CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0738 |
1.0759 |
0.0021 |
0.2% |
1.0815 |
| High |
1.0772 |
1.0779 |
0.0007 |
0.1% |
1.0865 |
| Low |
1.0738 |
1.0749 |
0.0011 |
0.1% |
1.0727 |
| Close |
1.0752 |
1.0769 |
0.0017 |
0.2% |
1.0752 |
| Range |
0.0035 |
0.0031 |
-0.0004 |
-11.6% |
0.0138 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
110 |
1,221 |
1,111 |
1,010.0% |
5,952 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0844 |
1.0786 |
|
| R3 |
1.0827 |
1.0813 |
1.0777 |
|
| R2 |
1.0796 |
1.0796 |
1.0775 |
|
| R1 |
1.0783 |
1.0783 |
1.0772 |
1.0789 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0769 |
| S1 |
1.0752 |
1.0752 |
1.0766 |
1.0759 |
| S2 |
1.0735 |
1.0735 |
1.0763 |
|
| S3 |
1.0705 |
1.0722 |
1.0761 |
|
| S4 |
1.0674 |
1.0691 |
1.0752 |
|
|
| 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% |
0.0055 |
0.5% |
30% |
False |
False |
1,385 |
| 10 |
1.0912 |
1.0727 |
0.0185 |
1.7% |
0.0051 |
0.5% |
23% |
False |
False |
801 |
| 20 |
1.1046 |
1.0727 |
0.0319 |
3.0% |
0.0051 |
0.5% |
13% |
False |
False |
522 |
| 40 |
1.1268 |
1.0727 |
0.0541 |
5.0% |
0.0049 |
0.5% |
8% |
False |
False |
286 |
| 60 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0045 |
0.4% |
6% |
False |
False |
207 |
| 80 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0043 |
0.4% |
6% |
False |
False |
167 |
| 100 |
1.1382 |
1.0727 |
0.0655 |
6.1% |
0.0040 |
0.4% |
6% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0909 |
|
2.618 |
1.0859 |
|
1.618 |
1.0828 |
|
1.000 |
1.0810 |
|
0.618 |
1.0798 |
|
HIGH |
1.0779 |
|
0.618 |
1.0767 |
|
0.500 |
1.0764 |
|
0.382 |
1.0760 |
|
LOW |
1.0749 |
|
0.618 |
1.0730 |
|
1.000 |
1.0718 |
|
1.618 |
1.0699 |
|
2.618 |
1.0669 |
|
4.250 |
1.0619 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0767 |
1.0786 |
| PP |
1.0766 |
1.0780 |
| S1 |
1.0764 |
1.0775 |
|