CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0742 |
1.0665 |
-0.0077 |
-0.7% |
1.0599 |
| High |
1.0763 |
1.0676 |
-0.0087 |
-0.8% |
1.0688 |
| Low |
1.0656 |
1.0637 |
-0.0019 |
-0.2% |
1.0594 |
| Close |
1.0661 |
1.0637 |
-0.0024 |
-0.2% |
1.0665 |
| Range |
0.0107 |
0.0039 |
-0.0068 |
-63.6% |
0.0094 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
698 |
475 |
-223 |
-31.9% |
5,503 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0741 |
1.0658 |
|
| R3 |
1.0728 |
1.0702 |
1.0648 |
|
| R2 |
1.0689 |
1.0689 |
1.0644 |
|
| R1 |
1.0663 |
1.0663 |
1.0641 |
1.0657 |
| PP |
1.0650 |
1.0650 |
1.0650 |
1.0647 |
| S1 |
1.0624 |
1.0624 |
1.0633 |
1.0618 |
| S2 |
1.0611 |
1.0611 |
1.0630 |
|
| S3 |
1.0572 |
1.0585 |
1.0626 |
|
| S4 |
1.0533 |
1.0546 |
1.0616 |
|
|
| 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 |
1.0763 |
1.0605 |
0.0158 |
1.5% |
0.0074 |
0.7% |
20% |
False |
False |
743 |
| 10 |
1.0763 |
1.0573 |
0.0190 |
1.8% |
0.0071 |
0.7% |
34% |
False |
False |
1,151 |
| 20 |
1.0763 |
1.0534 |
0.0230 |
2.2% |
0.0070 |
0.7% |
45% |
False |
False |
1,232 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0064 |
0.6% |
20% |
False |
False |
993 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0056 |
0.5% |
17% |
False |
False |
691 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0054 |
0.5% |
12% |
False |
False |
537 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0051 |
0.5% |
12% |
False |
False |
440 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0047 |
0.4% |
12% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0842 |
|
2.618 |
1.0778 |
|
1.618 |
1.0739 |
|
1.000 |
1.0715 |
|
0.618 |
1.0700 |
|
HIGH |
1.0676 |
|
0.618 |
1.0661 |
|
0.500 |
1.0657 |
|
0.382 |
1.0652 |
|
LOW |
1.0637 |
|
0.618 |
1.0613 |
|
1.000 |
1.0598 |
|
1.618 |
1.0574 |
|
2.618 |
1.0535 |
|
4.250 |
1.0471 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0700 |
| PP |
1.0650 |
1.0679 |
| S1 |
1.0644 |
1.0658 |
|