CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0641 |
1.0615 |
-0.0027 |
-0.2% |
1.0640 |
| High |
1.0665 |
1.0688 |
0.0023 |
0.2% |
1.0715 |
| Low |
1.0599 |
1.0605 |
0.0007 |
0.1% |
1.0573 |
| Close |
1.0611 |
1.0655 |
0.0044 |
0.4% |
1.0588 |
| Range |
0.0067 |
0.0083 |
0.0016 |
24.1% |
0.0142 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.8% |
0.0000 |
| Volume |
889 |
1,154 |
265 |
29.8% |
9,049 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0897 |
1.0858 |
1.0700 |
|
| R3 |
1.0814 |
1.0776 |
1.0677 |
|
| R2 |
1.0732 |
1.0732 |
1.0670 |
|
| R1 |
1.0693 |
1.0693 |
1.0662 |
1.0712 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0659 |
| S1 |
1.0611 |
1.0611 |
1.0647 |
1.0630 |
| S2 |
1.0567 |
1.0567 |
1.0639 |
|
| S3 |
1.0484 |
1.0528 |
1.0632 |
|
| S4 |
1.0402 |
1.0446 |
1.0609 |
|
|
| 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 |
1.0688 |
1.0573 |
0.0115 |
1.1% |
0.0063 |
0.6% |
71% |
True |
False |
1,467 |
| 10 |
1.0715 |
1.0565 |
0.0150 |
1.4% |
0.0070 |
0.7% |
60% |
False |
False |
1,482 |
| 20 |
1.0761 |
1.0534 |
0.0227 |
2.1% |
0.0069 |
0.6% |
53% |
False |
False |
1,271 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0061 |
0.6% |
24% |
False |
False |
959 |
| 60 |
1.1268 |
1.0534 |
0.0735 |
6.9% |
0.0056 |
0.5% |
16% |
False |
False |
651 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0052 |
0.5% |
14% |
False |
False |
506 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0049 |
0.5% |
14% |
False |
False |
415 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0045 |
0.4% |
14% |
False |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1038 |
|
2.618 |
1.0903 |
|
1.618 |
1.0821 |
|
1.000 |
1.0770 |
|
0.618 |
1.0738 |
|
HIGH |
1.0688 |
|
0.618 |
1.0656 |
|
0.500 |
1.0646 |
|
0.382 |
1.0637 |
|
LOW |
1.0605 |
|
0.618 |
1.0554 |
|
1.000 |
1.0523 |
|
1.618 |
1.0472 |
|
2.618 |
1.0389 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0652 |
1.0651 |
| PP |
1.0649 |
1.0647 |
| S1 |
1.0646 |
1.0643 |
|