CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0711 |
1.0743 |
0.0032 |
0.3% |
1.0651 |
| High |
1.0717 |
1.0794 |
0.0077 |
0.7% |
1.0721 |
| Low |
1.0685 |
1.0743 |
0.0058 |
0.5% |
1.0651 |
| Close |
1.0711 |
1.0794 |
0.0083 |
0.8% |
1.0711 |
| Range |
0.0033 |
0.0051 |
0.0019 |
56.9% |
0.0070 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
5.0% |
0.0000 |
| Volume |
265 |
62 |
-203 |
-76.6% |
516 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0913 |
1.0822 |
|
| R3 |
1.0879 |
1.0862 |
1.0808 |
|
| R2 |
1.0828 |
1.0828 |
1.0803 |
|
| R1 |
1.0811 |
1.0811 |
1.0798 |
1.0819 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0781 |
| S1 |
1.0760 |
1.0760 |
1.0789 |
1.0768 |
| S2 |
1.0726 |
1.0726 |
1.0784 |
|
| S3 |
1.0675 |
1.0709 |
1.0779 |
|
| S4 |
1.0624 |
1.0658 |
1.0765 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0878 |
1.0750 |
|
| R3 |
1.0834 |
1.0808 |
1.0730 |
|
| R2 |
1.0764 |
1.0764 |
1.0724 |
|
| R1 |
1.0738 |
1.0738 |
1.0717 |
1.0751 |
| PP |
1.0694 |
1.0694 |
1.0694 |
1.0701 |
| S1 |
1.0668 |
1.0668 |
1.0705 |
1.0681 |
| S2 |
1.0624 |
1.0624 |
1.0698 |
|
| S3 |
1.0554 |
1.0598 |
1.0692 |
|
| S4 |
1.0484 |
1.0528 |
1.0673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0794 |
1.0658 |
0.0136 |
1.3% |
0.0036 |
0.3% |
100% |
True |
False |
82 |
| 10 |
1.0794 |
1.0632 |
0.0162 |
1.5% |
0.0040 |
0.4% |
100% |
True |
False |
135 |
| 20 |
1.0794 |
1.0581 |
0.0213 |
2.0% |
0.0038 |
0.4% |
100% |
True |
False |
116 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.6% |
0.0036 |
0.3% |
42% |
False |
False |
107 |
| 60 |
1.1213 |
1.0581 |
0.0632 |
5.9% |
0.0035 |
0.3% |
34% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0927 |
|
1.618 |
1.0876 |
|
1.000 |
1.0845 |
|
0.618 |
1.0825 |
|
HIGH |
1.0794 |
|
0.618 |
1.0774 |
|
0.500 |
1.0768 |
|
0.382 |
1.0762 |
|
LOW |
1.0743 |
|
0.618 |
1.0711 |
|
1.000 |
1.0692 |
|
1.618 |
1.0660 |
|
2.618 |
1.0609 |
|
4.250 |
1.0526 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0775 |
| PP |
1.0777 |
1.0757 |
| S1 |
1.0768 |
1.0739 |
|