CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0771 |
0.0002 |
0.0% |
1.0800 |
| High |
1.0791 |
1.0771 |
-0.0020 |
-0.2% |
1.0866 |
| Low |
1.0766 |
1.0714 |
-0.0052 |
-0.5% |
1.0766 |
| Close |
1.0782 |
1.0721 |
-0.0061 |
-0.6% |
1.0782 |
| Range |
0.0025 |
0.0057 |
0.0032 |
128.0% |
0.0100 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
3.9% |
0.0000 |
| Volume |
150 |
112 |
-38 |
-25.3% |
364 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0906 |
1.0871 |
1.0752 |
|
| R3 |
1.0849 |
1.0814 |
1.0737 |
|
| R2 |
1.0792 |
1.0792 |
1.0731 |
|
| R1 |
1.0757 |
1.0757 |
1.0726 |
1.0746 |
| PP |
1.0735 |
1.0735 |
1.0735 |
1.0730 |
| S1 |
1.0700 |
1.0700 |
1.0716 |
1.0689 |
| S2 |
1.0678 |
1.0678 |
1.0711 |
|
| S3 |
1.0621 |
1.0643 |
1.0705 |
|
| S4 |
1.0564 |
1.0586 |
1.0690 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.1043 |
1.0837 |
|
| R3 |
1.1004 |
1.0943 |
1.0810 |
|
| R2 |
1.0904 |
1.0904 |
1.0800 |
|
| R1 |
1.0843 |
1.0843 |
1.0791 |
1.0824 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0795 |
| S1 |
1.0743 |
1.0743 |
1.0773 |
1.0724 |
| S2 |
1.0704 |
1.0704 |
1.0764 |
|
| S3 |
1.0604 |
1.0643 |
1.0755 |
|
| S4 |
1.0504 |
1.0543 |
1.0727 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0920 |
|
1.618 |
1.0863 |
|
1.000 |
1.0828 |
|
0.618 |
1.0806 |
|
HIGH |
1.0771 |
|
0.618 |
1.0749 |
|
0.500 |
1.0743 |
|
0.382 |
1.0736 |
|
LOW |
1.0714 |
|
0.618 |
1.0679 |
|
1.000 |
1.0657 |
|
1.618 |
1.0622 |
|
2.618 |
1.0565 |
|
4.250 |
1.0472 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0743 |
1.0756 |
| PP |
1.0735 |
1.0744 |
| S1 |
1.0728 |
1.0733 |
|