CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0702 |
1.0702 |
0.0000 |
0.0% |
1.0707 |
| High |
1.0713 |
1.0711 |
-0.0002 |
0.0% |
1.0778 |
| Low |
1.0656 |
1.0653 |
-0.0003 |
0.0% |
1.0653 |
| Close |
1.0701 |
1.0686 |
-0.0015 |
-0.1% |
1.0686 |
| Range |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0125 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
237,984 |
164,316 |
-73,668 |
-31.0% |
873,015 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0830 |
1.0718 |
|
| R3 |
1.0799 |
1.0772 |
1.0702 |
|
| R2 |
1.0741 |
1.0741 |
1.0697 |
|
| R1 |
1.0714 |
1.0714 |
1.0691 |
1.0699 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0676 |
| S1 |
1.0656 |
1.0656 |
1.0681 |
1.0641 |
| S2 |
1.0625 |
1.0625 |
1.0675 |
|
| S3 |
1.0567 |
1.0598 |
1.0670 |
|
| S4 |
1.0509 |
1.0540 |
1.0654 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1008 |
1.0755 |
|
| R3 |
1.0956 |
1.0883 |
1.0720 |
|
| R2 |
1.0831 |
1.0831 |
1.0709 |
|
| R1 |
1.0758 |
1.0758 |
1.0697 |
1.0732 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0693 |
| S1 |
1.0633 |
1.0633 |
1.0675 |
1.0607 |
| S2 |
1.0581 |
1.0581 |
1.0663 |
|
| S3 |
1.0456 |
1.0508 |
1.0652 |
|
| S4 |
1.0331 |
1.0383 |
1.0617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0778 |
1.0653 |
0.0125 |
1.2% |
0.0058 |
0.5% |
26% |
False |
True |
174,603 |
| 10 |
1.0819 |
1.0653 |
0.0166 |
1.6% |
0.0064 |
0.6% |
20% |
False |
True |
204,781 |
| 20 |
1.1003 |
1.0653 |
0.0350 |
3.3% |
0.0069 |
0.7% |
9% |
False |
True |
112,438 |
| 40 |
1.1128 |
1.0653 |
0.0475 |
4.4% |
0.0068 |
0.6% |
7% |
False |
True |
56,974 |
| 60 |
1.1357 |
1.0653 |
0.0704 |
6.6% |
0.0070 |
0.7% |
5% |
False |
True |
38,358 |
| 80 |
1.1357 |
1.0653 |
0.0704 |
6.6% |
0.0069 |
0.6% |
5% |
False |
True |
28,939 |
| 100 |
1.1357 |
1.0653 |
0.0704 |
6.6% |
0.0064 |
0.6% |
5% |
False |
True |
23,188 |
| 120 |
1.1357 |
1.0653 |
0.0704 |
6.6% |
0.0061 |
0.6% |
5% |
False |
True |
19,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0958 |
|
2.618 |
1.0863 |
|
1.618 |
1.0805 |
|
1.000 |
1.0769 |
|
0.618 |
1.0747 |
|
HIGH |
1.0711 |
|
0.618 |
1.0689 |
|
0.500 |
1.0682 |
|
0.382 |
1.0675 |
|
LOW |
1.0653 |
|
0.618 |
1.0617 |
|
1.000 |
1.0595 |
|
1.618 |
1.0559 |
|
2.618 |
1.0501 |
|
4.250 |
1.0407 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0716 |
| PP |
1.0683 |
1.0706 |
| S1 |
1.0682 |
1.0696 |
|