CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0648 |
0.0048 |
0.5% |
1.0739 |
| High |
1.0664 |
1.0702 |
0.0039 |
0.4% |
1.0742 |
| Low |
1.0578 |
1.0644 |
0.0067 |
0.6% |
1.0578 |
| Close |
1.0640 |
1.0663 |
0.0023 |
0.2% |
1.0663 |
| Range |
0.0086 |
0.0058 |
-0.0028 |
-32.6% |
0.0164 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
336 |
1,166 |
830 |
247.0% |
4,351 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0844 |
1.0811 |
1.0694 |
|
| R3 |
1.0786 |
1.0753 |
1.0678 |
|
| R2 |
1.0728 |
1.0728 |
1.0673 |
|
| R1 |
1.0695 |
1.0695 |
1.0668 |
1.0711 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0678 |
| S1 |
1.0637 |
1.0637 |
1.0657 |
1.0653 |
| S2 |
1.0612 |
1.0612 |
1.0652 |
|
| S3 |
1.0554 |
1.0579 |
1.0647 |
|
| S4 |
1.0496 |
1.0521 |
1.0631 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1072 |
1.0753 |
|
| R3 |
1.0989 |
1.0908 |
1.0708 |
|
| R2 |
1.0825 |
1.0825 |
1.0693 |
|
| R1 |
1.0744 |
1.0744 |
1.0678 |
1.0702 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0640 |
| S1 |
1.0580 |
1.0580 |
1.0647 |
1.0538 |
| S2 |
1.0497 |
1.0497 |
1.0632 |
|
| S3 |
1.0333 |
1.0416 |
1.0617 |
|
| S4 |
1.0169 |
1.0252 |
1.0572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0742 |
1.0578 |
0.0164 |
1.5% |
0.0069 |
0.6% |
52% |
False |
False |
870 |
| 10 |
1.0827 |
1.0578 |
0.0249 |
2.3% |
0.0061 |
0.6% |
34% |
False |
False |
882 |
| 20 |
1.0992 |
1.0578 |
0.0415 |
3.9% |
0.0059 |
0.6% |
21% |
False |
False |
782 |
| 40 |
1.1158 |
1.0578 |
0.0580 |
5.4% |
0.0051 |
0.5% |
15% |
False |
False |
456 |
| 60 |
1.1382 |
1.0578 |
0.0804 |
7.5% |
0.0050 |
0.5% |
11% |
False |
False |
327 |
| 80 |
1.1382 |
1.0578 |
0.0804 |
7.5% |
0.0047 |
0.4% |
11% |
False |
False |
259 |
| 100 |
1.1382 |
1.0578 |
0.0804 |
7.5% |
0.0043 |
0.4% |
11% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0854 |
|
1.618 |
1.0796 |
|
1.000 |
1.0760 |
|
0.618 |
1.0738 |
|
HIGH |
1.0702 |
|
0.618 |
1.0680 |
|
0.500 |
1.0673 |
|
0.382 |
1.0666 |
|
LOW |
1.0644 |
|
0.618 |
1.0608 |
|
1.000 |
1.0586 |
|
1.618 |
1.0550 |
|
2.618 |
1.0492 |
|
4.250 |
1.0398 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0655 |
| PP |
1.0670 |
1.0647 |
| S1 |
1.0666 |
1.0640 |
|