CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.0584 |
-0.0067 |
-0.6% |
1.0771 |
| High |
1.0650 |
1.0604 |
-0.0046 |
-0.4% |
1.0771 |
| Low |
1.0623 |
1.0581 |
-0.0042 |
-0.4% |
1.0637 |
| Close |
1.0623 |
1.0604 |
-0.0019 |
-0.2% |
1.0709 |
| Range |
0.0027 |
0.0023 |
-0.0004 |
-14.8% |
0.0134 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
12 |
138 |
126 |
1,050.0% |
350 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0658 |
1.0617 |
|
| R3 |
1.0642 |
1.0635 |
1.0610 |
|
| R2 |
1.0619 |
1.0619 |
1.0608 |
|
| R1 |
1.0612 |
1.0612 |
1.0606 |
1.0616 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0598 |
| S1 |
1.0589 |
1.0589 |
1.0602 |
1.0593 |
| S2 |
1.0573 |
1.0573 |
1.0600 |
|
| S3 |
1.0550 |
1.0566 |
1.0598 |
|
| S4 |
1.0527 |
1.0543 |
1.0591 |
|
|
| 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 |
1.0702 |
|
2.618 |
1.0664 |
|
1.618 |
1.0641 |
|
1.000 |
1.0627 |
|
0.618 |
1.0618 |
|
HIGH |
1.0604 |
|
0.618 |
1.0595 |
|
0.500 |
1.0593 |
|
0.382 |
1.0590 |
|
LOW |
1.0581 |
|
0.618 |
1.0567 |
|
1.000 |
1.0558 |
|
1.618 |
1.0544 |
|
2.618 |
1.0521 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0664 |
| PP |
1.0596 |
1.0644 |
| S1 |
1.0593 |
1.0624 |
|