CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0637 |
1.0720 |
0.0083 |
0.8% |
1.0771 |
| High |
1.0701 |
1.0748 |
0.0047 |
0.4% |
1.0771 |
| Low |
1.0637 |
1.0702 |
0.0065 |
0.6% |
1.0637 |
| Close |
1.0686 |
1.0709 |
0.0024 |
0.2% |
1.0709 |
| Range |
0.0064 |
0.0046 |
-0.0018 |
-28.1% |
0.0134 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.2% |
0.0000 |
| Volume |
19 |
4 |
-15 |
-78.9% |
350 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0829 |
1.0734 |
|
| R3 |
1.0811 |
1.0783 |
1.0722 |
|
| R2 |
1.0765 |
1.0765 |
1.0717 |
|
| R1 |
1.0737 |
1.0737 |
1.0713 |
1.0728 |
| PP |
1.0719 |
1.0719 |
1.0719 |
1.0715 |
| S1 |
1.0691 |
1.0691 |
1.0705 |
1.0682 |
| S2 |
1.0673 |
1.0673 |
1.0701 |
|
| S3 |
1.0627 |
1.0645 |
1.0696 |
|
| S4 |
1.0581 |
1.0599 |
1.0684 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1042 |
1.0783 |
|
| R3 |
1.0974 |
1.0908 |
1.0746 |
|
| R2 |
1.0840 |
1.0840 |
1.0734 |
|
| R1 |
1.0774 |
1.0774 |
1.0721 |
1.0740 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0689 |
| S1 |
1.0640 |
1.0640 |
1.0697 |
1.0606 |
| S2 |
1.0572 |
1.0572 |
1.0684 |
|
| S3 |
1.0438 |
1.0506 |
1.0672 |
|
| S4 |
1.0304 |
1.0372 |
1.0635 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0868 |
|
1.618 |
1.0822 |
|
1.000 |
1.0794 |
|
0.618 |
1.0776 |
|
HIGH |
1.0748 |
|
0.618 |
1.0730 |
|
0.500 |
1.0725 |
|
0.382 |
1.0719 |
|
LOW |
1.0702 |
|
0.618 |
1.0673 |
|
1.000 |
1.0656 |
|
1.618 |
1.0627 |
|
2.618 |
1.0581 |
|
4.250 |
1.0506 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0725 |
1.0703 |
| PP |
1.0719 |
1.0698 |
| S1 |
1.0714 |
1.0692 |
|