CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0864 |
1.0886 |
0.0022 |
0.2% |
1.0910 |
| High |
1.0909 |
1.0886 |
-0.0023 |
-0.2% |
1.0910 |
| Low |
1.0864 |
1.0877 |
0.0013 |
0.1% |
1.0851 |
| Close |
1.0880 |
1.0877 |
-0.0003 |
0.0% |
1.0852 |
| Range |
0.0045 |
0.0009 |
-0.0036 |
-80.0% |
0.0059 |
| ATR |
0.0047 |
0.0044 |
-0.0003 |
-5.8% |
0.0000 |
| Volume |
111 |
10 |
-101 |
-91.0% |
467 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0901 |
1.0882 |
|
| R3 |
1.0898 |
1.0892 |
1.0879 |
|
| R2 |
1.0889 |
1.0889 |
1.0879 |
|
| R1 |
1.0883 |
1.0883 |
1.0878 |
1.0882 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0879 |
| S1 |
1.0874 |
1.0874 |
1.0876 |
1.0873 |
| S2 |
1.0871 |
1.0871 |
1.0875 |
|
| S3 |
1.0862 |
1.0865 |
1.0875 |
|
| S4 |
1.0853 |
1.0856 |
1.0872 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1008 |
1.0884 |
|
| R3 |
1.0988 |
1.0949 |
1.0868 |
|
| R2 |
1.0929 |
1.0929 |
1.0863 |
|
| R1 |
1.0891 |
1.0891 |
1.0857 |
1.0881 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0866 |
| S1 |
1.0832 |
1.0832 |
1.0847 |
1.0822 |
| S2 |
1.0812 |
1.0812 |
1.0841 |
|
| S3 |
1.0754 |
1.0774 |
1.0836 |
|
| S4 |
1.0695 |
1.0715 |
1.0820 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0924 |
|
2.618 |
1.0910 |
|
1.618 |
1.0901 |
|
1.000 |
1.0895 |
|
0.618 |
1.0892 |
|
HIGH |
1.0886 |
|
0.618 |
1.0883 |
|
0.500 |
1.0882 |
|
0.382 |
1.0880 |
|
LOW |
1.0877 |
|
0.618 |
1.0871 |
|
1.000 |
1.0868 |
|
1.618 |
1.0862 |
|
2.618 |
1.0853 |
|
4.250 |
1.0839 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0887 |
| PP |
1.0880 |
1.0883 |
| S1 |
1.0879 |
1.0880 |
|