CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0718 |
-0.0016 |
-0.1% |
1.0764 |
| High |
1.0760 |
1.0778 |
0.0019 |
0.2% |
1.0819 |
| Low |
1.0716 |
1.0690 |
-0.0026 |
-0.2% |
1.0675 |
| Close |
1.0719 |
1.0727 |
0.0008 |
0.1% |
1.0704 |
| Range |
0.0044 |
0.0088 |
0.0045 |
102.3% |
0.0144 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.2% |
0.0000 |
| Volume |
145,568 |
210,334 |
64,766 |
44.5% |
1,174,802 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0949 |
1.0775 |
|
| R3 |
1.0908 |
1.0861 |
1.0751 |
|
| R2 |
1.0820 |
1.0820 |
1.0743 |
|
| R1 |
1.0773 |
1.0773 |
1.0735 |
1.0796 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0743 |
| S1 |
1.0685 |
1.0685 |
1.0718 |
1.0708 |
| S2 |
1.0644 |
1.0644 |
1.0710 |
|
| S3 |
1.0556 |
1.0597 |
1.0702 |
|
| S4 |
1.0468 |
1.0509 |
1.0678 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1078 |
1.0783 |
|
| R3 |
1.1021 |
1.0934 |
1.0743 |
|
| R2 |
1.0877 |
1.0877 |
1.0730 |
|
| R1 |
1.0790 |
1.0790 |
1.0717 |
1.0761 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0718 |
| S1 |
1.0646 |
1.0646 |
1.0690 |
1.0617 |
| S2 |
1.0589 |
1.0589 |
1.0677 |
|
| S3 |
1.0445 |
1.0502 |
1.0664 |
|
| S4 |
1.0301 |
1.0358 |
1.0624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0798 |
1.0675 |
0.0123 |
1.1% |
0.0071 |
0.7% |
42% |
False |
False |
191,502 |
| 10 |
1.0819 |
1.0675 |
0.0144 |
1.3% |
0.0062 |
0.6% |
36% |
False |
False |
173,961 |
| 20 |
1.1003 |
1.0675 |
0.0328 |
3.1% |
0.0071 |
0.7% |
16% |
False |
False |
92,579 |
| 40 |
1.1225 |
1.0675 |
0.0550 |
5.1% |
0.0071 |
0.7% |
9% |
False |
False |
46,965 |
| 60 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0071 |
0.7% |
8% |
False |
False |
31,667 |
| 80 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0068 |
0.6% |
8% |
False |
False |
23,913 |
| 100 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0063 |
0.6% |
8% |
False |
False |
19,170 |
| 120 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0062 |
0.6% |
8% |
False |
False |
15,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1152 |
|
2.618 |
1.1008 |
|
1.618 |
1.0920 |
|
1.000 |
1.0866 |
|
0.618 |
1.0832 |
|
HIGH |
1.0778 |
|
0.618 |
1.0744 |
|
0.500 |
1.0734 |
|
0.382 |
1.0724 |
|
LOW |
1.0690 |
|
0.618 |
1.0636 |
|
1.000 |
1.0602 |
|
1.618 |
1.0548 |
|
2.618 |
1.0460 |
|
4.250 |
1.0316 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0734 |
| PP |
1.0732 |
1.0732 |
| S1 |
1.0729 |
1.0729 |
|