CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0746 |
0.0014 |
0.1% |
1.0650 |
| High |
1.0750 |
1.0746 |
-0.0004 |
0.0% |
1.0720 |
| Low |
1.0727 |
1.0650 |
-0.0077 |
-0.7% |
1.0581 |
| Close |
1.0731 |
1.0650 |
-0.0081 |
-0.8% |
1.0721 |
| Range |
0.0023 |
0.0096 |
0.0073 |
324.4% |
0.0139 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.9% |
0.0000 |
| Volume |
300 |
152 |
-148 |
-49.3% |
606 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0968 |
1.0905 |
1.0703 |
|
| R3 |
1.0873 |
1.0809 |
1.0676 |
|
| R2 |
1.0777 |
1.0777 |
1.0668 |
|
| R1 |
1.0714 |
1.0714 |
1.0659 |
1.0698 |
| PP |
1.0682 |
1.0682 |
1.0682 |
1.0674 |
| S1 |
1.0618 |
1.0618 |
1.0641 |
1.0602 |
| S2 |
1.0586 |
1.0586 |
1.0632 |
|
| S3 |
1.0491 |
1.0523 |
1.0624 |
|
| S4 |
1.0395 |
1.0427 |
1.0597 |
|
|
| 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 |
1.0% |
0.0047 |
0.4% |
2% |
False |
False |
173 |
| 10 |
1.0750 |
1.0581 |
0.0169 |
1.6% |
0.0037 |
0.3% |
41% |
False |
False |
134 |
| 20 |
1.0866 |
1.0581 |
0.0285 |
2.7% |
0.0036 |
0.3% |
24% |
False |
False |
102 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0036 |
0.3% |
14% |
False |
False |
95 |
| 60 |
1.1390 |
1.0581 |
0.0809 |
7.6% |
0.0038 |
0.4% |
9% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1151 |
|
2.618 |
1.0996 |
|
1.618 |
1.0900 |
|
1.000 |
1.0841 |
|
0.618 |
1.0805 |
|
HIGH |
1.0746 |
|
0.618 |
1.0709 |
|
0.500 |
1.0698 |
|
0.382 |
1.0686 |
|
LOW |
1.0650 |
|
0.618 |
1.0591 |
|
1.000 |
1.0555 |
|
1.618 |
1.0495 |
|
2.618 |
1.0400 |
|
4.250 |
1.0244 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0700 |
| PP |
1.0682 |
1.0683 |
| S1 |
1.0666 |
1.0667 |
|