CME Euro FX (E) Future June 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 |
1.0703 |
1.0732 |
0.0030 |
0.3% |
1.0650 |
| High |
1.0724 |
1.0750 |
0.0026 |
0.2% |
1.0720 |
| Low |
1.0703 |
1.0727 |
0.0025 |
0.2% |
1.0581 |
| Close |
1.0724 |
1.0731 |
0.0007 |
0.1% |
1.0721 |
| Range |
0.0022 |
0.0023 |
0.0001 |
4.7% |
0.0139 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
151 |
300 |
149 |
98.7% |
606 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0789 |
1.0743 |
|
| R3 |
1.0781 |
1.0767 |
1.0737 |
|
| R2 |
1.0758 |
1.0758 |
1.0735 |
|
| R1 |
1.0744 |
1.0744 |
1.0733 |
1.0740 |
| PP |
1.0736 |
1.0736 |
1.0736 |
1.0734 |
| S1 |
1.0722 |
1.0722 |
1.0728 |
1.0718 |
| S2 |
1.0713 |
1.0713 |
1.0726 |
|
| S3 |
1.0691 |
1.0699 |
1.0724 |
|
| S4 |
1.0668 |
1.0677 |
1.0718 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1044 |
1.0797 |
|
| R3 |
1.0951 |
1.0905 |
1.0759 |
|
| R2 |
1.0812 |
1.0812 |
1.0746 |
|
| R1 |
1.0767 |
1.0767 |
1.0734 |
1.0790 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0685 |
| S1 |
1.0628 |
1.0628 |
1.0708 |
1.0651 |
| S2 |
1.0535 |
1.0535 |
1.0696 |
|
| S3 |
1.0397 |
1.0490 |
1.0683 |
|
| S4 |
1.0258 |
1.0351 |
1.0645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0648 |
0.0102 |
0.9% |
0.0033 |
0.3% |
81% |
True |
False |
148 |
| 10 |
1.0750 |
1.0581 |
0.0169 |
1.6% |
0.0034 |
0.3% |
89% |
True |
False |
121 |
| 20 |
1.0876 |
1.0581 |
0.0295 |
2.7% |
0.0037 |
0.3% |
51% |
False |
False |
96 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0034 |
0.3% |
30% |
False |
False |
92 |
| 60 |
1.1408 |
1.0581 |
0.0827 |
7.7% |
0.0037 |
0.3% |
18% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0845 |
|
2.618 |
1.0808 |
|
1.618 |
1.0786 |
|
1.000 |
1.0772 |
|
0.618 |
1.0763 |
|
HIGH |
1.0750 |
|
0.618 |
1.0741 |
|
0.500 |
1.0738 |
|
0.382 |
1.0736 |
|
LOW |
1.0727 |
|
0.618 |
1.0713 |
|
1.000 |
1.0705 |
|
1.618 |
1.0691 |
|
2.618 |
1.0668 |
|
4.250 |
1.0631 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0723 |
| PP |
1.0736 |
1.0715 |
| S1 |
1.0733 |
1.0707 |
|