CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0685 |
1.0631 |
-0.0054 |
-0.5% |
1.0707 |
| High |
1.0694 |
1.0648 |
-0.0046 |
-0.4% |
1.0778 |
| Low |
1.0613 |
1.0600 |
-0.0014 |
-0.1% |
1.0653 |
| Close |
1.0625 |
1.0604 |
-0.0022 |
-0.2% |
1.0686 |
| Range |
0.0081 |
0.0048 |
-0.0033 |
-40.4% |
0.0125 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
165,600 |
158,317 |
-7,283 |
-4.4% |
873,015 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0730 |
1.0630 |
|
| R3 |
1.0713 |
1.0682 |
1.0617 |
|
| R2 |
1.0665 |
1.0665 |
1.0612 |
|
| R1 |
1.0634 |
1.0634 |
1.0608 |
1.0626 |
| PP |
1.0617 |
1.0617 |
1.0617 |
1.0613 |
| S1 |
1.0586 |
1.0586 |
1.0599 |
1.0578 |
| S2 |
1.0569 |
1.0569 |
1.0595 |
|
| S3 |
1.0521 |
1.0538 |
1.0590 |
|
| S4 |
1.0473 |
1.0490 |
1.0577 |
|
|
| 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 |
1.0600 |
0.0179 |
1.7% |
0.0066 |
0.6% |
2% |
False |
True |
187,310 |
| 10 |
1.0812 |
1.0600 |
0.0212 |
2.0% |
0.0065 |
0.6% |
2% |
False |
True |
207,835 |
| 20 |
1.1003 |
1.0600 |
0.0403 |
3.8% |
0.0071 |
0.7% |
1% |
False |
True |
128,435 |
| 40 |
1.1128 |
1.0600 |
0.0529 |
5.0% |
0.0067 |
0.6% |
1% |
False |
True |
64,946 |
| 60 |
1.1357 |
1.0600 |
0.0757 |
7.1% |
0.0070 |
0.7% |
1% |
False |
True |
43,731 |
| 80 |
1.1357 |
1.0600 |
0.0757 |
7.1% |
0.0068 |
0.6% |
1% |
False |
True |
32,979 |
| 100 |
1.1357 |
1.0600 |
0.0757 |
7.1% |
0.0064 |
0.6% |
1% |
False |
True |
26,425 |
| 120 |
1.1357 |
1.0600 |
0.0757 |
7.1% |
0.0061 |
0.6% |
1% |
False |
True |
22,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0852 |
|
2.618 |
1.0773 |
|
1.618 |
1.0725 |
|
1.000 |
1.0696 |
|
0.618 |
1.0677 |
|
HIGH |
1.0648 |
|
0.618 |
1.0629 |
|
0.500 |
1.0624 |
|
0.382 |
1.0618 |
|
LOW |
1.0600 |
|
0.618 |
1.0570 |
|
1.000 |
1.0552 |
|
1.618 |
1.0522 |
|
2.618 |
1.0474 |
|
4.250 |
1.0396 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0655 |
| PP |
1.0617 |
1.0638 |
| S1 |
1.0610 |
1.0621 |
|