CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0822 |
1.0856 |
0.0034 |
0.3% |
1.0879 |
| High |
1.0842 |
1.0856 |
0.0015 |
0.1% |
1.0879 |
| Low |
1.0811 |
1.0856 |
0.0045 |
0.4% |
1.0811 |
| Close |
1.0835 |
1.0856 |
0.0022 |
0.2% |
1.0835 |
| Range |
0.0031 |
0.0000 |
-0.0031 |
-100.0% |
0.0068 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
52 |
20 |
-32 |
-61.5% |
139 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0856 |
1.0856 |
1.0856 |
|
| R3 |
1.0856 |
1.0856 |
1.0856 |
|
| R2 |
1.0856 |
1.0856 |
1.0856 |
|
| R1 |
1.0856 |
1.0856 |
1.0856 |
1.0856 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0856 |
| S1 |
1.0856 |
1.0856 |
1.0856 |
1.0856 |
| S2 |
1.0856 |
1.0856 |
1.0856 |
|
| S3 |
1.0856 |
1.0856 |
1.0856 |
|
| S4 |
1.0856 |
1.0856 |
1.0856 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1008 |
1.0872 |
|
| R3 |
1.0978 |
1.0940 |
1.0853 |
|
| R2 |
1.0910 |
1.0910 |
1.0847 |
|
| R1 |
1.0872 |
1.0872 |
1.0841 |
1.0857 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0834 |
| S1 |
1.0804 |
1.0804 |
1.0828 |
1.0789 |
| S2 |
1.0774 |
1.0774 |
1.0822 |
|
| S3 |
1.0706 |
1.0736 |
1.0816 |
|
| S4 |
1.0638 |
1.0668 |
1.0797 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0856 |
|
2.618 |
1.0856 |
|
1.618 |
1.0856 |
|
1.000 |
1.0856 |
|
0.618 |
1.0856 |
|
HIGH |
1.0856 |
|
0.618 |
1.0856 |
|
0.500 |
1.0856 |
|
0.382 |
1.0856 |
|
LOW |
1.0856 |
|
0.618 |
1.0856 |
|
1.000 |
1.0856 |
|
1.618 |
1.0856 |
|
2.618 |
1.0856 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0849 |
| PP |
1.0856 |
1.0841 |
| S1 |
1.0856 |
1.0834 |
|