CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0674 |
1.0637 |
-0.0037 |
-0.3% |
1.0800 |
| High |
1.0674 |
1.0701 |
0.0027 |
0.3% |
1.0866 |
| Low |
1.0638 |
1.0637 |
-0.0001 |
0.0% |
1.0766 |
| Close |
1.0642 |
1.0686 |
0.0044 |
0.4% |
1.0782 |
| Range |
0.0037 |
0.0064 |
0.0028 |
75.3% |
0.0100 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
141 |
19 |
-122 |
-86.5% |
364 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0867 |
1.0840 |
1.0721 |
|
| R3 |
1.0803 |
1.0776 |
1.0703 |
|
| R2 |
1.0739 |
1.0739 |
1.0697 |
|
| R1 |
1.0712 |
1.0712 |
1.0691 |
1.0725 |
| PP |
1.0675 |
1.0675 |
1.0675 |
1.0681 |
| S1 |
1.0648 |
1.0648 |
1.0680 |
1.0661 |
| S2 |
1.0611 |
1.0611 |
1.0674 |
|
| S3 |
1.0547 |
1.0584 |
1.0668 |
|
| S4 |
1.0483 |
1.0520 |
1.0650 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.1043 |
1.0837 |
|
| R3 |
1.1004 |
1.0943 |
1.0810 |
|
| R2 |
1.0904 |
1.0904 |
1.0800 |
|
| R1 |
1.0843 |
1.0843 |
1.0791 |
1.0824 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0795 |
| S1 |
1.0743 |
1.0743 |
1.0773 |
1.0724 |
| S2 |
1.0704 |
1.0704 |
1.0764 |
|
| S3 |
1.0604 |
1.0643 |
1.0755 |
|
| S4 |
1.0504 |
1.0543 |
1.0727 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0973 |
|
2.618 |
1.0869 |
|
1.618 |
1.0805 |
|
1.000 |
1.0765 |
|
0.618 |
1.0741 |
|
HIGH |
1.0701 |
|
0.618 |
1.0677 |
|
0.500 |
1.0669 |
|
0.382 |
1.0661 |
|
LOW |
1.0637 |
|
0.618 |
1.0597 |
|
1.000 |
1.0573 |
|
1.618 |
1.0533 |
|
2.618 |
1.0469 |
|
4.250 |
1.0365 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0680 |
1.0685 |
| PP |
1.0675 |
1.0685 |
| S1 |
1.0669 |
1.0685 |
|