CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1143 |
1.1072 |
-0.0071 |
-0.6% |
1.1091 |
| High |
1.1143 |
1.1072 |
-0.0071 |
-0.6% |
1.1094 |
| Low |
1.1105 |
1.1030 |
-0.0075 |
-0.7% |
1.1032 |
| Close |
1.1124 |
1.1030 |
-0.0094 |
-0.8% |
1.1087 |
| Range |
0.0038 |
0.0042 |
0.0005 |
12.0% |
0.0062 |
| ATR |
0.0045 |
0.0049 |
0.0003 |
7.6% |
0.0000 |
| Volume |
85 |
3 |
-82 |
-96.5% |
545 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1170 |
1.1142 |
1.1053 |
|
| R3 |
1.1128 |
1.1100 |
1.1042 |
|
| R2 |
1.1086 |
1.1086 |
1.1038 |
|
| R1 |
1.1058 |
1.1058 |
1.1034 |
1.1051 |
| PP |
1.1044 |
1.1044 |
1.1044 |
1.1041 |
| S1 |
1.1016 |
1.1016 |
1.1026 |
1.1009 |
| S2 |
1.1002 |
1.1002 |
1.1022 |
|
| S3 |
1.0960 |
1.0974 |
1.1018 |
|
| S4 |
1.0918 |
1.0932 |
1.1007 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1234 |
1.1121 |
|
| R3 |
1.1195 |
1.1172 |
1.1104 |
|
| R2 |
1.1133 |
1.1133 |
1.1098 |
|
| R1 |
1.1110 |
1.1110 |
1.1092 |
1.1090 |
| PP |
1.1071 |
1.1071 |
1.1071 |
1.1061 |
| S1 |
1.1048 |
1.1048 |
1.1081 |
1.1028 |
| S2 |
1.1009 |
1.1009 |
1.1075 |
|
| S3 |
1.0947 |
1.0986 |
1.1069 |
|
| S4 |
1.0885 |
1.0924 |
1.1052 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1251 |
|
2.618 |
1.1182 |
|
1.618 |
1.1140 |
|
1.000 |
1.1114 |
|
0.618 |
1.1098 |
|
HIGH |
1.1072 |
|
0.618 |
1.1056 |
|
0.500 |
1.1051 |
|
0.382 |
1.1046 |
|
LOW |
1.1030 |
|
0.618 |
1.1004 |
|
1.000 |
1.0988 |
|
1.618 |
1.0962 |
|
2.618 |
1.0920 |
|
4.250 |
1.0852 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1086 |
| PP |
1.1044 |
1.1068 |
| S1 |
1.1037 |
1.1049 |
|