CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0647 |
1.0562 |
-0.0085 |
-0.8% |
1.0739 |
| High |
1.0675 |
1.0576 |
-0.0099 |
-0.9% |
1.0742 |
| Low |
1.0564 |
1.0534 |
-0.0031 |
-0.3% |
1.0578 |
| Close |
1.0577 |
1.0559 |
-0.0019 |
-0.2% |
1.0663 |
| Range |
0.0111 |
0.0043 |
-0.0069 |
-61.7% |
0.0164 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1,649 |
1,288 |
-361 |
-21.9% |
4,351 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0664 |
1.0582 |
|
| R3 |
1.0641 |
1.0621 |
1.0570 |
|
| R2 |
1.0599 |
1.0599 |
1.0566 |
|
| R1 |
1.0579 |
1.0579 |
1.0562 |
1.0567 |
| PP |
1.0556 |
1.0556 |
1.0556 |
1.0550 |
| S1 |
1.0536 |
1.0536 |
1.0555 |
1.0525 |
| S2 |
1.0514 |
1.0514 |
1.0551 |
|
| S3 |
1.0471 |
1.0494 |
1.0547 |
|
| S4 |
1.0429 |
1.0451 |
1.0535 |
|
|
| 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 |
1.0534 |
0.0169 |
1.6% |
0.0076 |
0.7% |
15% |
False |
True |
1,102 |
| 10 |
1.0827 |
1.0534 |
0.0293 |
2.8% |
0.0069 |
0.7% |
9% |
False |
True |
893 |
| 20 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0057 |
0.5% |
8% |
False |
True |
917 |
| 40 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0052 |
0.5% |
4% |
False |
True |
528 |
| 60 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0051 |
0.5% |
3% |
False |
True |
373 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0048 |
0.5% |
3% |
False |
True |
295 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0044 |
0.4% |
3% |
False |
True |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0757 |
|
2.618 |
1.0687 |
|
1.618 |
1.0645 |
|
1.000 |
1.0619 |
|
0.618 |
1.0602 |
|
HIGH |
1.0576 |
|
0.618 |
1.0560 |
|
0.500 |
1.0555 |
|
0.382 |
1.0550 |
|
LOW |
1.0534 |
|
0.618 |
1.0507 |
|
1.000 |
1.0491 |
|
1.618 |
1.0465 |
|
2.618 |
1.0422 |
|
4.250 |
1.0353 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0618 |
| PP |
1.0556 |
1.0598 |
| S1 |
1.0555 |
1.0578 |
|