CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0608 |
-0.0092 |
-0.9% |
1.0640 |
| High |
1.0715 |
1.0635 |
-0.0080 |
-0.7% |
1.0715 |
| Low |
1.0604 |
1.0573 |
-0.0031 |
-0.3% |
1.0573 |
| Close |
1.0604 |
1.0588 |
-0.0016 |
-0.2% |
1.0588 |
| Range |
0.0111 |
0.0062 |
-0.0049 |
-44.1% |
0.0142 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1,618 |
2,493 |
875 |
54.1% |
9,049 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0748 |
1.0622 |
|
| R3 |
1.0723 |
1.0686 |
1.0605 |
|
| R2 |
1.0661 |
1.0661 |
1.0599 |
|
| R1 |
1.0624 |
1.0624 |
1.0594 |
1.0612 |
| PP |
1.0599 |
1.0599 |
1.0599 |
1.0592 |
| S1 |
1.0562 |
1.0562 |
1.0582 |
1.0550 |
| S2 |
1.0537 |
1.0537 |
1.0577 |
|
| S3 |
1.0475 |
1.0500 |
1.0571 |
|
| S4 |
1.0413 |
1.0438 |
1.0554 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0962 |
1.0666 |
|
| R3 |
1.0909 |
1.0820 |
1.0627 |
|
| R2 |
1.0767 |
1.0767 |
1.0614 |
|
| R1 |
1.0678 |
1.0678 |
1.0601 |
1.0652 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0612 |
| S1 |
1.0536 |
1.0536 |
1.0575 |
1.0510 |
| S2 |
1.0483 |
1.0483 |
1.0562 |
|
| S3 |
1.0341 |
1.0394 |
1.0549 |
|
| S4 |
1.0199 |
1.0252 |
1.0510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0715 |
1.0573 |
0.0142 |
1.3% |
0.0066 |
0.6% |
11% |
False |
True |
1,809 |
| 10 |
1.0715 |
1.0534 |
0.0182 |
1.7% |
0.0073 |
0.7% |
30% |
False |
False |
1,574 |
| 20 |
1.0827 |
1.0534 |
0.0293 |
2.8% |
0.0067 |
0.6% |
19% |
False |
False |
1,228 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0059 |
0.6% |
11% |
False |
False |
845 |
| 60 |
1.1276 |
1.0534 |
0.0743 |
7.0% |
0.0055 |
0.5% |
7% |
False |
False |
579 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0050 |
0.5% |
6% |
False |
False |
450 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0047 |
0.4% |
6% |
False |
False |
368 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0044 |
0.4% |
6% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0899 |
|
2.618 |
1.0797 |
|
1.618 |
1.0735 |
|
1.000 |
1.0697 |
|
0.618 |
1.0673 |
|
HIGH |
1.0635 |
|
0.618 |
1.0611 |
|
0.500 |
1.0604 |
|
0.382 |
1.0597 |
|
LOW |
1.0573 |
|
0.618 |
1.0535 |
|
1.000 |
1.0511 |
|
1.618 |
1.0473 |
|
2.618 |
1.0411 |
|
4.250 |
1.0310 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0604 |
1.0644 |
| PP |
1.0599 |
1.0625 |
| S1 |
1.0593 |
1.0607 |
|