CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0707 |
0.0023 |
0.2% |
1.0764 |
| High |
1.0731 |
1.0741 |
0.0011 |
0.1% |
1.0819 |
| Low |
1.0676 |
1.0697 |
0.0021 |
0.2% |
1.0675 |
| Close |
1.0704 |
1.0720 |
0.0017 |
0.2% |
1.0704 |
| Range |
0.0055 |
0.0045 |
-0.0011 |
-19.1% |
0.0144 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
232,852 |
114,813 |
-118,039 |
-50.7% |
1,174,802 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0831 |
1.0744 |
|
| R3 |
1.0808 |
1.0786 |
1.0732 |
|
| R2 |
1.0764 |
1.0764 |
1.0728 |
|
| R1 |
1.0742 |
1.0742 |
1.0724 |
1.0753 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0725 |
| S1 |
1.0697 |
1.0697 |
1.0716 |
1.0708 |
| S2 |
1.0675 |
1.0675 |
1.0712 |
|
| S3 |
1.0630 |
1.0653 |
1.0708 |
|
| S4 |
1.0586 |
1.0608 |
1.0696 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1078 |
1.0783 |
|
| R3 |
1.1021 |
1.0934 |
1.0743 |
|
| R2 |
1.0877 |
1.0877 |
1.0730 |
|
| R1 |
1.0790 |
1.0790 |
1.0717 |
1.0761 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0718 |
| S1 |
1.0646 |
1.0646 |
1.0690 |
1.0617 |
| S2 |
1.0589 |
1.0589 |
1.0677 |
|
| S3 |
1.0445 |
1.0502 |
1.0664 |
|
| S4 |
1.0301 |
1.0358 |
1.0624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0819 |
1.0675 |
0.0144 |
1.3% |
0.0068 |
0.6% |
31% |
False |
False |
238,070 |
| 10 |
1.0864 |
1.0675 |
0.0189 |
1.8% |
0.0063 |
0.6% |
24% |
False |
False |
145,989 |
| 20 |
1.1003 |
1.0675 |
0.0328 |
3.1% |
0.0071 |
0.7% |
14% |
False |
False |
74,928 |
| 40 |
1.1225 |
1.0675 |
0.0550 |
5.1% |
0.0072 |
0.7% |
8% |
False |
False |
38,121 |
| 60 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0071 |
0.7% |
7% |
False |
False |
25,755 |
| 80 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0067 |
0.6% |
7% |
False |
False |
19,469 |
| 100 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0063 |
0.6% |
7% |
False |
False |
15,612 |
| 120 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0061 |
0.6% |
7% |
False |
False |
13,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0858 |
|
1.618 |
1.0813 |
|
1.000 |
1.0786 |
|
0.618 |
1.0769 |
|
HIGH |
1.0741 |
|
0.618 |
1.0724 |
|
0.500 |
1.0719 |
|
0.382 |
1.0713 |
|
LOW |
1.0697 |
|
0.618 |
1.0669 |
|
1.000 |
1.0652 |
|
1.618 |
1.0624 |
|
2.618 |
1.0580 |
|
4.250 |
1.0507 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0736 |
| PP |
1.0719 |
1.0731 |
| S1 |
1.0719 |
1.0725 |
|