CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0600 |
0.0057 |
0.5% |
1.0685 |
| High |
1.0615 |
1.0653 |
0.0038 |
0.4% |
1.0694 |
| Low |
1.0527 |
1.0593 |
0.0067 |
0.6% |
1.0526 |
| Close |
1.0590 |
1.0613 |
0.0023 |
0.2% |
1.0613 |
| Range |
0.0088 |
0.0060 |
-0.0029 |
-32.4% |
0.0168 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
273,944 |
247,199 |
-26,745 |
-9.8% |
1,092,333 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0798 |
1.0765 |
1.0645 |
|
| R3 |
1.0738 |
1.0705 |
1.0629 |
|
| R2 |
1.0679 |
1.0679 |
1.0623 |
|
| R1 |
1.0646 |
1.0646 |
1.0618 |
1.0662 |
| PP |
1.0619 |
1.0619 |
1.0619 |
1.0628 |
| S1 |
1.0586 |
1.0586 |
1.0607 |
1.0603 |
| S2 |
1.0560 |
1.0560 |
1.0602 |
|
| S3 |
1.0500 |
1.0527 |
1.0596 |
|
| S4 |
1.0441 |
1.0467 |
1.0580 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1032 |
1.0705 |
|
| R3 |
1.0947 |
1.0864 |
1.0659 |
|
| R2 |
1.0779 |
1.0779 |
1.0643 |
|
| R1 |
1.0696 |
1.0696 |
1.0628 |
1.0653 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0589 |
| S1 |
1.0528 |
1.0528 |
1.0597 |
1.0485 |
| S2 |
1.0443 |
1.0443 |
1.0582 |
|
| S3 |
1.0275 |
1.0360 |
1.0566 |
|
| S4 |
1.0107 |
1.0192 |
1.0520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0694 |
1.0526 |
0.0168 |
1.6% |
0.0072 |
0.7% |
52% |
False |
False |
218,466 |
| 10 |
1.0778 |
1.0526 |
0.0253 |
2.4% |
0.0065 |
0.6% |
34% |
False |
False |
196,534 |
| 20 |
1.0938 |
1.0526 |
0.0412 |
3.9% |
0.0068 |
0.6% |
21% |
False |
False |
165,794 |
| 40 |
1.1128 |
1.0526 |
0.0603 |
5.7% |
0.0069 |
0.6% |
14% |
False |
False |
84,085 |
| 60 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0071 |
0.7% |
10% |
False |
False |
56,511 |
| 80 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0070 |
0.7% |
10% |
False |
False |
42,578 |
| 100 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0064 |
0.6% |
10% |
False |
False |
34,100 |
| 120 |
1.1357 |
1.0526 |
0.0831 |
7.8% |
0.0062 |
0.6% |
10% |
False |
False |
28,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0905 |
|
2.618 |
1.0808 |
|
1.618 |
1.0749 |
|
1.000 |
1.0712 |
|
0.618 |
1.0689 |
|
HIGH |
1.0653 |
|
0.618 |
1.0630 |
|
0.500 |
1.0623 |
|
0.382 |
1.0616 |
|
LOW |
1.0593 |
|
0.618 |
1.0556 |
|
1.000 |
1.0534 |
|
1.618 |
1.0497 |
|
2.618 |
1.0437 |
|
4.250 |
1.0340 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0623 |
1.0605 |
| PP |
1.0619 |
1.0597 |
| S1 |
1.0616 |
1.0589 |
|