CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0650 |
1.0690 |
0.0040 |
0.4% |
1.0647 |
| High |
1.0699 |
1.0713 |
0.0014 |
0.1% |
1.0682 |
| Low |
1.0636 |
1.0666 |
0.0031 |
0.3% |
1.0534 |
| Close |
1.0679 |
1.0686 |
0.0007 |
0.1% |
1.0675 |
| Range |
0.0064 |
0.0047 |
-0.0017 |
-26.8% |
0.0148 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1,077 |
3,225 |
2,148 |
199.4% |
6,697 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0803 |
1.0712 |
|
| R3 |
1.0781 |
1.0757 |
1.0699 |
|
| R2 |
1.0735 |
1.0735 |
1.0695 |
|
| R1 |
1.0710 |
1.0710 |
1.0690 |
1.0699 |
| PP |
1.0688 |
1.0688 |
1.0688 |
1.0683 |
| S1 |
1.0664 |
1.0664 |
1.0682 |
1.0653 |
| S2 |
1.0642 |
1.0642 |
1.0677 |
|
| S3 |
1.0595 |
1.0617 |
1.0673 |
|
| S4 |
1.0549 |
1.0571 |
1.0660 |
|
|
| 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 |
1.0713 |
1.0565 |
0.0148 |
1.4% |
0.0064 |
0.6% |
82% |
True |
False |
1,274 |
| 10 |
1.0713 |
1.0534 |
0.0179 |
1.7% |
0.0070 |
0.7% |
85% |
True |
False |
1,313 |
| 20 |
1.0845 |
1.0534 |
0.0312 |
2.9% |
0.0066 |
0.6% |
49% |
False |
False |
1,098 |
| 40 |
1.1049 |
1.0534 |
0.0515 |
4.8% |
0.0057 |
0.5% |
30% |
False |
False |
743 |
| 60 |
1.1375 |
1.0534 |
0.0842 |
7.9% |
0.0053 |
0.5% |
18% |
False |
False |
511 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0050 |
0.5% |
18% |
False |
False |
402 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0046 |
0.4% |
18% |
False |
False |
327 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0043 |
0.4% |
18% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0910 |
|
2.618 |
1.0834 |
|
1.618 |
1.0788 |
|
1.000 |
1.0759 |
|
0.618 |
1.0741 |
|
HIGH |
1.0713 |
|
0.618 |
1.0695 |
|
0.500 |
1.0689 |
|
0.382 |
1.0684 |
|
LOW |
1.0666 |
|
0.618 |
1.0637 |
|
1.000 |
1.0620 |
|
1.618 |
1.0591 |
|
2.618 |
1.0544 |
|
4.250 |
1.0468 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0677 |
| PP |
1.0688 |
1.0667 |
| S1 |
1.0687 |
1.0658 |
|