CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0602 |
0.0002 |
0.0% |
1.0685 |
| High |
1.0653 |
1.0627 |
-0.0026 |
-0.2% |
1.0694 |
| Low |
1.0593 |
1.0512 |
-0.0082 |
-0.8% |
1.0526 |
| Close |
1.0613 |
1.0527 |
-0.0086 |
-0.8% |
1.0613 |
| Range |
0.0060 |
0.0116 |
0.0056 |
94.1% |
0.0168 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.7% |
0.0000 |
| Volume |
247,199 |
235,653 |
-11,546 |
-4.7% |
1,092,333 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0830 |
1.0591 |
|
| R3 |
1.0786 |
1.0714 |
1.0559 |
|
| R2 |
1.0671 |
1.0671 |
1.0548 |
|
| R1 |
1.0599 |
1.0599 |
1.0538 |
1.0577 |
| PP |
1.0555 |
1.0555 |
1.0555 |
1.0544 |
| S1 |
1.0483 |
1.0483 |
1.0516 |
1.0462 |
| S2 |
1.0440 |
1.0440 |
1.0506 |
|
| S3 |
1.0324 |
1.0368 |
1.0495 |
|
| S4 |
1.0209 |
1.0252 |
1.0463 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1032 |
1.0705 |
|
| R3 |
1.0947 |
1.0864 |
1.0659 |
|
| R2 |
1.0779 |
1.0779 |
1.0643 |
|
| R1 |
1.0696 |
1.0696 |
1.0628 |
1.0653 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0589 |
| S1 |
1.0528 |
1.0528 |
1.0597 |
1.0485 |
| S2 |
1.0443 |
1.0443 |
1.0582 |
|
| S3 |
1.0275 |
1.0360 |
1.0566 |
|
| S4 |
1.0107 |
1.0192 |
1.0520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0653 |
1.0512 |
0.0141 |
1.3% |
0.0079 |
0.8% |
11% |
False |
True |
232,477 |
| 10 |
1.0778 |
1.0512 |
0.0267 |
2.5% |
0.0072 |
0.7% |
6% |
False |
True |
208,618 |
| 20 |
1.0864 |
1.0512 |
0.0352 |
3.3% |
0.0068 |
0.6% |
4% |
False |
True |
177,304 |
| 40 |
1.1128 |
1.0512 |
0.0617 |
5.9% |
0.0069 |
0.7% |
3% |
False |
True |
89,927 |
| 60 |
1.1357 |
1.0512 |
0.0845 |
8.0% |
0.0071 |
0.7% |
2% |
False |
True |
60,426 |
| 80 |
1.1357 |
1.0512 |
0.0845 |
8.0% |
0.0071 |
0.7% |
2% |
False |
True |
45,523 |
| 100 |
1.1357 |
1.0512 |
0.0845 |
8.0% |
0.0065 |
0.6% |
2% |
False |
True |
36,455 |
| 120 |
1.1357 |
1.0512 |
0.0845 |
8.0% |
0.0063 |
0.6% |
2% |
False |
True |
30,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.0929 |
|
1.618 |
1.0814 |
|
1.000 |
1.0743 |
|
0.618 |
1.0698 |
|
HIGH |
1.0627 |
|
0.618 |
1.0583 |
|
0.500 |
1.0569 |
|
0.382 |
1.0556 |
|
LOW |
1.0512 |
|
0.618 |
1.0440 |
|
1.000 |
1.0396 |
|
1.618 |
1.0325 |
|
2.618 |
1.0209 |
|
4.250 |
1.0021 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0582 |
| PP |
1.0555 |
1.0564 |
| S1 |
1.0541 |
1.0545 |
|