CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0648 |
1.0647 |
-0.0001 |
0.0% |
1.0739 |
| High |
1.0702 |
1.0675 |
-0.0027 |
-0.3% |
1.0742 |
| Low |
1.0644 |
1.0564 |
-0.0080 |
-0.8% |
1.0578 |
| Close |
1.0663 |
1.0577 |
-0.0086 |
-0.8% |
1.0663 |
| Range |
0.0058 |
0.0111 |
0.0053 |
91.4% |
0.0164 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.0% |
0.0000 |
| Volume |
1,166 |
1,649 |
483 |
41.4% |
4,351 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0869 |
1.0638 |
|
| R3 |
1.0827 |
1.0758 |
1.0608 |
|
| R2 |
1.0716 |
1.0716 |
1.0597 |
|
| R1 |
1.0647 |
1.0647 |
1.0587 |
1.0626 |
| PP |
1.0605 |
1.0605 |
1.0605 |
1.0595 |
| S1 |
1.0536 |
1.0536 |
1.0567 |
1.0515 |
| S2 |
1.0494 |
1.0494 |
1.0557 |
|
| S3 |
1.0383 |
1.0425 |
1.0546 |
|
| S4 |
1.0272 |
1.0314 |
1.0516 |
|
|
| 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 |
1.0702 |
1.0564 |
0.0138 |
1.3% |
0.0076 |
0.7% |
9% |
False |
True |
1,015 |
| 10 |
1.0827 |
1.0564 |
0.0263 |
2.5% |
0.0069 |
0.6% |
5% |
False |
True |
925 |
| 20 |
1.0912 |
1.0564 |
0.0348 |
3.3% |
0.0060 |
0.6% |
4% |
False |
True |
863 |
| 40 |
1.1158 |
1.0564 |
0.0594 |
5.6% |
0.0052 |
0.5% |
2% |
False |
True |
496 |
| 60 |
1.1382 |
1.0564 |
0.0818 |
7.7% |
0.0051 |
0.5% |
2% |
False |
True |
353 |
| 80 |
1.1382 |
1.0564 |
0.0818 |
7.7% |
0.0049 |
0.5% |
2% |
False |
True |
279 |
| 100 |
1.1382 |
1.0564 |
0.0818 |
7.7% |
0.0044 |
0.4% |
2% |
False |
True |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1147 |
|
2.618 |
1.0966 |
|
1.618 |
1.0855 |
|
1.000 |
1.0786 |
|
0.618 |
1.0744 |
|
HIGH |
1.0675 |
|
0.618 |
1.0633 |
|
0.500 |
1.0620 |
|
0.382 |
1.0606 |
|
LOW |
1.0564 |
|
0.618 |
1.0495 |
|
1.000 |
1.0453 |
|
1.618 |
1.0384 |
|
2.618 |
1.0273 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0620 |
1.0633 |
| PP |
1.0605 |
1.0614 |
| S1 |
1.0591 |
1.0596 |
|