CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0609 |
1.0543 |
-0.0066 |
-0.6% |
1.0707 |
| High |
1.0612 |
1.0615 |
0.0003 |
0.0% |
1.0778 |
| Low |
1.0526 |
1.0527 |
0.0001 |
0.0% |
1.0653 |
| Close |
1.0545 |
1.0590 |
0.0046 |
0.4% |
1.0686 |
| Range |
0.0086 |
0.0088 |
0.0002 |
2.3% |
0.0125 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
2.0% |
0.0000 |
| Volume |
247,273 |
273,944 |
26,671 |
10.8% |
873,015 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0841 |
1.0804 |
1.0638 |
|
| R3 |
1.0753 |
1.0716 |
1.0614 |
|
| R2 |
1.0665 |
1.0665 |
1.0606 |
|
| R1 |
1.0628 |
1.0628 |
1.0598 |
1.0646 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0586 |
| S1 |
1.0540 |
1.0540 |
1.0582 |
1.0558 |
| S2 |
1.0489 |
1.0489 |
1.0574 |
|
| S3 |
1.0401 |
1.0452 |
1.0566 |
|
| S4 |
1.0313 |
1.0364 |
1.0542 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1008 |
1.0755 |
|
| R3 |
1.0956 |
1.0883 |
1.0720 |
|
| R2 |
1.0831 |
1.0831 |
1.0709 |
|
| R1 |
1.0758 |
1.0758 |
1.0697 |
1.0732 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0693 |
| S1 |
1.0633 |
1.0633 |
1.0675 |
1.0607 |
| S2 |
1.0581 |
1.0581 |
1.0663 |
|
| S3 |
1.0456 |
1.0508 |
1.0652 |
|
| S4 |
1.0331 |
1.0383 |
1.0617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0711 |
1.0526 |
0.0186 |
1.8% |
0.0072 |
0.7% |
35% |
False |
False |
201,890 |
| 10 |
1.0778 |
1.0526 |
0.0253 |
2.4% |
0.0065 |
0.6% |
26% |
False |
False |
195,100 |
| 20 |
1.0994 |
1.0526 |
0.0468 |
4.4% |
0.0070 |
0.7% |
14% |
False |
False |
153,835 |
| 40 |
1.1128 |
1.0526 |
0.0603 |
5.7% |
0.0068 |
0.6% |
11% |
False |
False |
77,929 |
| 60 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0071 |
0.7% |
8% |
False |
False |
52,403 |
| 80 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0069 |
0.7% |
8% |
False |
False |
39,490 |
| 100 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0064 |
0.6% |
8% |
False |
False |
31,630 |
| 120 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0062 |
0.6% |
8% |
False |
False |
26,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0989 |
|
2.618 |
1.0845 |
|
1.618 |
1.0757 |
|
1.000 |
1.0703 |
|
0.618 |
1.0669 |
|
HIGH |
1.0615 |
|
0.618 |
1.0581 |
|
0.500 |
1.0571 |
|
0.382 |
1.0560 |
|
LOW |
1.0527 |
|
0.618 |
1.0472 |
|
1.000 |
1.0439 |
|
1.618 |
1.0384 |
|
2.618 |
1.0296 |
|
4.250 |
1.0153 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0589 |
| PP |
1.0577 |
1.0588 |
| S1 |
1.0571 |
1.0587 |
|