CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0657 |
-0.0014 |
-0.1% |
1.0759 |
| High |
1.0698 |
1.0660 |
-0.0038 |
-0.4% |
1.0827 |
| Low |
1.0652 |
1.0579 |
-0.0073 |
-0.7% |
1.0705 |
| Close |
1.0654 |
1.0595 |
-0.0059 |
-0.5% |
1.0736 |
| Range |
0.0046 |
0.0081 |
0.0035 |
75.0% |
0.0122 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.1% |
0.0000 |
| Volume |
852 |
1,075 |
223 |
26.2% |
4,472 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0853 |
1.0804 |
1.0639 |
|
| R3 |
1.0772 |
1.0724 |
1.0617 |
|
| R2 |
1.0692 |
1.0692 |
1.0610 |
|
| R1 |
1.0643 |
1.0643 |
1.0602 |
1.0627 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0603 |
| S1 |
1.0563 |
1.0563 |
1.0588 |
1.0547 |
| S2 |
1.0531 |
1.0531 |
1.0580 |
|
| S3 |
1.0450 |
1.0482 |
1.0573 |
|
| S4 |
1.0370 |
1.0402 |
1.0551 |
|
|
| 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 |
1.0762 |
1.0579 |
0.0183 |
1.7% |
0.0062 |
0.6% |
9% |
False |
True |
732 |
| 10 |
1.0845 |
1.0579 |
0.0266 |
2.5% |
0.0062 |
0.6% |
6% |
False |
True |
883 |
| 20 |
1.1046 |
1.0579 |
0.0467 |
4.4% |
0.0058 |
0.6% |
3% |
False |
True |
754 |
| 40 |
1.1158 |
1.0579 |
0.0579 |
5.5% |
0.0049 |
0.5% |
3% |
False |
True |
420 |
| 60 |
1.1382 |
1.0579 |
0.0803 |
7.6% |
0.0049 |
0.5% |
2% |
False |
True |
305 |
| 80 |
1.1382 |
1.0579 |
0.0803 |
7.6% |
0.0046 |
0.4% |
2% |
False |
True |
241 |
| 100 |
1.1382 |
1.0579 |
0.0803 |
7.6% |
0.0042 |
0.4% |
2% |
False |
True |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1002 |
|
2.618 |
1.0870 |
|
1.618 |
1.0790 |
|
1.000 |
1.0740 |
|
0.618 |
1.0709 |
|
HIGH |
1.0660 |
|
0.618 |
1.0629 |
|
0.500 |
1.0619 |
|
0.382 |
1.0610 |
|
LOW |
1.0579 |
|
0.618 |
1.0529 |
|
1.000 |
1.0499 |
|
1.618 |
1.0449 |
|
2.618 |
1.0368 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0660 |
| PP |
1.0611 |
1.0639 |
| S1 |
1.0603 |
1.0617 |
|