CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0866 |
1.0780 |
-0.0086 |
-0.8% |
1.0899 |
| High |
1.0866 |
1.0797 |
-0.0069 |
-0.6% |
1.0909 |
| Low |
1.0817 |
1.0780 |
-0.0037 |
-0.3% |
1.0774 |
| Close |
1.0822 |
1.0797 |
-0.0025 |
-0.2% |
1.0798 |
| Range |
0.0049 |
0.0018 |
-0.0032 |
-64.3% |
0.0136 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
86 |
2 |
-84 |
-97.7% |
148 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0844 |
1.0838 |
1.0807 |
|
| R3 |
1.0826 |
1.0820 |
1.0802 |
|
| R2 |
1.0809 |
1.0809 |
1.0800 |
|
| R1 |
1.0803 |
1.0803 |
1.0799 |
1.0806 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0793 |
| S1 |
1.0785 |
1.0785 |
1.0795 |
1.0788 |
| S2 |
1.0774 |
1.0774 |
1.0794 |
|
| S3 |
1.0756 |
1.0768 |
1.0792 |
|
| S4 |
1.0739 |
1.0750 |
1.0787 |
|
|
| 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 |
1.0871 |
|
2.618 |
1.0843 |
|
1.618 |
1.0825 |
|
1.000 |
1.0815 |
|
0.618 |
1.0808 |
|
HIGH |
1.0797 |
|
0.618 |
1.0790 |
|
0.500 |
1.0788 |
|
0.382 |
1.0786 |
|
LOW |
1.0780 |
|
0.618 |
1.0769 |
|
1.000 |
1.0762 |
|
1.618 |
1.0751 |
|
2.618 |
1.0734 |
|
4.250 |
1.0705 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0794 |
1.0823 |
| PP |
1.0791 |
1.0814 |
| S1 |
1.0788 |
1.0806 |
|