CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0662 |
1.0684 |
0.0022 |
0.2% |
1.0743 |
| High |
1.0676 |
1.0685 |
0.0009 |
0.1% |
1.0800 |
| Low |
1.0645 |
1.0652 |
0.0007 |
0.1% |
1.0645 |
| Close |
1.0676 |
1.0684 |
0.0008 |
0.1% |
1.0684 |
| Range |
0.0031 |
0.0033 |
0.0002 |
6.5% |
0.0155 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
149 |
140 |
-9 |
-6.0% |
439 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0761 |
1.0702 |
|
| R3 |
1.0739 |
1.0728 |
1.0693 |
|
| R2 |
1.0706 |
1.0706 |
1.0690 |
|
| R1 |
1.0695 |
1.0695 |
1.0687 |
1.0700 |
| PP |
1.0673 |
1.0673 |
1.0673 |
1.0676 |
| S1 |
1.0662 |
1.0662 |
1.0680 |
1.0667 |
| S2 |
1.0640 |
1.0640 |
1.0677 |
|
| S3 |
1.0607 |
1.0629 |
1.0674 |
|
| S4 |
1.0574 |
1.0596 |
1.0665 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1084 |
1.0769 |
|
| R3 |
1.1020 |
1.0929 |
1.0726 |
|
| R2 |
1.0865 |
1.0865 |
1.0712 |
|
| R1 |
1.0774 |
1.0774 |
1.0698 |
1.0742 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0693 |
| S1 |
1.0619 |
1.0619 |
1.0669 |
1.0587 |
| S2 |
1.0555 |
1.0555 |
1.0655 |
|
| S3 |
1.0400 |
1.0464 |
1.0641 |
|
| S4 |
1.0245 |
1.0309 |
1.0598 |
|
|
| 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% |
25% |
False |
False |
87 |
| 10 |
1.0800 |
1.0645 |
0.0155 |
1.5% |
0.0039 |
0.4% |
25% |
False |
False |
95 |
| 20 |
1.0800 |
1.0581 |
0.0219 |
2.0% |
0.0038 |
0.4% |
47% |
False |
False |
123 |
| 40 |
1.1039 |
1.0581 |
0.0458 |
4.3% |
0.0038 |
0.4% |
22% |
False |
False |
95 |
| 60 |
1.1213 |
1.0581 |
0.0632 |
5.9% |
0.0036 |
0.3% |
16% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0825 |
|
2.618 |
1.0771 |
|
1.618 |
1.0738 |
|
1.000 |
1.0718 |
|
0.618 |
1.0705 |
|
HIGH |
1.0685 |
|
0.618 |
1.0672 |
|
0.500 |
1.0668 |
|
0.382 |
1.0664 |
|
LOW |
1.0652 |
|
0.618 |
1.0631 |
|
1.000 |
1.0619 |
|
1.618 |
1.0598 |
|
2.618 |
1.0565 |
|
4.250 |
1.0511 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0681 |
| PP |
1.0673 |
1.0679 |
| S1 |
1.0668 |
1.0676 |
|