CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0608 |
1.0599 |
-0.0009 |
-0.1% |
1.0640 |
| High |
1.0635 |
1.0637 |
0.0002 |
0.0% |
1.0715 |
| Low |
1.0573 |
1.0594 |
0.0021 |
0.2% |
1.0573 |
| Close |
1.0588 |
1.0631 |
0.0043 |
0.4% |
1.0588 |
| Range |
0.0062 |
0.0043 |
-0.0019 |
-30.6% |
0.0142 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
2,493 |
1,407 |
-1,086 |
-43.6% |
9,049 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0749 |
1.0733 |
1.0655 |
|
| R3 |
1.0706 |
1.0690 |
1.0643 |
|
| R2 |
1.0663 |
1.0663 |
1.0639 |
|
| R1 |
1.0647 |
1.0647 |
1.0635 |
1.0655 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0624 |
| S1 |
1.0604 |
1.0604 |
1.0627 |
1.0612 |
| S2 |
1.0577 |
1.0577 |
1.0623 |
|
| S3 |
1.0534 |
1.0561 |
1.0619 |
|
| S4 |
1.0491 |
1.0518 |
1.0607 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0962 |
1.0666 |
|
| R3 |
1.0909 |
1.0820 |
1.0627 |
|
| R2 |
1.0767 |
1.0767 |
1.0614 |
|
| R1 |
1.0678 |
1.0678 |
1.0601 |
1.0652 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0612 |
| S1 |
1.0536 |
1.0536 |
1.0575 |
1.0510 |
| S2 |
1.0483 |
1.0483 |
1.0562 |
|
| S3 |
1.0341 |
1.0394 |
1.0549 |
|
| S4 |
1.0199 |
1.0252 |
1.0510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0715 |
1.0573 |
0.0142 |
1.3% |
0.0065 |
0.6% |
41% |
False |
False |
1,964 |
| 10 |
1.0715 |
1.0534 |
0.0182 |
1.7% |
0.0066 |
0.6% |
54% |
False |
False |
1,550 |
| 20 |
1.0827 |
1.0534 |
0.0293 |
2.8% |
0.0067 |
0.6% |
33% |
False |
False |
1,237 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0059 |
0.6% |
19% |
False |
False |
880 |
| 60 |
1.1268 |
1.0534 |
0.0735 |
6.9% |
0.0055 |
0.5% |
13% |
False |
False |
603 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0050 |
0.5% |
11% |
False |
False |
465 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0048 |
0.4% |
11% |
False |
False |
381 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0044 |
0.4% |
11% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0819 |
|
2.618 |
1.0749 |
|
1.618 |
1.0706 |
|
1.000 |
1.0680 |
|
0.618 |
1.0663 |
|
HIGH |
1.0637 |
|
0.618 |
1.0620 |
|
0.500 |
1.0615 |
|
0.382 |
1.0610 |
|
LOW |
1.0594 |
|
0.618 |
1.0567 |
|
1.000 |
1.0551 |
|
1.618 |
1.0524 |
|
2.618 |
1.0481 |
|
4.250 |
1.0411 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0644 |
| PP |
1.0620 |
1.0640 |
| S1 |
1.0615 |
1.0635 |
|