CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0853 |
1.0863 |
0.0010 |
0.1% |
1.0899 |
| High |
1.0865 |
1.0863 |
-0.0003 |
0.0% |
1.0912 |
| Low |
1.0809 |
1.0828 |
0.0019 |
0.2% |
1.0798 |
| Close |
1.0833 |
1.0831 |
-0.0002 |
0.0% |
1.0804 |
| Range |
0.0056 |
0.0035 |
-0.0022 |
-38.4% |
0.0114 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
1,291 |
2,903 |
1,612 |
124.9% |
846 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0922 |
1.0849 |
|
| R3 |
1.0909 |
1.0887 |
1.0840 |
|
| R2 |
1.0875 |
1.0875 |
1.0837 |
|
| R1 |
1.0853 |
1.0853 |
1.0834 |
1.0847 |
| PP |
1.0840 |
1.0840 |
1.0840 |
1.0837 |
| S1 |
1.0818 |
1.0818 |
1.0827 |
1.0812 |
| S2 |
1.0806 |
1.0806 |
1.0824 |
|
| S3 |
1.0771 |
1.0784 |
1.0821 |
|
| S4 |
1.0737 |
1.0749 |
1.0812 |
|
|
| 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 |
1.0865 |
1.0798 |
0.0067 |
0.6% |
0.0042 |
0.4% |
49% |
False |
False |
1,008 |
| 10 |
1.1046 |
1.0798 |
0.0248 |
2.3% |
0.0055 |
0.5% |
13% |
False |
False |
626 |
| 20 |
1.1049 |
1.0798 |
0.0251 |
2.3% |
0.0048 |
0.4% |
13% |
False |
False |
388 |
| 40 |
1.1375 |
1.0798 |
0.0577 |
5.3% |
0.0047 |
0.4% |
6% |
False |
False |
218 |
| 60 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0044 |
0.4% |
6% |
False |
False |
170 |
| 80 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0042 |
0.4% |
6% |
False |
False |
135 |
| 100 |
1.1382 |
1.0798 |
0.0584 |
5.4% |
0.0039 |
0.4% |
6% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1009 |
|
2.618 |
1.0953 |
|
1.618 |
1.0918 |
|
1.000 |
1.0897 |
|
0.618 |
1.0884 |
|
HIGH |
1.0863 |
|
0.618 |
1.0849 |
|
0.500 |
1.0845 |
|
0.382 |
1.0841 |
|
LOW |
1.0828 |
|
0.618 |
1.0807 |
|
1.000 |
1.0794 |
|
1.618 |
1.0772 |
|
2.618 |
1.0738 |
|
4.250 |
1.0681 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0837 |
| PP |
1.0840 |
1.0835 |
| S1 |
1.0835 |
1.0833 |
|