CME Euro FX (E) Future June 2024
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.0876 |
1.0803 |
-0.0073 |
-0.7% |
1.0899 |
High |
1.0876 |
1.0803 |
-0.0073 |
-0.7% |
1.0909 |
Low |
1.0774 |
1.0793 |
0.0019 |
0.2% |
1.0774 |
Close |
1.0774 |
1.0798 |
0.0024 |
0.2% |
1.0798 |
Range |
0.0102 |
0.0011 |
-0.0092 |
-89.7% |
0.0136 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
21 |
4 |
-17 |
-81.0% |
148 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0829 |
1.0824 |
1.0803 |
|
R3 |
1.0819 |
1.0813 |
1.0800 |
|
R2 |
1.0808 |
1.0808 |
1.0799 |
|
R1 |
1.0803 |
1.0803 |
1.0798 |
1.0800 |
PP |
1.0798 |
1.0798 |
1.0798 |
1.0796 |
S1 |
1.0792 |
1.0792 |
1.0797 |
1.0790 |
S2 |
1.0787 |
1.0787 |
1.0796 |
|
S3 |
1.0777 |
1.0782 |
1.0795 |
|
S4 |
1.0766 |
1.0771 |
1.0792 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1233 |
1.1151 |
1.0872 |
|
R3 |
1.1098 |
1.1015 |
1.0835 |
|
R2 |
1.0962 |
1.0962 |
1.0822 |
|
R1 |
1.0880 |
1.0880 |
1.0810 |
1.0853 |
PP |
1.0827 |
1.0827 |
1.0827 |
1.0813 |
S1 |
1.0744 |
1.0744 |
1.0785 |
1.0718 |
S2 |
1.0691 |
1.0691 |
1.0773 |
|
S3 |
1.0556 |
1.0609 |
1.0760 |
|
S4 |
1.0420 |
1.0473 |
1.0723 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0848 |
2.618 |
1.0830 |
1.618 |
1.0820 |
1.000 |
1.0814 |
0.618 |
1.0809 |
HIGH |
1.0803 |
0.618 |
1.0799 |
0.500 |
1.0798 |
0.382 |
1.0797 |
LOW |
1.0793 |
0.618 |
1.0786 |
1.000 |
1.0782 |
1.618 |
1.0776 |
2.618 |
1.0765 |
4.250 |
1.0748 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.0798 |
1.0830 |
PP |
1.0798 |
1.0819 |
S1 |
1.0798 |
1.0808 |
|