CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0548 |
1.0587 |
0.0040 |
0.4% |
1.0739 |
| High |
1.0615 |
1.0632 |
0.0017 |
0.2% |
1.0742 |
| Low |
1.0537 |
1.0586 |
0.0049 |
0.5% |
1.0578 |
| Close |
1.0586 |
1.0632 |
0.0046 |
0.4% |
1.0663 |
| Range |
0.0079 |
0.0047 |
-0.0032 |
-40.8% |
0.0164 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
2,325 |
507 |
-1,818 |
-78.2% |
4,351 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0756 |
1.0740 |
1.0657 |
|
| R3 |
1.0709 |
1.0694 |
1.0644 |
|
| R2 |
1.0663 |
1.0663 |
1.0640 |
|
| R1 |
1.0647 |
1.0647 |
1.0636 |
1.0655 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0620 |
| S1 |
1.0601 |
1.0601 |
1.0627 |
1.0609 |
| S2 |
1.0570 |
1.0570 |
1.0623 |
|
| S3 |
1.0523 |
1.0554 |
1.0619 |
|
| S4 |
1.0477 |
1.0508 |
1.0606 |
|
|
| 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% |
0.0067 |
0.6% |
58% |
False |
False |
1,387 |
| 10 |
1.0761 |
1.0534 |
0.0227 |
2.1% |
0.0068 |
0.6% |
43% |
False |
False |
1,061 |
| 20 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0060 |
0.6% |
30% |
False |
False |
1,048 |
| 40 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0053 |
0.5% |
16% |
False |
False |
598 |
| 60 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0051 |
0.5% |
12% |
False |
False |
418 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0049 |
0.5% |
12% |
False |
False |
330 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0045 |
0.4% |
12% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0830 |
|
2.618 |
1.0754 |
|
1.618 |
1.0707 |
|
1.000 |
1.0679 |
|
0.618 |
1.0661 |
|
HIGH |
1.0632 |
|
0.618 |
1.0614 |
|
0.500 |
1.0609 |
|
0.382 |
1.0603 |
|
LOW |
1.0586 |
|
0.618 |
1.0557 |
|
1.000 |
1.0539 |
|
1.618 |
1.0510 |
|
2.618 |
1.0464 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0615 |
| PP |
1.0616 |
1.0599 |
| S1 |
1.0609 |
1.0583 |
|