CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0669 |
0.0015 |
0.1% |
1.0650 |
| High |
1.0677 |
1.0720 |
0.0043 |
0.4% |
1.0720 |
| Low |
1.0654 |
1.0648 |
-0.0006 |
-0.1% |
1.0581 |
| Close |
1.0677 |
1.0721 |
0.0045 |
0.4% |
1.0721 |
| Range |
0.0023 |
0.0072 |
0.0049 |
217.8% |
0.0139 |
| ATR |
0.0050 |
0.0051 |
0.0002 |
3.1% |
0.0000 |
| Volume |
24 |
134 |
110 |
458.3% |
606 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0887 |
1.0760 |
|
| R3 |
1.0839 |
1.0816 |
1.0741 |
|
| R2 |
1.0768 |
1.0768 |
1.0734 |
|
| R1 |
1.0744 |
1.0744 |
1.0728 |
1.0756 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0702 |
| S1 |
1.0673 |
1.0673 |
1.0714 |
1.0685 |
| S2 |
1.0625 |
1.0625 |
1.0708 |
|
| S3 |
1.0553 |
1.0601 |
1.0701 |
|
| S4 |
1.0482 |
1.0530 |
1.0682 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1044 |
1.0797 |
|
| R3 |
1.0951 |
1.0905 |
1.0759 |
|
| R2 |
1.0812 |
1.0812 |
1.0746 |
|
| R1 |
1.0767 |
1.0767 |
1.0734 |
1.0790 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0685 |
| S1 |
1.0628 |
1.0628 |
1.0708 |
1.0651 |
| S2 |
1.0535 |
1.0535 |
1.0696 |
|
| S3 |
1.0397 |
1.0490 |
1.0683 |
|
| S4 |
1.0258 |
1.0351 |
1.0645 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1023 |
|
2.618 |
1.0907 |
|
1.618 |
1.0835 |
|
1.000 |
1.0791 |
|
0.618 |
1.0764 |
|
HIGH |
1.0720 |
|
0.618 |
1.0692 |
|
0.500 |
1.0684 |
|
0.382 |
1.0675 |
|
LOW |
1.0648 |
|
0.618 |
1.0604 |
|
1.000 |
1.0577 |
|
1.618 |
1.0532 |
|
2.618 |
1.0461 |
|
4.250 |
1.0344 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0709 |
1.0706 |
| PP |
1.0696 |
1.0690 |
| S1 |
1.0684 |
1.0675 |
|