CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0863 |
1.0837 |
-0.0026 |
-0.2% |
1.0899 |
| High |
1.0863 |
1.0845 |
-0.0018 |
-0.2% |
1.0912 |
| Low |
1.0828 |
1.0727 |
-0.0101 |
-0.9% |
1.0798 |
| Close |
1.0831 |
1.0727 |
-0.0104 |
-1.0% |
1.0804 |
| Range |
0.0035 |
0.0118 |
0.0084 |
242.0% |
0.0114 |
| ATR |
0.0052 |
0.0056 |
0.0005 |
9.2% |
0.0000 |
| Volume |
2,903 |
1,400 |
-1,503 |
-51.8% |
846 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1120 |
1.1042 |
1.0792 |
|
| R3 |
1.1002 |
1.0924 |
1.0759 |
|
| R2 |
1.0884 |
1.0884 |
1.0749 |
|
| R1 |
1.0806 |
1.0806 |
1.0738 |
1.0786 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0757 |
| S1 |
1.0688 |
1.0688 |
1.0716 |
1.0668 |
| S2 |
1.0648 |
1.0648 |
1.0705 |
|
| S3 |
1.0530 |
1.0570 |
1.0695 |
|
| S4 |
1.0412 |
1.0452 |
1.0662 |
|
|
| 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 |
1.0727 |
0.0138 |
1.3% |
0.0058 |
0.5% |
0% |
False |
True |
1,253 |
| 10 |
1.1046 |
1.0727 |
0.0319 |
3.0% |
0.0063 |
0.6% |
0% |
False |
True |
679 |
| 20 |
1.1046 |
1.0727 |
0.0319 |
3.0% |
0.0051 |
0.5% |
0% |
False |
True |
457 |
| 40 |
1.1295 |
1.0727 |
0.0568 |
5.3% |
0.0049 |
0.5% |
0% |
False |
True |
253 |
| 60 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0046 |
0.4% |
0% |
False |
True |
189 |
| 80 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0042 |
0.4% |
0% |
False |
True |
152 |
| 100 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0039 |
0.4% |
0% |
False |
True |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1154 |
|
1.618 |
1.1036 |
|
1.000 |
1.0963 |
|
0.618 |
1.0918 |
|
HIGH |
1.0845 |
|
0.618 |
1.0800 |
|
0.500 |
1.0786 |
|
0.382 |
1.0772 |
|
LOW |
1.0727 |
|
0.618 |
1.0654 |
|
1.000 |
1.0609 |
|
1.618 |
1.0536 |
|
2.618 |
1.0418 |
|
4.250 |
1.0226 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0796 |
| PP |
1.0766 |
1.0773 |
| S1 |
1.0747 |
1.0750 |
|