CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0803 |
1.0800 |
-0.0004 |
0.0% |
1.0899 |
| High |
1.0803 |
1.0828 |
0.0025 |
0.2% |
1.0909 |
| Low |
1.0793 |
1.0800 |
0.0007 |
0.1% |
1.0774 |
| Close |
1.0798 |
1.0815 |
0.0017 |
0.2% |
1.0798 |
| Range |
0.0011 |
0.0029 |
0.0018 |
171.4% |
0.0136 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
4 |
41 |
37 |
925.0% |
148 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0886 |
1.0830 |
|
| R3 |
1.0871 |
1.0857 |
1.0822 |
|
| R2 |
1.0843 |
1.0843 |
1.0820 |
|
| R1 |
1.0829 |
1.0829 |
1.0817 |
1.0836 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0818 |
| S1 |
1.0800 |
1.0800 |
1.0812 |
1.0807 |
| S2 |
1.0786 |
1.0786 |
1.0809 |
|
| S3 |
1.0757 |
1.0772 |
1.0807 |
|
| S4 |
1.0729 |
1.0743 |
1.0799 |
|
|
| 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 |
1.0949 |
|
2.618 |
1.0903 |
|
1.618 |
1.0874 |
|
1.000 |
1.0857 |
|
0.618 |
1.0846 |
|
HIGH |
1.0828 |
|
0.618 |
1.0817 |
|
0.500 |
1.0814 |
|
0.382 |
1.0810 |
|
LOW |
1.0800 |
|
0.618 |
1.0782 |
|
1.000 |
1.0771 |
|
1.618 |
1.0753 |
|
2.618 |
1.0725 |
|
4.250 |
1.0678 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0825 |
| PP |
1.0814 |
1.0821 |
| S1 |
1.0814 |
1.0818 |
|