |
-85.9% |
0.0088 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
147 |
62 |
-85 |
-57.8% |
496 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.1030 |
1.0968 |
|
| R3 |
1.1017 |
1.0999 |
1.0959 |
|
| R2 |
1.0986 |
1.0986 |
1.0957 |
|
| R1 |
1.0969 |
1.0969 |
1.0954 |
1.0962 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0952 |
| S1 |
1.0938 |
1.0938 |
1.0948 |
1.0932 |
| S2 |
1.0925 |
1.0925 |
1.0945 |
|
| S3 |
1.0895 |
1.0908 |
1.0943 |
|
| S4 |
1.0864 |
1.0877 |
1.0934 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1063 |
1.1013 |
1.0835 |
|
| R3 |
1.0976 |
1.0925 |
1.0811 |
|
| R2 |
1.0888 |
1.0888 |
1.0803 |
|
| R1 |
1.0838 |
1.0838 |
1.0795 |
1.0819 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0792 |
| S1 |
1.0750 |
1.0750 |
1.0779 |
1.0732 |
| S2 |
1.0713 |
1.0713 |
1.0771 |
|
| S3 |
1.0626 |
1.0663 |
1.0763 |
|
| S4 |
1.0538 |
1.0575 |
1.0739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0987 |
1.0764 |
0.0223 |
2.0% |
0.0070 |
0.6% |
84% |
False |
False |
74 |
| 10 |
1.0987 |
1.0711 |
0.0276 |
2.5% |
0.0059 |
0.5% |
87% |
False |
False |
92 |
| 20 |
1.0987 |
1.0645 |
0.0342 |
3.1% |
0.0052 |
0.5% |
90% |
False |
False |
113 |
| 40 |
1.0987 |
1.0581 |
0.0406 |
3.7% |
0.0045 |
0.4% |
91% |
False |
False |
112 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0042 |
0.4% |
74% |
False |
False |
105 |
| 80 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0041 |
0.4% |
50% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.1053 |
|
1.618 |
1.1022 |
|
1.000 |
1.1004 |
|
0.618 |
1.0992 |
|
HIGH |
1.0973 |
|
0.618 |
1.0961 |
|
0.500 |
1.0958 |
|
0.382 |
1.0954 |
|
LOW |
1.0943 |
|
0.618 |
1.0924 |
|
1.000 |
1.0912 |
|
1.618 |
1.0893 |
|
2.618 |
1.0863 |
|
4.250 |
1.0813 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0927 |
| PP |
1.0956 |
1.0903 |
| S1 |
1.0953 |
1.0878 |
|