CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0619 |
1.0695 |
0.0076 |
0.7% |
1.0548 |
| High |
1.0703 |
1.0722 |
0.0019 |
0.2% |
1.0642 |
| Low |
1.0596 |
1.0607 |
0.0012 |
0.1% |
1.0544 |
| Close |
1.0699 |
1.0613 |
-0.0087 |
-0.8% |
1.0617 |
| Range |
0.0107 |
0.0115 |
0.0008 |
7.0% |
0.0098 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.0% |
0.0000 |
| Volume |
226,858 |
243,411 |
16,553 |
7.3% |
968,331 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0916 |
1.0675 |
|
| R3 |
1.0876 |
1.0802 |
1.0644 |
|
| R2 |
1.0762 |
1.0762 |
1.0633 |
|
| R1 |
1.0687 |
1.0687 |
1.0623 |
1.0667 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0637 |
| S1 |
1.0573 |
1.0573 |
1.0602 |
1.0553 |
| S2 |
1.0533 |
1.0533 |
1.0592 |
|
| S3 |
1.0418 |
1.0458 |
1.0581 |
|
| S4 |
1.0304 |
1.0344 |
1.0550 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0854 |
1.0671 |
|
| R3 |
1.0797 |
1.0756 |
1.0644 |
|
| R2 |
1.0699 |
1.0699 |
1.0635 |
|
| R1 |
1.0658 |
1.0658 |
1.0626 |
1.0678 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0611 |
| S1 |
1.0560 |
1.0560 |
1.0608 |
1.0580 |
| S2 |
1.0503 |
1.0503 |
1.0599 |
|
| S3 |
1.0405 |
1.0462 |
1.0590 |
|
| S4 |
1.0307 |
1.0364 |
1.0563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0722 |
1.0550 |
0.0172 |
1.6% |
0.0084 |
0.8% |
37% |
True |
False |
211,464 |
| 10 |
1.0722 |
1.0524 |
0.0198 |
1.9% |
0.0076 |
0.7% |
45% |
True |
False |
202,647 |
| 20 |
1.0722 |
1.0482 |
0.0240 |
2.3% |
0.0076 |
0.7% |
54% |
True |
False |
215,957 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0074 |
0.7% |
25% |
False |
False |
172,196 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0070 |
0.7% |
20% |
False |
False |
115,283 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0072 |
0.7% |
15% |
False |
False |
86,788 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0070 |
0.7% |
15% |
False |
False |
69,575 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0066 |
0.6% |
15% |
False |
False |
58,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1208 |
|
2.618 |
1.1021 |
|
1.618 |
1.0907 |
|
1.000 |
1.0836 |
|
0.618 |
1.0792 |
|
HIGH |
1.0722 |
|
0.618 |
1.0678 |
|
0.500 |
1.0664 |
|
0.382 |
1.0651 |
|
LOW |
1.0607 |
|
0.618 |
1.0536 |
|
1.000 |
1.0493 |
|
1.618 |
1.0422 |
|
2.618 |
1.0307 |
|
4.250 |
1.0120 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0656 |
| PP |
1.0647 |
1.0641 |
| S1 |
1.0630 |
1.0627 |
|