CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.0559 |
-0.0091 |
-0.8% |
1.0586 |
| High |
1.0669 |
1.0587 |
-0.0082 |
-0.8% |
1.0669 |
| Low |
1.0555 |
1.0524 |
-0.0031 |
-0.3% |
1.0524 |
| Close |
1.0555 |
1.0540 |
-0.0016 |
-0.1% |
1.0540 |
| Range |
0.0114 |
0.0064 |
-0.0051 |
-44.3% |
0.0145 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
206,371 |
188,480 |
-17,891 |
-8.7% |
940,496 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0704 |
1.0574 |
|
| R3 |
1.0677 |
1.0640 |
1.0557 |
|
| R2 |
1.0614 |
1.0614 |
1.0551 |
|
| R1 |
1.0577 |
1.0577 |
1.0545 |
1.0563 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0543 |
| S1 |
1.0513 |
1.0513 |
1.0534 |
1.0500 |
| S2 |
1.0487 |
1.0487 |
1.0528 |
|
| S3 |
1.0423 |
1.0450 |
1.0522 |
|
| S4 |
1.0360 |
1.0386 |
1.0505 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0921 |
1.0619 |
|
| R3 |
1.0867 |
1.0776 |
1.0579 |
|
| R2 |
1.0722 |
1.0722 |
1.0566 |
|
| R1 |
1.0631 |
1.0631 |
1.0553 |
1.0604 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0564 |
| S1 |
1.0486 |
1.0486 |
1.0526 |
1.0459 |
| S2 |
1.0432 |
1.0432 |
1.0513 |
|
| S3 |
1.0287 |
1.0341 |
1.0500 |
|
| S4 |
1.0142 |
1.0196 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0669 |
1.0524 |
0.0145 |
1.4% |
0.0070 |
0.7% |
11% |
False |
True |
188,099 |
| 10 |
1.0669 |
1.0482 |
0.0187 |
1.8% |
0.0077 |
0.7% |
31% |
False |
False |
211,213 |
| 20 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0071 |
0.7% |
19% |
False |
False |
203,874 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
11% |
False |
False |
136,567 |
| 60 |
1.1225 |
1.0482 |
0.0743 |
7.0% |
0.0071 |
0.7% |
8% |
False |
False |
91,483 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
7% |
False |
False |
68,859 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0068 |
0.6% |
7% |
False |
False |
55,202 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0065 |
0.6% |
7% |
False |
False |
46,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0857 |
|
2.618 |
1.0753 |
|
1.618 |
1.0690 |
|
1.000 |
1.0651 |
|
0.618 |
1.0626 |
|
HIGH |
1.0587 |
|
0.618 |
1.0563 |
|
0.500 |
1.0555 |
|
0.382 |
1.0548 |
|
LOW |
1.0524 |
|
0.618 |
1.0484 |
|
1.000 |
1.0460 |
|
1.618 |
1.0421 |
|
2.618 |
1.0357 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0555 |
1.0596 |
| PP |
1.0550 |
1.0577 |
| S1 |
1.0545 |
1.0558 |
|