CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0633 |
1.0641 |
0.0008 |
0.1% |
1.0640 |
| High |
1.0669 |
1.0665 |
-0.0004 |
0.0% |
1.0715 |
| Low |
1.0610 |
1.0599 |
-0.0012 |
-0.1% |
1.0573 |
| Close |
1.0646 |
1.0611 |
-0.0035 |
-0.3% |
1.0588 |
| Range |
0.0059 |
0.0067 |
0.0008 |
12.7% |
0.0142 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,393 |
889 |
-504 |
-36.2% |
9,049 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0784 |
1.0648 |
|
| R3 |
1.0758 |
1.0718 |
1.0629 |
|
| R2 |
1.0691 |
1.0691 |
1.0623 |
|
| R1 |
1.0651 |
1.0651 |
1.0617 |
1.0638 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0618 |
| S1 |
1.0585 |
1.0585 |
1.0605 |
1.0572 |
| S2 |
1.0558 |
1.0558 |
1.0599 |
|
| S3 |
1.0492 |
1.0518 |
1.0593 |
|
| S4 |
1.0425 |
1.0452 |
1.0574 |
|
|
| 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% |
0.0068 |
0.6% |
27% |
False |
False |
1,560 |
| 10 |
1.0715 |
1.0565 |
0.0150 |
1.4% |
0.0066 |
0.6% |
31% |
False |
False |
1,417 |
| 20 |
1.0762 |
1.0534 |
0.0229 |
2.2% |
0.0067 |
0.6% |
34% |
False |
False |
1,230 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0060 |
0.6% |
15% |
False |
False |
932 |
| 60 |
1.1268 |
1.0534 |
0.0735 |
6.9% |
0.0056 |
0.5% |
11% |
False |
False |
633 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0051 |
0.5% |
9% |
False |
False |
492 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0049 |
0.5% |
9% |
False |
False |
404 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0045 |
0.4% |
9% |
False |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0948 |
|
2.618 |
1.0839 |
|
1.618 |
1.0773 |
|
1.000 |
1.0732 |
|
0.618 |
1.0706 |
|
HIGH |
1.0665 |
|
0.618 |
1.0640 |
|
0.500 |
1.0632 |
|
0.382 |
1.0624 |
|
LOW |
1.0599 |
|
0.618 |
1.0557 |
|
1.000 |
1.0532 |
|
1.618 |
1.0491 |
|
2.618 |
1.0424 |
|
4.250 |
1.0316 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0632 |
1.0631 |
| PP |
1.0625 |
1.0625 |
| S1 |
1.0618 |
1.0618 |
|