CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0730 |
1.0725 |
-0.0006 |
-0.1% |
1.0778 |
| High |
1.0731 |
1.0783 |
0.0052 |
0.5% |
1.0839 |
| Low |
1.0699 |
1.0719 |
0.0021 |
0.2% |
1.0697 |
| Close |
1.0730 |
1.0783 |
0.0053 |
0.5% |
1.0730 |
| Range |
0.0033 |
0.0064 |
0.0032 |
96.9% |
0.0142 |
| ATR |
|
|
|
|
|
| Volume |
0 |
89 |
89 |
|
390 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0954 |
1.0932 |
1.0818 |
|
| R3 |
1.0890 |
1.0868 |
1.0801 |
|
| R2 |
1.0826 |
1.0826 |
1.0795 |
|
| R1 |
1.0804 |
1.0804 |
1.0789 |
1.0815 |
| PP |
1.0762 |
1.0762 |
1.0762 |
1.0767 |
| S1 |
1.0740 |
1.0740 |
1.0777 |
1.0751 |
| S2 |
1.0698 |
1.0698 |
1.0771 |
|
| S3 |
1.0634 |
1.0676 |
1.0765 |
|
| S4 |
1.0570 |
1.0612 |
1.0748 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1096 |
1.0808 |
|
| R3 |
1.1038 |
1.0955 |
1.0769 |
|
| R2 |
1.0897 |
1.0897 |
1.0756 |
|
| R1 |
1.0813 |
1.0813 |
1.0743 |
1.0784 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0741 |
| S1 |
1.0672 |
1.0672 |
1.0717 |
1.0643 |
| S2 |
1.0614 |
1.0614 |
1.0704 |
|
| S3 |
1.0472 |
1.0530 |
1.0691 |
|
| S4 |
1.0331 |
1.0389 |
1.0652 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1055 |
|
2.618 |
1.0951 |
|
1.618 |
1.0887 |
|
1.000 |
1.0847 |
|
0.618 |
1.0823 |
|
HIGH |
1.0783 |
|
0.618 |
1.0759 |
|
0.500 |
1.0751 |
|
0.382 |
1.0743 |
|
LOW |
1.0719 |
|
0.618 |
1.0679 |
|
1.000 |
1.0655 |
|
1.618 |
1.0615 |
|
2.618 |
1.0551 |
|
4.250 |
1.0447 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0769 |
| PP |
1.0762 |
1.0754 |
| S1 |
1.0751 |
1.0740 |
|