CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0674 |
-0.0059 |
-0.5% |
1.0800 |
| High |
1.0733 |
1.0674 |
-0.0059 |
-0.5% |
1.0866 |
| Low |
1.0695 |
1.0638 |
-0.0058 |
-0.5% |
1.0766 |
| Close |
1.0700 |
1.0642 |
-0.0059 |
-0.5% |
1.0782 |
| Range |
0.0038 |
0.0037 |
-0.0001 |
-2.7% |
0.0100 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.7% |
0.0000 |
| Volume |
74 |
141 |
67 |
90.5% |
364 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0738 |
1.0662 |
|
| R3 |
1.0724 |
1.0701 |
1.0652 |
|
| R2 |
1.0688 |
1.0688 |
1.0648 |
|
| R1 |
1.0665 |
1.0665 |
1.0645 |
1.0658 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0648 |
| S1 |
1.0628 |
1.0628 |
1.0638 |
1.0621 |
| S2 |
1.0615 |
1.0615 |
1.0635 |
|
| S3 |
1.0578 |
1.0592 |
1.0631 |
|
| S4 |
1.0542 |
1.0555 |
1.0621 |
|
|
| 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 |
1.0829 |
|
2.618 |
1.0770 |
|
1.618 |
1.0733 |
|
1.000 |
1.0711 |
|
0.618 |
1.0697 |
|
HIGH |
1.0674 |
|
0.618 |
1.0660 |
|
0.500 |
1.0656 |
|
0.382 |
1.0651 |
|
LOW |
1.0638 |
|
0.618 |
1.0615 |
|
1.000 |
1.0601 |
|
1.618 |
1.0578 |
|
2.618 |
1.0542 |
|
4.250 |
1.0482 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0656 |
1.0704 |
| PP |
1.0651 |
1.0683 |
| S1 |
1.0646 |
1.0662 |
|