CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0739 |
1.0671 |
-0.0068 |
-0.6% |
1.0759 |
| High |
1.0742 |
1.0698 |
-0.0044 |
-0.4% |
1.0827 |
| Low |
1.0668 |
1.0652 |
-0.0017 |
-0.2% |
1.0705 |
| Close |
1.0675 |
1.0654 |
-0.0022 |
-0.2% |
1.0736 |
| Range |
0.0074 |
0.0046 |
-0.0028 |
-37.4% |
0.0122 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
922 |
852 |
-70 |
-7.6% |
4,472 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0806 |
1.0776 |
1.0679 |
|
| R3 |
1.0760 |
1.0730 |
1.0666 |
|
| R2 |
1.0714 |
1.0714 |
1.0662 |
|
| R1 |
1.0684 |
1.0684 |
1.0658 |
1.0676 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0664 |
| S1 |
1.0638 |
1.0638 |
1.0649 |
1.0630 |
| S2 |
1.0622 |
1.0622 |
1.0645 |
|
| S3 |
1.0576 |
1.0592 |
1.0641 |
|
| S4 |
1.0530 |
1.0546 |
1.0628 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1051 |
1.0803 |
|
| R3 |
1.1000 |
1.0929 |
1.0770 |
|
| R2 |
1.0878 |
1.0878 |
1.0758 |
|
| R1 |
1.0807 |
1.0807 |
1.0747 |
1.0781 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0743 |
| S1 |
1.0685 |
1.0685 |
1.0725 |
1.0659 |
| S2 |
1.0634 |
1.0634 |
1.0714 |
|
| S3 |
1.0512 |
1.0563 |
1.0702 |
|
| S4 |
1.0390 |
1.0441 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0827 |
1.0652 |
0.0175 |
1.6% |
0.0063 |
0.6% |
1% |
False |
True |
684 |
| 10 |
1.0863 |
1.0652 |
0.0211 |
2.0% |
0.0057 |
0.5% |
1% |
False |
True |
1,065 |
| 20 |
1.1046 |
1.0652 |
0.0395 |
3.7% |
0.0057 |
0.5% |
1% |
False |
True |
756 |
| 40 |
1.1158 |
1.0652 |
0.0506 |
4.7% |
0.0047 |
0.4% |
0% |
False |
True |
395 |
| 60 |
1.1382 |
1.0652 |
0.0730 |
6.9% |
0.0048 |
0.4% |
0% |
False |
True |
288 |
| 80 |
1.1382 |
1.0652 |
0.0730 |
6.9% |
0.0046 |
0.4% |
0% |
False |
True |
228 |
| 100 |
1.1382 |
1.0652 |
0.0730 |
6.9% |
0.0041 |
0.4% |
0% |
False |
True |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0818 |
|
1.618 |
1.0772 |
|
1.000 |
1.0744 |
|
0.618 |
1.0726 |
|
HIGH |
1.0698 |
|
0.618 |
1.0680 |
|
0.500 |
1.0675 |
|
0.382 |
1.0669 |
|
LOW |
1.0652 |
|
0.618 |
1.0623 |
|
1.000 |
1.0606 |
|
1.618 |
1.0577 |
|
2.618 |
1.0531 |
|
4.250 |
1.0456 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0706 |
| PP |
1.0668 |
1.0689 |
| S1 |
1.0661 |
1.0671 |
|