CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0589 |
1.0605 |
0.0016 |
0.2% |
1.0586 |
| High |
1.0623 |
1.0622 |
-0.0001 |
0.0% |
1.0669 |
| Low |
1.0560 |
1.0550 |
-0.0011 |
-0.1% |
1.0524 |
| Close |
1.0596 |
1.0562 |
-0.0034 |
-0.3% |
1.0540 |
| Range |
0.0063 |
0.0072 |
0.0010 |
15.2% |
0.0145 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.0% |
0.0000 |
| Volume |
224,402 |
177,083 |
-47,319 |
-21.1% |
940,496 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0750 |
1.0602 |
|
| R3 |
1.0722 |
1.0678 |
1.0582 |
|
| R2 |
1.0650 |
1.0650 |
1.0575 |
|
| R1 |
1.0606 |
1.0606 |
1.0569 |
1.0592 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0571 |
| S1 |
1.0534 |
1.0534 |
1.0555 |
1.0520 |
| S2 |
1.0506 |
1.0506 |
1.0549 |
|
| S3 |
1.0434 |
1.0462 |
1.0542 |
|
| S4 |
1.0362 |
1.0390 |
1.0522 |
|
|
| 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% |
0.0072 |
0.7% |
27% |
False |
False |
190,642 |
| 10 |
1.0669 |
1.0514 |
0.0155 |
1.5% |
0.0070 |
0.7% |
31% |
False |
False |
196,035 |
| 20 |
1.0713 |
1.0482 |
0.0231 |
2.2% |
0.0071 |
0.7% |
35% |
False |
False |
208,256 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
15% |
False |
False |
150,418 |
| 60 |
1.1225 |
1.0482 |
0.0743 |
7.0% |
0.0071 |
0.7% |
11% |
False |
False |
100,729 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
9% |
False |
False |
75,814 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0069 |
0.7% |
9% |
False |
False |
60,782 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0065 |
0.6% |
9% |
False |
False |
50,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0928 |
|
2.618 |
1.0810 |
|
1.618 |
1.0738 |
|
1.000 |
1.0694 |
|
0.618 |
1.0666 |
|
HIGH |
1.0622 |
|
0.618 |
1.0594 |
|
0.500 |
1.0586 |
|
0.382 |
1.0577 |
|
LOW |
1.0550 |
|
0.618 |
1.0505 |
|
1.000 |
1.0478 |
|
1.618 |
1.0433 |
|
2.618 |
1.0361 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0583 |
| PP |
1.0578 |
1.0576 |
| S1 |
1.0570 |
1.0569 |
|