CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0669 |
1.0666 |
-0.0003 |
0.0% |
1.0650 |
| High |
1.0720 |
1.0690 |
-0.0030 |
-0.3% |
1.0720 |
| Low |
1.0648 |
1.0664 |
0.0016 |
0.2% |
1.0581 |
| Close |
1.0721 |
1.0690 |
-0.0032 |
-0.3% |
1.0721 |
| Range |
0.0072 |
0.0026 |
-0.0046 |
-64.3% |
0.0139 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.8% |
0.0000 |
| Volume |
134 |
131 |
-3 |
-2.2% |
606 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0758 |
1.0749 |
1.0704 |
|
| R3 |
1.0732 |
1.0724 |
1.0697 |
|
| R2 |
1.0707 |
1.0707 |
1.0694 |
|
| R1 |
1.0698 |
1.0698 |
1.0692 |
1.0702 |
| PP |
1.0681 |
1.0681 |
1.0681 |
1.0683 |
| S1 |
1.0673 |
1.0673 |
1.0687 |
1.0677 |
| S2 |
1.0656 |
1.0656 |
1.0685 |
|
| S3 |
1.0630 |
1.0647 |
1.0682 |
|
| S4 |
1.0605 |
1.0622 |
1.0675 |
|
|
| 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 |
1.0798 |
|
2.618 |
1.0756 |
|
1.618 |
1.0731 |
|
1.000 |
1.0715 |
|
0.618 |
1.0705 |
|
HIGH |
1.0690 |
|
0.618 |
1.0680 |
|
0.500 |
1.0677 |
|
0.382 |
1.0674 |
|
LOW |
1.0664 |
|
0.618 |
1.0648 |
|
1.000 |
1.0639 |
|
1.618 |
1.0623 |
|
2.618 |
1.0597 |
|
4.250 |
1.0556 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0688 |
| PP |
1.0681 |
1.0686 |
| S1 |
1.0677 |
1.0684 |
|