CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0649 |
1.0664 |
0.0015 |
0.1% |
1.0599 |
| High |
1.0676 |
1.0750 |
0.0074 |
0.7% |
1.0688 |
| Low |
1.0638 |
1.0647 |
0.0009 |
0.1% |
1.0594 |
| Close |
1.0665 |
1.0747 |
0.0082 |
0.8% |
1.0665 |
| Range |
0.0038 |
0.0103 |
0.0065 |
173.3% |
0.0094 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.1% |
0.0000 |
| Volume |
660 |
732 |
72 |
10.9% |
5,503 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1022 |
1.0987 |
1.0803 |
|
| R3 |
1.0920 |
1.0885 |
1.0775 |
|
| R2 |
1.0817 |
1.0817 |
1.0766 |
|
| R1 |
1.0782 |
1.0782 |
1.0756 |
1.0800 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0723 |
| S1 |
1.0680 |
1.0680 |
1.0738 |
1.0697 |
| S2 |
1.0612 |
1.0612 |
1.0728 |
|
| S3 |
1.0510 |
1.0577 |
1.0719 |
|
| S4 |
1.0407 |
1.0475 |
1.0691 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0892 |
1.0717 |
|
| R3 |
1.0837 |
1.0798 |
1.0691 |
|
| R2 |
1.0743 |
1.0743 |
1.0682 |
|
| R1 |
1.0704 |
1.0704 |
1.0674 |
1.0723 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0658 |
| S1 |
1.0610 |
1.0610 |
1.0656 |
1.0629 |
| S2 |
1.0555 |
1.0555 |
1.0648 |
|
| S3 |
1.0461 |
1.0516 |
1.0639 |
|
| S4 |
1.0367 |
1.0422 |
1.0613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0599 |
0.0151 |
1.4% |
0.0070 |
0.6% |
98% |
True |
False |
965 |
| 10 |
1.0750 |
1.0573 |
0.0177 |
1.6% |
0.0067 |
0.6% |
99% |
True |
False |
1,464 |
| 20 |
1.0750 |
1.0534 |
0.0216 |
2.0% |
0.0069 |
0.6% |
99% |
True |
False |
1,270 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0062 |
0.6% |
42% |
False |
False |
992 |
| 60 |
1.1159 |
1.0534 |
0.0626 |
5.8% |
0.0054 |
0.5% |
34% |
False |
False |
673 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0053 |
0.5% |
25% |
False |
False |
523 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0050 |
0.5% |
25% |
False |
False |
429 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.9% |
0.0046 |
0.4% |
25% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1185 |
|
2.618 |
1.1018 |
|
1.618 |
1.0915 |
|
1.000 |
1.0852 |
|
0.618 |
1.0813 |
|
HIGH |
1.0750 |
|
0.618 |
1.0710 |
|
0.500 |
1.0698 |
|
0.382 |
1.0686 |
|
LOW |
1.0647 |
|
0.618 |
1.0584 |
|
1.000 |
1.0545 |
|
1.618 |
1.0481 |
|
2.618 |
1.0379 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0731 |
1.0724 |
| PP |
1.0715 |
1.0701 |
| S1 |
1.0698 |
1.0677 |
|