CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0602 |
1.0513 |
-0.0089 |
-0.8% |
1.0685 |
| High |
1.0627 |
1.0528 |
-0.0100 |
-0.9% |
1.0694 |
| Low |
1.0512 |
1.0482 |
-0.0030 |
-0.3% |
1.0526 |
| Close |
1.0527 |
1.0509 |
-0.0018 |
-0.2% |
1.0613 |
| Range |
0.0116 |
0.0046 |
-0.0070 |
-60.6% |
0.0168 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
235,653 |
240,122 |
4,469 |
1.9% |
1,092,333 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0621 |
1.0534 |
|
| R3 |
1.0597 |
1.0576 |
1.0522 |
|
| R2 |
1.0552 |
1.0552 |
1.0517 |
|
| R1 |
1.0530 |
1.0530 |
1.0513 |
1.0518 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0500 |
| S1 |
1.0485 |
1.0485 |
1.0505 |
1.0473 |
| S2 |
1.0461 |
1.0461 |
1.0501 |
|
| S3 |
1.0415 |
1.0439 |
1.0496 |
|
| S4 |
1.0370 |
1.0394 |
1.0484 |
|
|
| 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 |
1.0653 |
1.0482 |
0.0171 |
1.6% |
0.0079 |
0.8% |
16% |
False |
True |
248,838 |
| 10 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0073 |
0.7% |
9% |
False |
True |
218,074 |
| 20 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0065 |
0.6% |
8% |
False |
True |
188,285 |
| 40 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0069 |
0.7% |
4% |
False |
True |
95,911 |
| 60 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
3% |
False |
True |
64,417 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0070 |
0.7% |
3% |
False |
True |
48,523 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0065 |
0.6% |
3% |
False |
True |
38,855 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0063 |
0.6% |
3% |
False |
True |
32,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0721 |
|
2.618 |
1.0647 |
|
1.618 |
1.0601 |
|
1.000 |
1.0573 |
|
0.618 |
1.0556 |
|
HIGH |
1.0528 |
|
0.618 |
1.0510 |
|
0.500 |
1.0505 |
|
0.382 |
1.0499 |
|
LOW |
1.0482 |
|
0.618 |
1.0454 |
|
1.000 |
1.0437 |
|
1.618 |
1.0408 |
|
2.618 |
1.0363 |
|
4.250 |
1.0289 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0567 |
| PP |
1.0506 |
1.0548 |
| S1 |
1.0505 |
1.0528 |
|