CME Euro FX (E) Future March 2024
Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.0775 |
1.0743 |
-0.0032 |
-0.3% |
1.0815 |
High |
1.0827 |
1.0762 |
-0.0065 |
-0.6% |
1.0865 |
Low |
1.0743 |
1.0709 |
-0.0035 |
-0.3% |
1.0727 |
Close |
1.0777 |
1.0751 |
-0.0026 |
-0.2% |
1.0752 |
Range |
0.0084 |
0.0054 |
-0.0030 |
-35.9% |
0.0138 |
ATR |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0000 |
Volume |
834 |
325 |
-509 |
-61.0% |
5,952 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0901 |
1.0880 |
1.0780 |
|
R3 |
1.0848 |
1.0826 |
1.0766 |
|
R2 |
1.0794 |
1.0794 |
1.0761 |
|
R1 |
1.0773 |
1.0773 |
1.0756 |
1.0783 |
PP |
1.0741 |
1.0741 |
1.0741 |
1.0746 |
S1 |
1.0719 |
1.0719 |
1.0746 |
1.0730 |
S2 |
1.0687 |
1.0687 |
1.0741 |
|
S3 |
1.0634 |
1.0666 |
1.0736 |
|
S4 |
1.0580 |
1.0612 |
1.0722 |
|
|
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 |
1.0827 |
1.0709 |
0.0118 |
1.1% |
0.0048 |
0.4% |
36% |
False |
True |
818 |
10 |
1.0865 |
1.0709 |
0.0157 |
1.5% |
0.0053 |
0.5% |
27% |
False |
True |
1,035 |
20 |
1.1046 |
1.0709 |
0.0338 |
3.1% |
0.0053 |
0.5% |
13% |
False |
True |
648 |
40 |
1.1268 |
1.0709 |
0.0560 |
5.2% |
0.0050 |
0.5% |
8% |
False |
True |
342 |
60 |
1.1382 |
1.0709 |
0.0673 |
6.3% |
0.0046 |
0.4% |
6% |
False |
True |
251 |
80 |
1.1382 |
1.0709 |
0.0673 |
6.3% |
0.0044 |
0.4% |
6% |
False |
True |
201 |
100 |
1.1382 |
1.0709 |
0.0673 |
6.3% |
0.0040 |
0.4% |
6% |
False |
True |
165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0989 |
2.618 |
1.0902 |
1.618 |
1.0849 |
1.000 |
1.0816 |
0.618 |
1.0795 |
HIGH |
1.0762 |
0.618 |
1.0742 |
0.500 |
1.0735 |
0.382 |
1.0729 |
LOW |
1.0709 |
0.618 |
1.0675 |
1.000 |
1.0655 |
1.618 |
1.0622 |
2.618 |
1.0568 |
4.250 |
1.0481 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0746 |
1.0768 |
PP |
1.0741 |
1.0762 |
S1 |
1.0735 |
1.0757 |
|