CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0743 |
1.0750 |
0.0007 |
0.1% |
1.0759 |
| High |
1.0762 |
1.0761 |
-0.0002 |
0.0% |
1.0827 |
| Low |
1.0709 |
1.0705 |
-0.0004 |
0.0% |
1.0705 |
| Close |
1.0751 |
1.0736 |
-0.0015 |
-0.1% |
1.0736 |
| Range |
0.0054 |
0.0056 |
0.0003 |
4.7% |
0.0122 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
325 |
490 |
165 |
50.8% |
4,472 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0875 |
1.0767 |
|
| R3 |
1.0846 |
1.0819 |
1.0751 |
|
| R2 |
1.0790 |
1.0790 |
1.0746 |
|
| R1 |
1.0763 |
1.0763 |
1.0741 |
1.0748 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0726 |
| S1 |
1.0707 |
1.0707 |
1.0731 |
1.0692 |
| S2 |
1.0678 |
1.0678 |
1.0726 |
|
| S3 |
1.0622 |
1.0651 |
1.0721 |
|
| S4 |
1.0566 |
1.0595 |
1.0705 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1051 |
1.0803 |
|
| R3 |
1.1000 |
1.0929 |
1.0770 |
|
| R2 |
1.0878 |
1.0878 |
1.0758 |
|
| R1 |
1.0807 |
1.0807 |
1.0747 |
1.0781 |
| PP |
1.0756 |
1.0756 |
1.0756 |
1.0743 |
| S1 |
1.0685 |
1.0685 |
1.0725 |
1.0659 |
| S2 |
1.0634 |
1.0634 |
1.0714 |
|
| S3 |
1.0512 |
1.0563 |
1.0702 |
|
| S4 |
1.0390 |
1.0441 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0827 |
1.0705 |
0.0122 |
1.1% |
0.0053 |
0.5% |
26% |
False |
True |
894 |
| 10 |
1.0865 |
1.0705 |
0.0161 |
1.5% |
0.0055 |
0.5% |
20% |
False |
True |
1,042 |
| 20 |
1.1046 |
1.0705 |
0.0342 |
3.2% |
0.0054 |
0.5% |
9% |
False |
True |
669 |
| 40 |
1.1168 |
1.0705 |
0.0464 |
4.3% |
0.0047 |
0.4% |
7% |
False |
True |
353 |
| 60 |
1.1382 |
1.0705 |
0.0677 |
6.3% |
0.0047 |
0.4% |
5% |
False |
True |
259 |
| 80 |
1.1382 |
1.0705 |
0.0677 |
6.3% |
0.0045 |
0.4% |
5% |
False |
True |
207 |
| 100 |
1.1382 |
1.0705 |
0.0677 |
6.3% |
0.0041 |
0.4% |
5% |
False |
True |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0907 |
|
1.618 |
1.0851 |
|
1.000 |
1.0817 |
|
0.618 |
1.0795 |
|
HIGH |
1.0761 |
|
0.618 |
1.0739 |
|
0.500 |
1.0733 |
|
0.382 |
1.0726 |
|
LOW |
1.0705 |
|
0.618 |
1.0670 |
|
1.000 |
1.0649 |
|
1.618 |
1.0614 |
|
2.618 |
1.0558 |
|
4.250 |
1.0467 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0735 |
1.0766 |
| PP |
1.0734 |
1.0756 |
| S1 |
1.0733 |
1.0746 |
|