CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0762 |
1.0729 |
-0.0033 |
-0.3% |
1.0782 |
| High |
1.0768 |
1.0754 |
-0.0014 |
-0.1% |
1.0816 |
| Low |
1.0713 |
1.0633 |
-0.0081 |
-0.8% |
1.0691 |
| Close |
1.0735 |
1.0636 |
-0.0099 |
-0.9% |
1.0702 |
| Range |
0.0055 |
0.0121 |
0.0067 |
122.0% |
0.0125 |
| ATR |
0.0071 |
0.0074 |
0.0004 |
5.1% |
0.0000 |
| Volume |
552,945 |
385,312 |
-167,633 |
-30.3% |
912,043 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1037 |
1.0958 |
1.0703 |
|
| R3 |
1.0916 |
1.0837 |
1.0669 |
|
| R2 |
1.0795 |
1.0795 |
1.0658 |
|
| R1 |
1.0716 |
1.0716 |
1.0647 |
1.0695 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0664 |
| S1 |
1.0595 |
1.0595 |
1.0625 |
1.0574 |
| S2 |
1.0553 |
1.0553 |
1.0614 |
|
| S3 |
1.0432 |
1.0474 |
1.0603 |
|
| S4 |
1.0311 |
1.0353 |
1.0569 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1031 |
1.0770 |
|
| R3 |
1.0986 |
1.0906 |
1.0736 |
|
| R2 |
1.0861 |
1.0861 |
1.0724 |
|
| R1 |
1.0781 |
1.0781 |
1.0713 |
1.0759 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0725 |
| S1 |
1.0656 |
1.0656 |
1.0690 |
1.0634 |
| S2 |
1.0611 |
1.0611 |
1.0679 |
|
| S3 |
1.0486 |
1.0531 |
1.0667 |
|
| S4 |
1.0361 |
1.0406 |
1.0633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0773 |
1.0633 |
0.0140 |
1.3% |
0.0068 |
0.6% |
3% |
False |
True |
343,219 |
| 10 |
1.0948 |
1.0633 |
0.0315 |
3.0% |
0.0075 |
0.7% |
1% |
False |
True |
288,302 |
| 20 |
1.0956 |
1.0633 |
0.0323 |
3.0% |
0.0073 |
0.7% |
1% |
False |
True |
234,276 |
| 40 |
1.1262 |
1.0633 |
0.0629 |
5.9% |
0.0076 |
0.7% |
1% |
False |
True |
207,609 |
| 60 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0075 |
0.7% |
1% |
False |
True |
200,143 |
| 80 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0074 |
0.7% |
1% |
False |
True |
172,365 |
| 100 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0074 |
0.7% |
1% |
False |
True |
138,203 |
| 120 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0073 |
0.7% |
1% |
False |
True |
115,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1268 |
|
2.618 |
1.1070 |
|
1.618 |
1.0949 |
|
1.000 |
1.0875 |
|
0.618 |
1.0828 |
|
HIGH |
1.0754 |
|
0.618 |
1.0707 |
|
0.500 |
1.0693 |
|
0.382 |
1.0679 |
|
LOW |
1.0633 |
|
0.618 |
1.0558 |
|
1.000 |
1.0512 |
|
1.618 |
1.0437 |
|
2.618 |
1.0316 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0693 |
1.0703 |
| PP |
1.0674 |
1.0680 |
| S1 |
1.0655 |
1.0658 |
|