CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0605 |
1.0619 |
0.0015 |
0.1% |
1.0548 |
| High |
1.0629 |
1.0703 |
0.0074 |
0.7% |
1.0642 |
| Low |
1.0590 |
1.0596 |
0.0006 |
0.1% |
1.0544 |
| Close |
1.0617 |
1.0699 |
0.0082 |
0.8% |
1.0617 |
| Range |
0.0039 |
0.0107 |
0.0068 |
174.4% |
0.0098 |
| ATR |
0.0071 |
0.0073 |
0.0003 |
3.7% |
0.0000 |
| Volume |
171,906 |
226,858 |
54,952 |
32.0% |
968,331 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0950 |
1.0758 |
|
| R3 |
1.0880 |
1.0843 |
1.0728 |
|
| R2 |
1.0773 |
1.0773 |
1.0719 |
|
| R1 |
1.0736 |
1.0736 |
1.0709 |
1.0754 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0675 |
| S1 |
1.0629 |
1.0629 |
1.0689 |
1.0647 |
| S2 |
1.0559 |
1.0559 |
1.0679 |
|
| S3 |
1.0452 |
1.0522 |
1.0670 |
|
| S4 |
1.0345 |
1.0415 |
1.0640 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0854 |
1.0671 |
|
| R3 |
1.0797 |
1.0756 |
1.0644 |
|
| R2 |
1.0699 |
1.0699 |
1.0635 |
|
| R1 |
1.0658 |
1.0658 |
1.0626 |
1.0678 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0611 |
| S1 |
1.0560 |
1.0560 |
1.0608 |
1.0580 |
| S2 |
1.0503 |
1.0503 |
1.0599 |
|
| S3 |
1.0405 |
1.0462 |
1.0590 |
|
| S4 |
1.0307 |
1.0364 |
1.0563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0703 |
1.0550 |
0.0153 |
1.4% |
0.0074 |
0.7% |
98% |
True |
False |
207,662 |
| 10 |
1.0703 |
1.0524 |
0.0179 |
1.7% |
0.0071 |
0.7% |
98% |
True |
False |
197,440 |
| 20 |
1.0703 |
1.0482 |
0.0221 |
2.1% |
0.0073 |
0.7% |
98% |
True |
False |
211,702 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
42% |
False |
False |
166,149 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.0% |
0.0069 |
0.6% |
34% |
False |
False |
111,247 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
25% |
False |
False |
83,757 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0070 |
0.7% |
25% |
False |
False |
67,142 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0065 |
0.6% |
25% |
False |
False |
55,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.0983 |
|
1.618 |
1.0876 |
|
1.000 |
1.0810 |
|
0.618 |
1.0769 |
|
HIGH |
1.0703 |
|
0.618 |
1.0662 |
|
0.500 |
1.0649 |
|
0.382 |
1.0636 |
|
LOW |
1.0596 |
|
0.618 |
1.0529 |
|
1.000 |
1.0489 |
|
1.618 |
1.0422 |
|
2.618 |
1.0315 |
|
4.250 |
1.0141 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0682 |
1.0675 |
| PP |
1.0666 |
1.0652 |
| S1 |
1.0649 |
1.0628 |
|