CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0945 |
-0.0028 |
-0.3% |
1.0845 |
| High |
1.0973 |
1.0978 |
0.0005 |
0.0% |
1.0852 |
| Low |
1.0943 |
1.0945 |
0.0003 |
0.0% |
1.0764 |
| Close |
1.0951 |
1.0958 |
0.0007 |
0.1% |
1.0787 |
| Range |
0.0031 |
0.0033 |
0.0002 |
6.6% |
0.0088 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
62 |
49 |
-13 |
-21.0% |
496 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1040 |
1.0976 |
|
| R3 |
1.1025 |
1.1008 |
1.0967 |
|
| R2 |
1.0993 |
1.0993 |
1.0964 |
|
| R1 |
1.0975 |
1.0975 |
1.0961 |
1.0984 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0965 |
| S1 |
1.0943 |
1.0943 |
1.0955 |
1.0952 |
| S2 |
1.0928 |
1.0928 |
1.0952 |
|
| S3 |
1.0895 |
1.0910 |
1.0949 |
|
| S4 |
1.0863 |
1.0878 |
1.0940 |
|
|
| 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% |
0.0066 |
0.6% |
87% |
False |
False |
64 |
| 10 |
1.0987 |
1.0729 |
0.0258 |
2.4% |
0.0056 |
0.5% |
89% |
False |
False |
82 |
| 20 |
1.0987 |
1.0645 |
0.0342 |
3.1% |
0.0052 |
0.5% |
92% |
False |
False |
114 |
| 40 |
1.0987 |
1.0581 |
0.0406 |
3.7% |
0.0045 |
0.4% |
93% |
False |
False |
113 |
| 60 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0042 |
0.4% |
75% |
False |
False |
105 |
| 80 |
1.1319 |
1.0581 |
0.0738 |
6.7% |
0.0041 |
0.4% |
51% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1116 |
|
2.618 |
1.1063 |
|
1.618 |
1.1030 |
|
1.000 |
1.1010 |
|
0.618 |
1.0998 |
|
HIGH |
1.0978 |
|
0.618 |
1.0965 |
|
0.500 |
1.0961 |
|
0.382 |
1.0957 |
|
LOW |
1.0945 |
|
0.618 |
1.0925 |
|
1.000 |
1.0913 |
|
1.618 |
1.0892 |
|
2.618 |
1.0860 |
|
4.250 |
1.0807 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0961 |
1.0931 |
| PP |
1.0960 |
1.0905 |
| S1 |
1.0959 |
1.0878 |
|