CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0700 |
1.0662 |
-0.0039 |
-0.4% |
1.0651 |
| High |
1.0708 |
1.0676 |
-0.0032 |
-0.3% |
1.0721 |
| Low |
1.0684 |
1.0645 |
-0.0039 |
-0.4% |
1.0651 |
| Close |
1.0684 |
1.0676 |
-0.0008 |
-0.1% |
1.0711 |
| Range |
0.0024 |
0.0031 |
0.0007 |
29.2% |
0.0070 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
18 |
149 |
131 |
727.8% |
516 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0759 |
1.0748 |
1.0693 |
|
| R3 |
1.0728 |
1.0717 |
1.0685 |
|
| R2 |
1.0697 |
1.0697 |
1.0682 |
|
| R1 |
1.0686 |
1.0686 |
1.0679 |
1.0692 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0668 |
| S1 |
1.0655 |
1.0655 |
1.0673 |
1.0661 |
| S2 |
1.0635 |
1.0635 |
1.0670 |
|
| S3 |
1.0604 |
1.0624 |
1.0667 |
|
| S4 |
1.0573 |
1.0593 |
1.0659 |
|
|
| 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 |
1.0645 |
0.0155 |
1.5% |
0.0046 |
0.4% |
20% |
False |
True |
112 |
| 10 |
1.0800 |
1.0632 |
0.0169 |
1.6% |
0.0041 |
0.4% |
26% |
False |
False |
98 |
| 20 |
1.0800 |
1.0581 |
0.0219 |
2.1% |
0.0039 |
0.4% |
43% |
False |
False |
116 |
| 40 |
1.1052 |
1.0581 |
0.0471 |
4.4% |
0.0038 |
0.4% |
20% |
False |
False |
91 |
| 60 |
1.1213 |
1.0581 |
0.0632 |
5.9% |
0.0036 |
0.3% |
15% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0808 |
|
2.618 |
1.0757 |
|
1.618 |
1.0726 |
|
1.000 |
1.0707 |
|
0.618 |
1.0695 |
|
HIGH |
1.0676 |
|
0.618 |
1.0664 |
|
0.500 |
1.0661 |
|
0.382 |
1.0657 |
|
LOW |
1.0645 |
|
0.618 |
1.0626 |
|
1.000 |
1.0614 |
|
1.618 |
1.0595 |
|
2.618 |
1.0564 |
|
4.250 |
1.0513 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0671 |
1.0723 |
| PP |
1.0666 |
1.0707 |
| S1 |
1.0661 |
1.0692 |
|