CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0629 |
0.0042 |
0.4% |
1.0647 |
| High |
1.0632 |
1.0682 |
0.0050 |
0.5% |
1.0682 |
| Low |
1.0586 |
1.0565 |
-0.0021 |
-0.2% |
1.0534 |
| Close |
1.0632 |
1.0675 |
0.0043 |
0.4% |
1.0675 |
| Range |
0.0047 |
0.0117 |
0.0070 |
150.5% |
0.0148 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
6.2% |
0.0000 |
| Volume |
507 |
928 |
421 |
83.0% |
6,697 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0949 |
1.0739 |
|
| R3 |
1.0873 |
1.0832 |
1.0707 |
|
| R2 |
1.0757 |
1.0757 |
1.0696 |
|
| R1 |
1.0716 |
1.0716 |
1.0685 |
1.0736 |
| PP |
1.0640 |
1.0640 |
1.0640 |
1.0651 |
| S1 |
1.0599 |
1.0599 |
1.0664 |
1.0620 |
| S2 |
1.0524 |
1.0524 |
1.0653 |
|
| S3 |
1.0407 |
1.0483 |
1.0642 |
|
| S4 |
1.0291 |
1.0366 |
1.0610 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1022 |
1.0756 |
|
| R3 |
1.0926 |
1.0874 |
1.0715 |
|
| R2 |
1.0778 |
1.0778 |
1.0702 |
|
| R1 |
1.0726 |
1.0726 |
1.0688 |
1.0752 |
| PP |
1.0630 |
1.0630 |
1.0630 |
1.0643 |
| S1 |
1.0578 |
1.0578 |
1.0661 |
1.0604 |
| S2 |
1.0482 |
1.0482 |
1.0647 |
|
| S3 |
1.0334 |
1.0430 |
1.0634 |
|
| S4 |
1.0186 |
1.0282 |
1.0593 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0682 |
1.0534 |
0.0148 |
1.4% |
0.0079 |
0.7% |
95% |
True |
False |
1,339 |
| 10 |
1.0742 |
1.0534 |
0.0208 |
1.9% |
0.0074 |
0.7% |
68% |
False |
False |
1,104 |
| 20 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0064 |
0.6% |
43% |
False |
False |
1,073 |
| 40 |
1.1123 |
1.0534 |
0.0590 |
5.5% |
0.0055 |
0.5% |
24% |
False |
False |
621 |
| 60 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0052 |
0.5% |
17% |
False |
False |
433 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0050 |
0.5% |
17% |
False |
False |
342 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0046 |
0.4% |
17% |
False |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.0986 |
|
1.618 |
1.0870 |
|
1.000 |
1.0798 |
|
0.618 |
1.0753 |
|
HIGH |
1.0682 |
|
0.618 |
1.0637 |
|
0.500 |
1.0623 |
|
0.382 |
1.0610 |
|
LOW |
1.0565 |
|
0.618 |
1.0493 |
|
1.000 |
1.0449 |
|
1.618 |
1.0377 |
|
2.618 |
1.0260 |
|
4.250 |
1.0070 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0653 |
| PP |
1.0640 |
1.0631 |
| S1 |
1.0623 |
1.0609 |
|