CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0640 |
0.0011 |
0.1% |
1.0647 |
| High |
1.0682 |
1.0652 |
-0.0030 |
-0.3% |
1.0682 |
| Low |
1.0565 |
1.0603 |
0.0038 |
0.4% |
1.0534 |
| Close |
1.0675 |
1.0646 |
-0.0029 |
-0.3% |
1.0675 |
| Range |
0.0117 |
0.0049 |
-0.0068 |
-57.9% |
0.0148 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.6% |
0.0000 |
| Volume |
928 |
636 |
-292 |
-31.5% |
6,697 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0762 |
1.0672 |
|
| R3 |
1.0732 |
1.0713 |
1.0659 |
|
| R2 |
1.0683 |
1.0683 |
1.0654 |
|
| R1 |
1.0664 |
1.0664 |
1.0650 |
1.0673 |
| PP |
1.0634 |
1.0634 |
1.0634 |
1.0638 |
| S1 |
1.0615 |
1.0615 |
1.0641 |
1.0624 |
| S2 |
1.0585 |
1.0585 |
1.0637 |
|
| S3 |
1.0536 |
1.0566 |
1.0632 |
|
| S4 |
1.0487 |
1.0517 |
1.0619 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1022 |
1.0756 |
|
| R3 |
1.0926 |
1.0874 |
1.0715 |
|
| R2 |
1.0778 |
1.0778 |
1.0702 |
|
| R1 |
1.0726 |
1.0726 |
1.0688 |
1.0752 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0643 |
| S1 |
1.0578 |
1.0578 |
1.0661 |
1.0604 |
| S2 |
1.0482 |
1.0482 |
1.0647 |
|
| S3 |
1.0334 |
1.0430 |
1.0634 |
|
| S4 |
1.0186 |
1.0282 |
1.0593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0682 |
1.0534 |
0.0148 |
1.4% |
0.0067 |
0.6% |
76% |
False |
False |
1,136 |
| 10 |
1.0702 |
1.0534 |
0.0169 |
1.6% |
0.0071 |
0.7% |
66% |
False |
False |
1,076 |
| 20 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0065 |
0.6% |
34% |
False |
False |
1,093 |
| 40 |
1.1049 |
1.0534 |
0.0515 |
4.8% |
0.0055 |
0.5% |
22% |
False |
False |
636 |
| 60 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0052 |
0.5% |
13% |
False |
False |
441 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0050 |
0.5% |
13% |
False |
False |
349 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0046 |
0.4% |
13% |
False |
False |
285 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0043 |
0.4% |
13% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0860 |
|
2.618 |
1.0780 |
|
1.618 |
1.0731 |
|
1.000 |
1.0701 |
|
0.618 |
1.0682 |
|
HIGH |
1.0652 |
|
0.618 |
1.0633 |
|
0.500 |
1.0628 |
|
0.382 |
1.0622 |
|
LOW |
1.0603 |
|
0.618 |
1.0573 |
|
1.000 |
1.0554 |
|
1.618 |
1.0524 |
|
2.618 |
1.0475 |
|
4.250 |
1.0395 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0638 |
| PP |
1.0634 |
1.0631 |
| S1 |
1.0628 |
1.0623 |
|