CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0771 |
1.0733 |
-0.0039 |
-0.4% |
1.0800 |
| High |
1.0771 |
1.0733 |
-0.0039 |
-0.4% |
1.0866 |
| Low |
1.0714 |
1.0695 |
-0.0019 |
-0.2% |
1.0766 |
| Close |
1.0721 |
1.0700 |
-0.0021 |
-0.2% |
1.0782 |
| Range |
0.0057 |
0.0038 |
-0.0020 |
-34.2% |
0.0100 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
112 |
74 |
-38 |
-33.9% |
364 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0798 |
1.0721 |
|
| R3 |
1.0784 |
1.0761 |
1.0710 |
|
| R2 |
1.0747 |
1.0747 |
1.0707 |
|
| R1 |
1.0723 |
1.0723 |
1.0703 |
1.0716 |
| PP |
1.0709 |
1.0709 |
1.0709 |
1.0706 |
| S1 |
1.0686 |
1.0686 |
1.0697 |
1.0679 |
| S2 |
1.0672 |
1.0672 |
1.0693 |
|
| S3 |
1.0634 |
1.0648 |
1.0690 |
|
| S4 |
1.0597 |
1.0611 |
1.0679 |
|
|
| 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 |
1.0892 |
|
2.618 |
1.0831 |
|
1.618 |
1.0793 |
|
1.000 |
1.0770 |
|
0.618 |
1.0756 |
|
HIGH |
1.0733 |
|
0.618 |
1.0718 |
|
0.500 |
1.0714 |
|
0.382 |
1.0709 |
|
LOW |
1.0695 |
|
0.618 |
1.0672 |
|
1.000 |
1.0658 |
|
1.618 |
1.0634 |
|
2.618 |
1.0597 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0714 |
1.0743 |
| PP |
1.0709 |
1.0729 |
| S1 |
1.0705 |
1.0714 |
|