CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0738 |
-0.0100 |
-0.9% |
1.0815 |
| High |
1.0845 |
1.0772 |
-0.0073 |
-0.7% |
1.0865 |
| Low |
1.0727 |
1.0738 |
0.0011 |
0.1% |
1.0727 |
| Close |
1.0727 |
1.0752 |
0.0025 |
0.2% |
1.0752 |
| Range |
0.0118 |
0.0035 |
-0.0084 |
-70.8% |
0.0138 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,400 |
110 |
-1,290 |
-92.1% |
5,952 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0839 |
1.0771 |
|
| R3 |
1.0823 |
1.0805 |
1.0761 |
|
| R2 |
1.0788 |
1.0788 |
1.0758 |
|
| R1 |
1.0770 |
1.0770 |
1.0755 |
1.0779 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0758 |
| S1 |
1.0736 |
1.0736 |
1.0749 |
1.0745 |
| S2 |
1.0719 |
1.0719 |
1.0746 |
|
| S3 |
1.0685 |
1.0701 |
1.0743 |
|
| S4 |
1.0650 |
1.0667 |
1.0733 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1195 |
1.1112 |
1.0828 |
|
| R3 |
1.1057 |
1.0974 |
1.0790 |
|
| R2 |
1.0919 |
1.0919 |
1.0777 |
|
| R1 |
1.0836 |
1.0836 |
1.0765 |
1.0809 |
| PP |
1.0781 |
1.0781 |
1.0781 |
1.0768 |
| S1 |
1.0698 |
1.0698 |
1.0739 |
1.0671 |
| S2 |
1.0643 |
1.0643 |
1.0727 |
|
| S3 |
1.0505 |
1.0560 |
1.0714 |
|
| S4 |
1.0367 |
1.0422 |
1.0676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0865 |
1.0727 |
0.0138 |
1.3% |
0.0058 |
0.5% |
18% |
False |
False |
1,190 |
| 10 |
1.0992 |
1.0727 |
0.0265 |
2.5% |
0.0057 |
0.5% |
9% |
False |
False |
682 |
| 20 |
1.1046 |
1.0727 |
0.0319 |
3.0% |
0.0051 |
0.5% |
8% |
False |
False |
463 |
| 40 |
1.1276 |
1.0727 |
0.0549 |
5.1% |
0.0049 |
0.5% |
5% |
False |
False |
255 |
| 60 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0045 |
0.4% |
4% |
False |
False |
191 |
| 80 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0043 |
0.4% |
4% |
False |
False |
153 |
| 100 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0040 |
0.4% |
4% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0919 |
|
2.618 |
1.0862 |
|
1.618 |
1.0828 |
|
1.000 |
1.0807 |
|
0.618 |
1.0793 |
|
HIGH |
1.0772 |
|
0.618 |
1.0759 |
|
0.500 |
1.0755 |
|
0.382 |
1.0751 |
|
LOW |
1.0738 |
|
0.618 |
1.0716 |
|
1.000 |
1.0703 |
|
1.618 |
1.0682 |
|
2.618 |
1.0647 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0755 |
1.0795 |
| PP |
1.0754 |
1.0781 |
| S1 |
1.0753 |
1.0766 |
|