CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0650 |
-0.0070 |
-0.6% |
1.0771 |
| High |
1.0748 |
1.0650 |
-0.0098 |
-0.9% |
1.0771 |
| Low |
1.0702 |
1.0623 |
-0.0079 |
-0.7% |
1.0637 |
| Close |
1.0709 |
1.0623 |
-0.0086 |
-0.8% |
1.0709 |
| Range |
0.0046 |
0.0027 |
-0.0019 |
-41.3% |
0.0134 |
| ATR |
0.0049 |
0.0051 |
0.0003 |
5.5% |
0.0000 |
| Volume |
4 |
12 |
8 |
200.0% |
350 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0695 |
1.0638 |
|
| R3 |
1.0686 |
1.0668 |
1.0630 |
|
| R2 |
1.0659 |
1.0659 |
1.0628 |
|
| R1 |
1.0641 |
1.0641 |
1.0625 |
1.0637 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0630 |
| S1 |
1.0614 |
1.0614 |
1.0621 |
1.0610 |
| S2 |
1.0605 |
1.0605 |
1.0618 |
|
| S3 |
1.0578 |
1.0587 |
1.0616 |
|
| S4 |
1.0551 |
1.0560 |
1.0608 |
|
|
| 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 |
1.0765 |
|
2.618 |
1.0721 |
|
1.618 |
1.0694 |
|
1.000 |
1.0677 |
|
0.618 |
1.0667 |
|
HIGH |
1.0650 |
|
0.618 |
1.0640 |
|
0.500 |
1.0637 |
|
0.382 |
1.0633 |
|
LOW |
1.0623 |
|
0.618 |
1.0606 |
|
1.000 |
1.0596 |
|
1.618 |
1.0579 |
|
2.618 |
1.0552 |
|
4.250 |
1.0508 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0637 |
1.0685 |
| PP |
1.0632 |
1.0665 |
| S1 |
1.0628 |
1.0644 |
|