CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0700 |
0.0010 |
0.1% |
1.0647 |
| High |
1.0713 |
1.0715 |
0.0003 |
0.0% |
1.0682 |
| Low |
1.0666 |
1.0604 |
-0.0062 |
-0.6% |
1.0534 |
| Close |
1.0686 |
1.0604 |
-0.0082 |
-0.8% |
1.0675 |
| Range |
0.0047 |
0.0111 |
0.0065 |
138.7% |
0.0148 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
5.1% |
0.0000 |
| Volume |
3,225 |
1,618 |
-1,607 |
-49.8% |
6,697 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0900 |
1.0665 |
|
| R3 |
1.0863 |
1.0789 |
1.0635 |
|
| R2 |
1.0752 |
1.0752 |
1.0624 |
|
| R1 |
1.0678 |
1.0678 |
1.0614 |
1.0660 |
| PP |
1.0641 |
1.0641 |
1.0641 |
1.0632 |
| S1 |
1.0567 |
1.0567 |
1.0594 |
1.0549 |
| S2 |
1.0530 |
1.0530 |
1.0584 |
|
| S3 |
1.0419 |
1.0456 |
1.0573 |
|
| S4 |
1.0308 |
1.0345 |
1.0543 |
|
|
| 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 |
1.0715 |
1.0565 |
0.0150 |
1.4% |
0.0077 |
0.7% |
26% |
True |
False |
1,496 |
| 10 |
1.0715 |
1.0534 |
0.0182 |
1.7% |
0.0072 |
0.7% |
39% |
True |
False |
1,441 |
| 20 |
1.0827 |
1.0534 |
0.0293 |
2.8% |
0.0065 |
0.6% |
24% |
False |
False |
1,109 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0058 |
0.5% |
14% |
False |
False |
783 |
| 60 |
1.1295 |
1.0534 |
0.0762 |
7.2% |
0.0054 |
0.5% |
9% |
False |
False |
538 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0050 |
0.5% |
8% |
False |
False |
419 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0047 |
0.4% |
8% |
False |
False |
343 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0044 |
0.4% |
8% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.1006 |
|
1.618 |
1.0895 |
|
1.000 |
1.0826 |
|
0.618 |
1.0784 |
|
HIGH |
1.0715 |
|
0.618 |
1.0673 |
|
0.500 |
1.0660 |
|
0.382 |
1.0646 |
|
LOW |
1.0604 |
|
0.618 |
1.0535 |
|
1.000 |
1.0493 |
|
1.618 |
1.0424 |
|
2.618 |
1.0313 |
|
4.250 |
1.0132 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0660 |
1.0660 |
| PP |
1.0641 |
1.0641 |
| S1 |
1.0623 |
1.0623 |
|