CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0590 |
-0.0024 |
-0.2% |
1.0548 |
| High |
1.0630 |
1.0591 |
-0.0039 |
-0.4% |
1.0642 |
| Low |
1.0589 |
1.0543 |
-0.0046 |
-0.4% |
1.0544 |
| Close |
1.0590 |
1.0583 |
-0.0007 |
-0.1% |
1.0617 |
| Range |
0.0042 |
0.0049 |
0.0007 |
16.9% |
0.0098 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
186,477 |
206,007 |
19,530 |
10.5% |
968,331 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0699 |
1.0609 |
|
| R3 |
1.0669 |
1.0650 |
1.0596 |
|
| R2 |
1.0621 |
1.0621 |
1.0591 |
|
| R1 |
1.0602 |
1.0602 |
1.0587 |
1.0587 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0565 |
| S1 |
1.0553 |
1.0553 |
1.0578 |
1.0538 |
| S2 |
1.0524 |
1.0524 |
1.0574 |
|
| S3 |
1.0475 |
1.0505 |
1.0569 |
|
| S4 |
1.0427 |
1.0456 |
1.0556 |
|
|
| 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 |
1.0543 |
0.0179 |
1.7% |
0.0070 |
0.7% |
22% |
False |
True |
206,931 |
| 10 |
1.0722 |
1.0524 |
0.0198 |
1.9% |
0.0068 |
0.6% |
30% |
False |
False |
201,956 |
| 20 |
1.0722 |
1.0482 |
0.0240 |
2.3% |
0.0072 |
0.7% |
42% |
False |
False |
209,520 |
| 40 |
1.0994 |
1.0482 |
0.0512 |
4.8% |
0.0071 |
0.7% |
20% |
False |
False |
181,678 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0070 |
0.7% |
16% |
False |
False |
121,793 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
11% |
False |
False |
91,682 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0070 |
0.7% |
11% |
False |
False |
73,496 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0066 |
0.6% |
11% |
False |
False |
61,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0797 |
|
2.618 |
1.0718 |
|
1.618 |
1.0669 |
|
1.000 |
1.0640 |
|
0.618 |
1.0621 |
|
HIGH |
1.0591 |
|
0.618 |
1.0572 |
|
0.500 |
1.0567 |
|
0.382 |
1.0561 |
|
LOW |
1.0543 |
|
0.618 |
1.0513 |
|
1.000 |
1.0494 |
|
1.618 |
1.0464 |
|
2.618 |
1.0416 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0632 |
| PP |
1.0572 |
1.0616 |
| S1 |
1.0567 |
1.0599 |
|