CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0513 |
1.0498 |
-0.0015 |
-0.1% |
1.0685 |
| High |
1.0528 |
1.0566 |
0.0039 |
0.4% |
1.0694 |
| Low |
1.0482 |
1.0484 |
0.0002 |
0.0% |
1.0526 |
| Close |
1.0509 |
1.0537 |
0.0028 |
0.3% |
1.0613 |
| Range |
0.0046 |
0.0082 |
0.0037 |
80.2% |
0.0168 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.1% |
0.0000 |
| Volume |
240,122 |
234,369 |
-5,753 |
-2.4% |
1,092,333 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0738 |
1.0582 |
|
| R3 |
1.0693 |
1.0656 |
1.0559 |
|
| R2 |
1.0611 |
1.0611 |
1.0552 |
|
| R1 |
1.0574 |
1.0574 |
1.0544 |
1.0592 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0538 |
| S1 |
1.0492 |
1.0492 |
1.0529 |
1.0510 |
| S2 |
1.0447 |
1.0447 |
1.0521 |
|
| S3 |
1.0365 |
1.0410 |
1.0514 |
|
| S4 |
1.0283 |
1.0328 |
1.0491 |
|
|
| 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 |
1.0482 |
0.0171 |
1.6% |
0.0078 |
0.7% |
32% |
False |
False |
246,257 |
| 10 |
1.0713 |
1.0482 |
0.0231 |
2.2% |
0.0072 |
0.7% |
24% |
False |
False |
220,477 |
| 20 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0067 |
0.6% |
16% |
False |
False |
197,219 |
| 40 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0069 |
0.7% |
8% |
False |
False |
101,757 |
| 60 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
6% |
False |
False |
68,298 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
6% |
False |
False |
51,452 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0065 |
0.6% |
6% |
False |
False |
41,195 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0063 |
0.6% |
6% |
False |
False |
34,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0915 |
|
2.618 |
1.0781 |
|
1.618 |
1.0699 |
|
1.000 |
1.0648 |
|
0.618 |
1.0617 |
|
HIGH |
1.0566 |
|
0.618 |
1.0535 |
|
0.500 |
1.0525 |
|
0.382 |
1.0515 |
|
LOW |
1.0484 |
|
0.618 |
1.0433 |
|
1.000 |
1.0402 |
|
1.618 |
1.0351 |
|
2.618 |
1.0269 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0533 |
1.0555 |
| PP |
1.0529 |
1.0549 |
| S1 |
1.0525 |
1.0543 |
|