CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0739 |
-0.0011 |
-0.1% |
1.0759 |
| High |
1.0761 |
1.0742 |
-0.0019 |
-0.2% |
1.0827 |
| Low |
1.0705 |
1.0668 |
-0.0037 |
-0.3% |
1.0705 |
| Close |
1.0736 |
1.0675 |
-0.0061 |
-0.6% |
1.0736 |
| Range |
0.0056 |
0.0074 |
0.0018 |
31.3% |
0.0122 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
| Volume |
490 |
922 |
432 |
88.2% |
4,472 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0869 |
1.0715 |
|
| R3 |
1.0842 |
1.0795 |
1.0695 |
|
| R2 |
1.0768 |
1.0768 |
1.0688 |
|
| R1 |
1.0722 |
1.0722 |
1.0682 |
1.0708 |
| PP |
1.0695 |
1.0695 |
1.0695 |
1.0688 |
| S1 |
1.0648 |
1.0648 |
1.0668 |
1.0635 |
| S2 |
1.0621 |
1.0621 |
1.0662 |
|
| S3 |
1.0548 |
1.0575 |
1.0655 |
|
| S4 |
1.0474 |
1.0501 |
1.0635 |
|
|
| 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 |
1.0668 |
0.0159 |
1.5% |
0.0061 |
0.6% |
4% |
False |
True |
834 |
| 10 |
1.0865 |
1.0668 |
0.0197 |
1.8% |
0.0058 |
0.5% |
4% |
False |
True |
1,109 |
| 20 |
1.1046 |
1.0668 |
0.0378 |
3.5% |
0.0055 |
0.5% |
2% |
False |
True |
714 |
| 40 |
1.1159 |
1.0668 |
0.0491 |
4.6% |
0.0047 |
0.4% |
1% |
False |
True |
375 |
| 60 |
1.1382 |
1.0668 |
0.0714 |
6.7% |
0.0048 |
0.4% |
1% |
False |
True |
274 |
| 80 |
1.1382 |
1.0668 |
0.0714 |
6.7% |
0.0046 |
0.4% |
1% |
False |
True |
218 |
| 100 |
1.1382 |
1.0668 |
0.0714 |
6.7% |
0.0041 |
0.4% |
1% |
False |
True |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0934 |
|
1.618 |
1.0860 |
|
1.000 |
1.0815 |
|
0.618 |
1.0787 |
|
HIGH |
1.0742 |
|
0.618 |
1.0713 |
|
0.500 |
1.0705 |
|
0.382 |
1.0696 |
|
LOW |
1.0668 |
|
0.618 |
1.0623 |
|
1.000 |
1.0595 |
|
1.618 |
1.0549 |
|
2.618 |
1.0476 |
|
4.250 |
1.0356 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0705 |
1.0715 |
| PP |
1.0695 |
1.0702 |
| S1 |
1.0685 |
1.0688 |
|