CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0654 |
0.0024 |
0.2% |
1.0771 |
| High |
1.0646 |
1.0677 |
0.0031 |
0.3% |
1.0771 |
| Low |
1.0630 |
1.0654 |
0.0024 |
0.2% |
1.0637 |
| Close |
1.0630 |
1.0677 |
0.0047 |
0.4% |
1.0709 |
| Range |
0.0016 |
0.0023 |
0.0007 |
40.6% |
0.0134 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
298 |
24 |
-274 |
-91.9% |
350 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0729 |
1.0689 |
|
| R3 |
1.0714 |
1.0707 |
1.0683 |
|
| R2 |
1.0692 |
1.0692 |
1.0681 |
|
| R1 |
1.0684 |
1.0684 |
1.0679 |
1.0688 |
| PP |
1.0669 |
1.0669 |
1.0669 |
1.0671 |
| S1 |
1.0662 |
1.0662 |
1.0674 |
1.0665 |
| S2 |
1.0647 |
1.0647 |
1.0672 |
|
| S3 |
1.0624 |
1.0639 |
1.0670 |
|
| S4 |
1.0602 |
1.0617 |
1.0664 |
|
|
| 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 |
1.0772 |
|
2.618 |
1.0735 |
|
1.618 |
1.0713 |
|
1.000 |
1.0699 |
|
0.618 |
1.0690 |
|
HIGH |
1.0677 |
|
0.618 |
1.0668 |
|
0.500 |
1.0665 |
|
0.382 |
1.0663 |
|
LOW |
1.0654 |
|
0.618 |
1.0640 |
|
1.000 |
1.0632 |
|
1.618 |
1.0618 |
|
2.618 |
1.0595 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0661 |
| PP |
1.0669 |
1.0645 |
| S1 |
1.0665 |
1.0629 |
|