CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0711 |
0.0020 |
0.2% |
1.0651 |
| High |
1.0721 |
1.0717 |
-0.0004 |
0.0% |
1.0721 |
| Low |
1.0690 |
1.0685 |
-0.0006 |
-0.1% |
1.0651 |
| Close |
1.0701 |
1.0711 |
0.0011 |
0.1% |
1.0711 |
| Range |
0.0031 |
0.0033 |
0.0002 |
4.8% |
0.0070 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
32 |
265 |
233 |
728.1% |
516 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0802 |
1.0789 |
1.0729 |
|
| R3 |
1.0769 |
1.0756 |
1.0720 |
|
| R2 |
1.0737 |
1.0737 |
1.0717 |
|
| R1 |
1.0724 |
1.0724 |
1.0714 |
1.0727 |
| PP |
1.0704 |
1.0704 |
1.0704 |
1.0706 |
| S1 |
1.0691 |
1.0691 |
1.0708 |
1.0695 |
| S2 |
1.0672 |
1.0672 |
1.0705 |
|
| S3 |
1.0639 |
1.0659 |
1.0702 |
|
| S4 |
1.0607 |
1.0626 |
1.0693 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0878 |
1.0750 |
|
| R3 |
1.0834 |
1.0808 |
1.0730 |
|
| R2 |
1.0764 |
1.0764 |
1.0724 |
|
| R1 |
1.0738 |
1.0738 |
1.0717 |
1.0751 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0701 |
| S1 |
1.0668 |
1.0668 |
1.0705 |
1.0681 |
| S2 |
1.0624 |
1.0624 |
1.0698 |
|
| S3 |
1.0554 |
1.0598 |
1.0692 |
|
| S4 |
1.0484 |
1.0528 |
1.0673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0721 |
1.0651 |
0.0070 |
0.7% |
0.0032 |
0.3% |
86% |
False |
False |
103 |
| 10 |
1.0750 |
1.0632 |
0.0118 |
1.1% |
0.0037 |
0.3% |
67% |
False |
False |
142 |
| 20 |
1.0771 |
1.0581 |
0.0190 |
1.8% |
0.0039 |
0.4% |
68% |
False |
False |
118 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0036 |
0.3% |
26% |
False |
False |
105 |
| 60 |
1.1226 |
1.0581 |
0.0645 |
6.0% |
0.0035 |
0.3% |
20% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0855 |
|
2.618 |
1.0802 |
|
1.618 |
1.0770 |
|
1.000 |
1.0750 |
|
0.618 |
1.0737 |
|
HIGH |
1.0717 |
|
0.618 |
1.0705 |
|
0.500 |
1.0701 |
|
0.382 |
1.0697 |
|
LOW |
1.0685 |
|
0.618 |
1.0664 |
|
1.000 |
1.0652 |
|
1.618 |
1.0632 |
|
2.618 |
1.0599 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0708 |
1.0704 |
| PP |
1.0704 |
1.0697 |
| S1 |
1.0701 |
1.0690 |
|