CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0605 |
1.0563 |
-0.0042 |
-0.4% |
1.0586 |
| High |
1.0622 |
1.0642 |
0.0020 |
0.2% |
1.0669 |
| Low |
1.0550 |
1.0553 |
0.0004 |
0.0% |
1.0524 |
| Close |
1.0562 |
1.0607 |
0.0045 |
0.4% |
1.0540 |
| Range |
0.0072 |
0.0089 |
0.0017 |
22.9% |
0.0145 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.7% |
0.0000 |
| Volume |
177,083 |
238,062 |
60,979 |
34.4% |
940,496 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0866 |
1.0825 |
1.0655 |
|
| R3 |
1.0777 |
1.0736 |
1.0631 |
|
| R2 |
1.0689 |
1.0689 |
1.0623 |
|
| R1 |
1.0648 |
1.0648 |
1.0615 |
1.0668 |
| PP |
1.0600 |
1.0600 |
1.0600 |
1.0611 |
| S1 |
1.0559 |
1.0559 |
1.0598 |
1.0580 |
| S2 |
1.0512 |
1.0512 |
1.0590 |
|
| S3 |
1.0423 |
1.0471 |
1.0582 |
|
| S4 |
1.0335 |
1.0382 |
1.0558 |
|
|
| 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 |
1.0642 |
1.0524 |
0.0118 |
1.1% |
0.0067 |
0.6% |
70% |
True |
False |
196,981 |
| 10 |
1.0669 |
1.0514 |
0.0155 |
1.5% |
0.0074 |
0.7% |
60% |
False |
False |
201,995 |
| 20 |
1.0711 |
1.0482 |
0.0229 |
2.2% |
0.0073 |
0.7% |
54% |
False |
False |
208,260 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
24% |
False |
False |
156,290 |
| 60 |
1.1225 |
1.0482 |
0.0743 |
7.0% |
0.0072 |
0.7% |
17% |
False |
False |
104,684 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
14% |
False |
False |
78,785 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0069 |
0.7% |
14% |
False |
False |
63,162 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0065 |
0.6% |
14% |
False |
False |
52,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1018 |
|
2.618 |
1.0873 |
|
1.618 |
1.0785 |
|
1.000 |
1.0730 |
|
0.618 |
1.0696 |
|
HIGH |
1.0642 |
|
0.618 |
1.0608 |
|
0.500 |
1.0597 |
|
0.382 |
1.0587 |
|
LOW |
1.0553 |
|
0.618 |
1.0498 |
|
1.000 |
1.0465 |
|
1.618 |
1.0410 |
|
2.618 |
1.0321 |
|
4.250 |
1.0177 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0603 |
1.0603 |
| PP |
1.0600 |
1.0599 |
| S1 |
1.0597 |
1.0596 |
|