CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0548 |
1.0589 |
0.0041 |
0.4% |
1.0586 |
| High |
1.0591 |
1.0623 |
0.0032 |
0.3% |
1.0669 |
| Low |
1.0544 |
1.0560 |
0.0017 |
0.2% |
1.0524 |
| Close |
1.0582 |
1.0596 |
0.0014 |
0.1% |
1.0540 |
| Range |
0.0048 |
0.0063 |
0.0015 |
31.6% |
0.0145 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
156,878 |
224,402 |
67,524 |
43.0% |
940,496 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0751 |
1.0630 |
|
| R3 |
1.0718 |
1.0688 |
1.0613 |
|
| R2 |
1.0655 |
1.0655 |
1.0607 |
|
| R1 |
1.0626 |
1.0626 |
1.0602 |
1.0641 |
| PP |
1.0593 |
1.0593 |
1.0593 |
1.0600 |
| S1 |
1.0563 |
1.0563 |
1.0590 |
1.0578 |
| S2 |
1.0530 |
1.0530 |
1.0585 |
|
| S3 |
1.0468 |
1.0501 |
1.0579 |
|
| S4 |
1.0405 |
1.0438 |
1.0562 |
|
|
| 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% |
0.0068 |
0.6% |
50% |
False |
False |
193,830 |
| 10 |
1.0669 |
1.0484 |
0.0185 |
1.7% |
0.0071 |
0.7% |
61% |
False |
False |
201,763 |
| 20 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0072 |
0.7% |
39% |
False |
False |
209,919 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0072 |
0.7% |
22% |
False |
False |
146,033 |
| 60 |
1.1225 |
1.0482 |
0.0743 |
7.0% |
0.0071 |
0.7% |
15% |
False |
False |
97,793 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0070 |
0.7% |
13% |
False |
False |
73,607 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0068 |
0.6% |
13% |
False |
False |
59,014 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0064 |
0.6% |
13% |
False |
False |
49,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0888 |
|
2.618 |
1.0786 |
|
1.618 |
1.0724 |
|
1.000 |
1.0685 |
|
0.618 |
1.0661 |
|
HIGH |
1.0623 |
|
0.618 |
1.0599 |
|
0.500 |
1.0591 |
|
0.382 |
1.0584 |
|
LOW |
1.0560 |
|
0.618 |
1.0521 |
|
1.000 |
1.0498 |
|
1.618 |
1.0459 |
|
2.618 |
1.0396 |
|
4.250 |
1.0294 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0594 |
1.0588 |
| PP |
1.0593 |
1.0581 |
| S1 |
1.0591 |
1.0573 |
|