CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0743 |
1.0800 |
0.0058 |
0.5% |
1.0651 |
| High |
1.0794 |
1.0800 |
0.0007 |
0.1% |
1.0721 |
| Low |
1.0743 |
1.0707 |
-0.0036 |
-0.3% |
1.0651 |
| Close |
1.0794 |
1.0707 |
-0.0087 |
-0.8% |
1.0711 |
| Range |
0.0051 |
0.0093 |
0.0042 |
82.4% |
0.0070 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
5.9% |
0.0000 |
| Volume |
62 |
70 |
8 |
12.9% |
516 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0955 |
1.0758 |
|
| R3 |
1.0924 |
1.0862 |
1.0733 |
|
| R2 |
1.0831 |
1.0831 |
1.0724 |
|
| R1 |
1.0769 |
1.0769 |
1.0716 |
1.0754 |
| PP |
1.0738 |
1.0738 |
1.0738 |
1.0730 |
| S1 |
1.0676 |
1.0676 |
1.0698 |
1.0661 |
| S2 |
1.0645 |
1.0645 |
1.0690 |
|
| S3 |
1.0552 |
1.0583 |
1.0681 |
|
| S4 |
1.0459 |
1.0490 |
1.0656 |
|
|
| 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 |
1.0800 |
1.0658 |
0.0142 |
1.3% |
0.0050 |
0.5% |
35% |
True |
False |
94 |
| 10 |
1.0800 |
1.0632 |
0.0169 |
1.6% |
0.0047 |
0.4% |
45% |
True |
False |
127 |
| 20 |
1.0800 |
1.0581 |
0.0219 |
2.0% |
0.0041 |
0.4% |
58% |
True |
False |
116 |
| 40 |
1.1083 |
1.0581 |
0.0502 |
4.7% |
0.0038 |
0.4% |
25% |
False |
False |
108 |
| 60 |
1.1213 |
1.0581 |
0.0632 |
5.9% |
0.0036 |
0.3% |
20% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1195 |
|
2.618 |
1.1043 |
|
1.618 |
1.0950 |
|
1.000 |
1.0893 |
|
0.618 |
1.0857 |
|
HIGH |
1.0800 |
|
0.618 |
1.0764 |
|
0.500 |
1.0754 |
|
0.382 |
1.0743 |
|
LOW |
1.0707 |
|
0.618 |
1.0650 |
|
1.000 |
1.0614 |
|
1.618 |
1.0557 |
|
2.618 |
1.0464 |
|
4.250 |
1.0312 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0754 |
1.0742 |
| PP |
1.0738 |
1.0731 |
| S1 |
1.0723 |
1.0719 |
|