CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0649 |
0.0035 |
0.3% |
1.0599 |
| High |
1.0688 |
1.0676 |
-0.0012 |
-0.1% |
1.0688 |
| Low |
1.0605 |
1.0638 |
0.0033 |
0.3% |
1.0594 |
| Close |
1.0655 |
1.0665 |
0.0011 |
0.1% |
1.0665 |
| Range |
0.0083 |
0.0038 |
-0.0045 |
-54.5% |
0.0094 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1,154 |
660 |
-494 |
-42.8% |
5,503 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0756 |
1.0686 |
|
| R3 |
1.0735 |
1.0719 |
1.0675 |
|
| R2 |
1.0697 |
1.0697 |
1.0672 |
|
| R1 |
1.0681 |
1.0681 |
1.0668 |
1.0689 |
| PP |
1.0660 |
1.0660 |
1.0660 |
1.0664 |
| S1 |
1.0644 |
1.0644 |
1.0662 |
1.0652 |
| S2 |
1.0622 |
1.0622 |
1.0658 |
|
| S3 |
1.0585 |
1.0606 |
1.0655 |
|
| S4 |
1.0547 |
1.0569 |
1.0644 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0892 |
1.0717 |
|
| R3 |
1.0837 |
1.0798 |
1.0691 |
|
| R2 |
1.0743 |
1.0743 |
1.0682 |
|
| R1 |
1.0704 |
1.0704 |
1.0674 |
1.0723 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0658 |
| S1 |
1.0610 |
1.0610 |
1.0656 |
1.0629 |
| S2 |
1.0555 |
1.0555 |
1.0648 |
|
| S3 |
1.0461 |
1.0516 |
1.0639 |
|
| S4 |
1.0367 |
1.0422 |
1.0613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0688 |
1.0594 |
0.0094 |
0.9% |
0.0058 |
0.5% |
76% |
False |
False |
1,100 |
| 10 |
1.0715 |
1.0573 |
0.0142 |
1.3% |
0.0062 |
0.6% |
65% |
False |
False |
1,455 |
| 20 |
1.0742 |
1.0534 |
0.0208 |
2.0% |
0.0068 |
0.6% |
63% |
False |
False |
1,280 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0061 |
0.6% |
26% |
False |
False |
974 |
| 60 |
1.1168 |
1.0534 |
0.0635 |
5.9% |
0.0054 |
0.5% |
21% |
False |
False |
662 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0052 |
0.5% |
16% |
False |
False |
514 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0050 |
0.5% |
16% |
False |
False |
421 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0045 |
0.4% |
16% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0835 |
|
2.618 |
1.0774 |
|
1.618 |
1.0736 |
|
1.000 |
1.0713 |
|
0.618 |
1.0699 |
|
HIGH |
1.0676 |
|
0.618 |
1.0661 |
|
0.500 |
1.0657 |
|
0.382 |
1.0652 |
|
LOW |
1.0638 |
|
0.618 |
1.0615 |
|
1.000 |
1.0601 |
|
1.618 |
1.0577 |
|
2.618 |
1.0540 |
|
4.250 |
1.0479 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0662 |
1.0658 |
| PP |
1.0660 |
1.0650 |
| S1 |
1.0657 |
1.0643 |
|