CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0670 |
1.0651 |
-0.0019 |
-0.2% |
1.0666 |
| High |
1.0681 |
1.0680 |
-0.0001 |
0.0% |
1.0750 |
| Low |
1.0632 |
1.0651 |
0.0020 |
0.2% |
1.0632 |
| Close |
1.0635 |
1.0678 |
0.0043 |
0.4% |
1.0635 |
| Range |
0.0049 |
0.0029 |
-0.0020 |
-40.8% |
0.0118 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
170 |
164 |
-6 |
-3.5% |
904 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0746 |
1.0693 |
|
| R3 |
1.0728 |
1.0717 |
1.0685 |
|
| R2 |
1.0699 |
1.0699 |
1.0683 |
|
| R1 |
1.0688 |
1.0688 |
1.0680 |
1.0693 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0672 |
| S1 |
1.0659 |
1.0659 |
1.0675 |
1.0664 |
| S2 |
1.0641 |
1.0641 |
1.0672 |
|
| S3 |
1.0612 |
1.0630 |
1.0670 |
|
| S4 |
1.0583 |
1.0601 |
1.0662 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.0948 |
1.0699 |
|
| R3 |
1.0908 |
1.0830 |
1.0667 |
|
| R2 |
1.0790 |
1.0790 |
1.0656 |
|
| R1 |
1.0712 |
1.0712 |
1.0645 |
1.0692 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0662 |
| S1 |
1.0594 |
1.0594 |
1.0624 |
1.0574 |
| S2 |
1.0554 |
1.0554 |
1.0613 |
|
| S3 |
1.0436 |
1.0476 |
1.0602 |
|
| S4 |
1.0318 |
1.0358 |
1.0570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0632 |
0.0118 |
1.1% |
0.0044 |
0.4% |
39% |
False |
False |
187 |
| 10 |
1.0750 |
1.0581 |
0.0169 |
1.6% |
0.0038 |
0.4% |
57% |
False |
False |
166 |
| 20 |
1.0866 |
1.0581 |
0.0285 |
2.7% |
0.0038 |
0.4% |
34% |
False |
False |
117 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0036 |
0.3% |
19% |
False |
False |
102 |
| 60 |
1.1319 |
1.0581 |
0.0738 |
6.9% |
0.0037 |
0.3% |
13% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0803 |
|
2.618 |
1.0756 |
|
1.618 |
1.0727 |
|
1.000 |
1.0709 |
|
0.618 |
1.0698 |
|
HIGH |
1.0680 |
|
0.618 |
1.0669 |
|
0.500 |
1.0666 |
|
0.382 |
1.0662 |
|
LOW |
1.0651 |
|
0.618 |
1.0633 |
|
1.000 |
1.0622 |
|
1.618 |
1.0604 |
|
2.618 |
1.0575 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0674 |
1.0689 |
| PP |
1.0670 |
1.0685 |
| S1 |
1.0666 |
1.0681 |
|