CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0819 |
1.0815 |
-0.0004 |
0.0% |
1.0899 |
| High |
1.0840 |
1.0860 |
0.0020 |
0.2% |
1.0912 |
| Low |
1.0804 |
1.0815 |
0.0012 |
0.1% |
1.0798 |
| Close |
1.0804 |
1.0850 |
0.0046 |
0.4% |
1.0804 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.9% |
0.0114 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
425 |
248 |
-177 |
-41.6% |
846 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0975 |
1.0957 |
1.0874 |
|
| R3 |
1.0930 |
1.0912 |
1.0862 |
|
| R2 |
1.0886 |
1.0886 |
1.0858 |
|
| R1 |
1.0868 |
1.0868 |
1.0854 |
1.0877 |
| PP |
1.0841 |
1.0841 |
1.0841 |
1.0846 |
| S1 |
1.0823 |
1.0823 |
1.0845 |
1.0832 |
| S2 |
1.0797 |
1.0797 |
1.0841 |
|
| S3 |
1.0752 |
1.0779 |
1.0837 |
|
| S4 |
1.0708 |
1.0734 |
1.0825 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1178 |
1.1104 |
1.0866 |
|
| R3 |
1.1065 |
1.0991 |
1.0835 |
|
| R2 |
1.0951 |
1.0951 |
1.0824 |
|
| R1 |
1.0877 |
1.0877 |
1.0814 |
1.0858 |
| PP |
1.0838 |
1.0838 |
1.0838 |
1.0828 |
| S1 |
1.0764 |
1.0764 |
1.0793 |
1.0744 |
| S2 |
1.0724 |
1.0724 |
1.0783 |
|
| S3 |
1.0611 |
1.0650 |
1.0772 |
|
| S4 |
1.0497 |
1.0537 |
1.0741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0912 |
1.0798 |
0.0114 |
1.0% |
0.0047 |
0.4% |
45% |
False |
False |
218 |
| 10 |
1.1046 |
1.0798 |
0.0248 |
2.3% |
0.0051 |
0.5% |
21% |
False |
False |
318 |
| 20 |
1.1049 |
1.0798 |
0.0251 |
2.3% |
0.0045 |
0.4% |
21% |
False |
False |
180 |
| 40 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0046 |
0.4% |
9% |
False |
False |
116 |
| 60 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0045 |
0.4% |
9% |
False |
False |
101 |
| 80 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0041 |
0.4% |
9% |
False |
False |
83 |
| 100 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0038 |
0.4% |
9% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1049 |
|
2.618 |
1.0976 |
|
1.618 |
1.0932 |
|
1.000 |
1.0904 |
|
0.618 |
1.0887 |
|
HIGH |
1.0860 |
|
0.618 |
1.0843 |
|
0.500 |
1.0837 |
|
0.382 |
1.0832 |
|
LOW |
1.0815 |
|
0.618 |
1.0787 |
|
1.000 |
1.0771 |
|
1.618 |
1.0743 |
|
2.618 |
1.0698 |
|
4.250 |
1.0626 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0843 |
| PP |
1.0841 |
1.0836 |
| S1 |
1.0837 |
1.0829 |
|