CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0775 |
0.0008 |
0.1% |
1.0815 |
| High |
1.0807 |
1.0827 |
0.0020 |
0.2% |
1.0865 |
| Low |
1.0768 |
1.0743 |
-0.0025 |
-0.2% |
1.0727 |
| Close |
1.0768 |
1.0777 |
0.0010 |
0.1% |
1.0752 |
| Range |
0.0040 |
0.0084 |
0.0044 |
111.4% |
0.0138 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.2% |
0.0000 |
| Volume |
1,602 |
834 |
-768 |
-47.9% |
5,952 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0988 |
1.0823 |
|
| R3 |
1.0949 |
1.0905 |
1.0800 |
|
| R2 |
1.0866 |
1.0866 |
1.0792 |
|
| R1 |
1.0821 |
1.0821 |
1.0785 |
1.0844 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0793 |
| S1 |
1.0738 |
1.0738 |
1.0769 |
1.0760 |
| S2 |
1.0699 |
1.0699 |
1.0762 |
|
| S3 |
1.0615 |
1.0654 |
1.0754 |
|
| S4 |
1.0532 |
1.0571 |
1.0731 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1112 |
1.0828 |
|
| R3 |
1.1057 |
1.0974 |
1.0790 |
|
| R2 |
1.0919 |
1.0919 |
1.0777 |
|
| R1 |
1.0836 |
1.0836 |
1.0765 |
1.0809 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0768 |
| S1 |
1.0698 |
1.0698 |
1.0739 |
1.0671 |
| S2 |
1.0643 |
1.0643 |
1.0727 |
|
| S3 |
1.0505 |
1.0560 |
1.0714 |
|
| S4 |
1.0367 |
1.0422 |
1.0676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0845 |
1.0727 |
0.0118 |
1.1% |
0.0061 |
0.6% |
42% |
False |
False |
1,033 |
| 10 |
1.0865 |
1.0727 |
0.0138 |
1.3% |
0.0052 |
0.5% |
36% |
False |
False |
1,021 |
| 20 |
1.1046 |
1.0727 |
0.0319 |
3.0% |
0.0053 |
0.5% |
16% |
False |
False |
634 |
| 40 |
1.1268 |
1.0727 |
0.0541 |
5.0% |
0.0050 |
0.5% |
9% |
False |
False |
335 |
| 60 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0046 |
0.4% |
8% |
False |
False |
247 |
| 80 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0044 |
0.4% |
8% |
False |
False |
197 |
| 100 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0040 |
0.4% |
8% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1045 |
|
1.618 |
1.0962 |
|
1.000 |
1.0910 |
|
0.618 |
1.0878 |
|
HIGH |
1.0827 |
|
0.618 |
1.0795 |
|
0.500 |
1.0785 |
|
0.382 |
1.0775 |
|
LOW |
1.0743 |
|
0.618 |
1.0691 |
|
1.000 |
1.0660 |
|
1.618 |
1.0608 |
|
2.618 |
1.0524 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0785 |
| PP |
1.0782 |
1.0782 |
| S1 |
1.0780 |
1.0780 |
|