CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0701 |
1.0691 |
-0.0010 |
-0.1% |
1.0666 |
| High |
1.0701 |
1.0721 |
0.0021 |
0.2% |
1.0750 |
| Low |
1.0658 |
1.0690 |
0.0032 |
0.3% |
1.0632 |
| Close |
1.0658 |
1.0701 |
0.0043 |
0.4% |
1.0635 |
| Range |
0.0043 |
0.0031 |
-0.0012 |
-27.1% |
0.0118 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.1% |
0.0000 |
| Volume |
44 |
32 |
-12 |
-27.3% |
904 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0797 |
1.0780 |
1.0718 |
|
| R3 |
1.0766 |
1.0749 |
1.0709 |
|
| R2 |
1.0735 |
1.0735 |
1.0706 |
|
| R1 |
1.0718 |
1.0718 |
1.0703 |
1.0726 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0708 |
| S1 |
1.0687 |
1.0687 |
1.0698 |
1.0695 |
| S2 |
1.0673 |
1.0673 |
1.0695 |
|
| S3 |
1.0642 |
1.0656 |
1.0692 |
|
| S4 |
1.0611 |
1.0625 |
1.0683 |
|
|
| 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 |
1.0721 |
1.0632 |
0.0090 |
0.8% |
0.0035 |
0.3% |
77% |
True |
False |
84 |
| 10 |
1.0750 |
1.0632 |
0.0118 |
1.1% |
0.0041 |
0.4% |
58% |
False |
False |
128 |
| 20 |
1.0791 |
1.0581 |
0.0210 |
2.0% |
0.0038 |
0.4% |
57% |
False |
False |
113 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0036 |
0.3% |
24% |
False |
False |
100 |
| 60 |
1.1319 |
1.0581 |
0.0738 |
6.9% |
0.0038 |
0.4% |
16% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0853 |
|
2.618 |
1.0802 |
|
1.618 |
1.0771 |
|
1.000 |
1.0752 |
|
0.618 |
1.0740 |
|
HIGH |
1.0721 |
|
0.618 |
1.0709 |
|
0.500 |
1.0706 |
|
0.382 |
1.0702 |
|
LOW |
1.0690 |
|
0.618 |
1.0671 |
|
1.000 |
1.0659 |
|
1.618 |
1.0640 |
|
2.618 |
1.0609 |
|
4.250 |
1.0558 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0706 |
1.0697 |
| PP |
1.0704 |
1.0693 |
| S1 |
1.0702 |
1.0690 |
|