CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0657 |
1.0600 |
-0.0057 |
-0.5% |
1.0759 |
| High |
1.0660 |
1.0664 |
0.0004 |
0.0% |
1.0827 |
| Low |
1.0579 |
1.0578 |
-0.0002 |
0.0% |
1.0705 |
| Close |
1.0595 |
1.0640 |
0.0045 |
0.4% |
1.0736 |
| Range |
0.0081 |
0.0086 |
0.0006 |
6.8% |
0.0122 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1,075 |
336 |
-739 |
-68.7% |
4,472 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0849 |
1.0687 |
|
| R3 |
1.0799 |
1.0763 |
1.0664 |
|
| R2 |
1.0713 |
1.0713 |
1.0656 |
|
| R1 |
1.0677 |
1.0677 |
1.0648 |
1.0695 |
| PP |
1.0627 |
1.0627 |
1.0627 |
1.0636 |
| S1 |
1.0591 |
1.0591 |
1.0632 |
1.0609 |
| S2 |
1.0541 |
1.0541 |
1.0624 |
|
| S3 |
1.0455 |
1.0505 |
1.0616 |
|
| S4 |
1.0369 |
1.0419 |
1.0593 |
|
|
| 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 |
1.0761 |
1.0578 |
0.0183 |
1.7% |
0.0068 |
0.6% |
34% |
False |
True |
735 |
| 10 |
1.0827 |
1.0578 |
0.0249 |
2.3% |
0.0058 |
0.5% |
25% |
False |
True |
776 |
| 20 |
1.1046 |
1.0578 |
0.0469 |
4.4% |
0.0061 |
0.6% |
13% |
False |
True |
728 |
| 40 |
1.1158 |
1.0578 |
0.0580 |
5.5% |
0.0050 |
0.5% |
11% |
False |
True |
427 |
| 60 |
1.1382 |
1.0578 |
0.0804 |
7.6% |
0.0050 |
0.5% |
8% |
False |
True |
309 |
| 80 |
1.1382 |
1.0578 |
0.0804 |
7.6% |
0.0047 |
0.4% |
8% |
False |
True |
244 |
| 100 |
1.1382 |
1.0578 |
0.0804 |
7.6% |
0.0042 |
0.4% |
8% |
False |
True |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0889 |
|
1.618 |
1.0803 |
|
1.000 |
1.0750 |
|
0.618 |
1.0717 |
|
HIGH |
1.0664 |
|
0.618 |
1.0631 |
|
0.500 |
1.0621 |
|
0.382 |
1.0610 |
|
LOW |
1.0578 |
|
0.618 |
1.0524 |
|
1.000 |
1.0492 |
|
1.618 |
1.0438 |
|
2.618 |
1.0352 |
|
4.250 |
1.0212 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0634 |
1.0639 |
| PP |
1.0627 |
1.0638 |
| S1 |
1.0621 |
1.0638 |
|