CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0701 |
0.0031 |
0.3% |
1.0666 |
| High |
1.0694 |
1.0701 |
0.0007 |
0.1% |
1.0750 |
| Low |
1.0670 |
1.0658 |
-0.0012 |
-0.1% |
1.0632 |
| Close |
1.0694 |
1.0658 |
-0.0036 |
-0.3% |
1.0635 |
| Range |
0.0024 |
0.0043 |
0.0019 |
80.9% |
0.0118 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
11 |
44 |
33 |
300.0% |
904 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0771 |
1.0681 |
|
| R3 |
1.0757 |
1.0729 |
1.0670 |
|
| R2 |
1.0715 |
1.0715 |
1.0666 |
|
| R1 |
1.0686 |
1.0686 |
1.0662 |
1.0679 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0669 |
| S1 |
1.0644 |
1.0644 |
1.0654 |
1.0637 |
| S2 |
1.0630 |
1.0630 |
1.0650 |
|
| S3 |
1.0587 |
1.0601 |
1.0646 |
|
| S4 |
1.0545 |
1.0559 |
1.0635 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0948 |
1.0699 |
|
| R3 |
1.0908 |
1.0830 |
1.0667 |
|
| R2 |
1.0790 |
1.0790 |
1.0656 |
|
| R1 |
1.0712 |
1.0712 |
1.0645 |
1.0692 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0662 |
| S1 |
1.0594 |
1.0594 |
1.0624 |
1.0574 |
| S2 |
1.0554 |
1.0554 |
1.0613 |
|
| S3 |
1.0436 |
1.0476 |
1.0602 |
|
| S4 |
1.0318 |
1.0358 |
1.0570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0746 |
1.0632 |
0.0114 |
1.1% |
0.0048 |
0.4% |
23% |
False |
False |
108 |
| 10 |
1.0750 |
1.0632 |
0.0118 |
1.1% |
0.0040 |
0.4% |
22% |
False |
False |
128 |
| 20 |
1.0797 |
1.0581 |
0.0216 |
2.0% |
0.0038 |
0.4% |
36% |
False |
False |
111 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0037 |
0.3% |
15% |
False |
False |
101 |
| 60 |
1.1319 |
1.0581 |
0.0738 |
6.9% |
0.0038 |
0.4% |
10% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0881 |
|
2.618 |
1.0812 |
|
1.618 |
1.0769 |
|
1.000 |
1.0743 |
|
0.618 |
1.0727 |
|
HIGH |
1.0701 |
|
0.618 |
1.0684 |
|
0.500 |
1.0679 |
|
0.382 |
1.0674 |
|
LOW |
1.0658 |
|
0.618 |
1.0632 |
|
1.000 |
1.0616 |
|
1.618 |
1.0589 |
|
2.618 |
1.0547 |
|
4.250 |
1.0477 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0679 |
1.0676 |
| PP |
1.0672 |
1.0670 |
| S1 |
1.0665 |
1.0664 |
|