CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0626 |
-0.0009 |
-0.1% |
1.0664 |
| High |
1.0635 |
1.0666 |
0.0031 |
0.3% |
1.0763 |
| Low |
1.0595 |
1.0605 |
0.0010 |
0.1% |
1.0595 |
| Close |
1.0630 |
1.0637 |
0.0007 |
0.1% |
1.0637 |
| Range |
0.0040 |
0.0061 |
0.0021 |
52.5% |
0.0168 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,538 |
1,123 |
-415 |
-27.0% |
4,566 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0789 |
1.0670 |
|
| R3 |
1.0758 |
1.0728 |
1.0653 |
|
| R2 |
1.0697 |
1.0697 |
1.0648 |
|
| R1 |
1.0667 |
1.0667 |
1.0642 |
1.0682 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0643 |
| S1 |
1.0606 |
1.0606 |
1.0631 |
1.0621 |
| S2 |
1.0575 |
1.0575 |
1.0625 |
|
| S3 |
1.0514 |
1.0545 |
1.0620 |
|
| S4 |
1.0453 |
1.0484 |
1.0603 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1169 |
1.1071 |
1.0729 |
|
| R3 |
1.1001 |
1.0903 |
1.0683 |
|
| R2 |
1.0833 |
1.0833 |
1.0667 |
|
| R1 |
1.0735 |
1.0735 |
1.0652 |
1.0700 |
| PP |
1.0665 |
1.0665 |
1.0665 |
1.0647 |
| S1 |
1.0567 |
1.0567 |
1.0621 |
1.0532 |
| S2 |
1.0497 |
1.0497 |
1.0606 |
|
| S3 |
1.0329 |
1.0399 |
1.0590 |
|
| S4 |
1.0161 |
1.0231 |
1.0544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0763 |
1.0595 |
0.0168 |
1.6% |
0.0070 |
0.7% |
25% |
False |
False |
913 |
| 10 |
1.0763 |
1.0594 |
0.0170 |
1.6% |
0.0064 |
0.6% |
25% |
False |
False |
1,006 |
| 20 |
1.0763 |
1.0534 |
0.0230 |
2.2% |
0.0068 |
0.6% |
45% |
False |
False |
1,290 |
| 40 |
1.0992 |
1.0534 |
0.0459 |
4.3% |
0.0064 |
0.6% |
22% |
False |
False |
1,036 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0056 |
0.5% |
17% |
False |
False |
734 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0055 |
0.5% |
12% |
False |
False |
568 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0052 |
0.5% |
12% |
False |
False |
465 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0047 |
0.4% |
12% |
False |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0925 |
|
2.618 |
1.0825 |
|
1.618 |
1.0764 |
|
1.000 |
1.0727 |
|
0.618 |
1.0703 |
|
HIGH |
1.0666 |
|
0.618 |
1.0642 |
|
0.500 |
1.0635 |
|
0.382 |
1.0628 |
|
LOW |
1.0605 |
|
0.618 |
1.0567 |
|
1.000 |
1.0544 |
|
1.618 |
1.0506 |
|
2.618 |
1.0445 |
|
4.250 |
1.0345 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0636 |
1.0636 |
| PP |
1.0636 |
1.0636 |
| S1 |
1.0635 |
1.0636 |
|