CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0650 |
0.0010 |
0.1% |
1.0647 |
| High |
1.0652 |
1.0699 |
0.0047 |
0.4% |
1.0682 |
| Low |
1.0603 |
1.0636 |
0.0033 |
0.3% |
1.0534 |
| Close |
1.0646 |
1.0679 |
0.0034 |
0.3% |
1.0675 |
| Range |
0.0049 |
0.0064 |
0.0015 |
29.6% |
0.0148 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
636 |
1,077 |
441 |
69.3% |
6,697 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0862 |
1.0834 |
1.0714 |
|
| R3 |
1.0798 |
1.0770 |
1.0696 |
|
| R2 |
1.0735 |
1.0735 |
1.0691 |
|
| R1 |
1.0707 |
1.0707 |
1.0685 |
1.0721 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0678 |
| S1 |
1.0643 |
1.0643 |
1.0673 |
1.0657 |
| S2 |
1.0608 |
1.0608 |
1.0667 |
|
| S3 |
1.0544 |
1.0580 |
1.0662 |
|
| S4 |
1.0481 |
1.0516 |
1.0644 |
|
|
| 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 |
1.0699 |
1.0537 |
0.0163 |
1.5% |
0.0071 |
0.7% |
88% |
True |
False |
1,094 |
| 10 |
1.0702 |
1.0534 |
0.0169 |
1.6% |
0.0073 |
0.7% |
86% |
False |
False |
1,098 |
| 20 |
1.0863 |
1.0534 |
0.0329 |
3.1% |
0.0065 |
0.6% |
44% |
False |
False |
1,082 |
| 40 |
1.1049 |
1.0534 |
0.0515 |
4.8% |
0.0055 |
0.5% |
28% |
False |
False |
662 |
| 60 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0053 |
0.5% |
17% |
False |
False |
458 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0049 |
0.5% |
17% |
False |
False |
362 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0046 |
0.4% |
17% |
False |
False |
295 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0043 |
0.4% |
17% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0865 |
|
1.618 |
1.0802 |
|
1.000 |
1.0763 |
|
0.618 |
1.0738 |
|
HIGH |
1.0699 |
|
0.618 |
1.0675 |
|
0.500 |
1.0667 |
|
0.382 |
1.0660 |
|
LOW |
1.0636 |
|
0.618 |
1.0596 |
|
1.000 |
1.0572 |
|
1.618 |
1.0533 |
|
2.618 |
1.0469 |
|
4.250 |
1.0366 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0663 |
| PP |
1.0671 |
1.0648 |
| S1 |
1.0667 |
1.0632 |
|