CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0729 |
1.0645 |
-0.0085 |
-0.8% |
1.0718 |
| High |
1.0754 |
1.0688 |
-0.0066 |
-0.6% |
1.0773 |
| Low |
1.0633 |
1.0634 |
0.0001 |
0.0% |
1.0633 |
| Close |
1.0636 |
1.0662 |
0.0026 |
0.2% |
1.0662 |
| Range |
0.0121 |
0.0055 |
-0.0067 |
-55.0% |
0.0140 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
385,312 |
81,682 |
-303,630 |
-78.8% |
1,576,591 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0798 |
1.0691 |
|
| R3 |
1.0770 |
1.0743 |
1.0676 |
|
| R2 |
1.0716 |
1.0716 |
1.0671 |
|
| R1 |
1.0689 |
1.0689 |
1.0666 |
1.0702 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0668 |
| S1 |
1.0634 |
1.0634 |
1.0657 |
1.0648 |
| S2 |
1.0607 |
1.0607 |
1.0652 |
|
| S3 |
1.0552 |
1.0580 |
1.0647 |
|
| S4 |
1.0498 |
1.0525 |
1.0632 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1025 |
1.0739 |
|
| R3 |
1.0969 |
1.0885 |
1.0700 |
|
| R2 |
1.0829 |
1.0829 |
1.0687 |
|
| R1 |
1.0745 |
1.0745 |
1.0674 |
1.0717 |
| PP |
1.0689 |
1.0689 |
1.0689 |
1.0675 |
| S1 |
1.0605 |
1.0605 |
1.0649 |
1.0577 |
| S2 |
1.0549 |
1.0549 |
1.0636 |
|
| S3 |
1.0409 |
1.0465 |
1.0623 |
|
| S4 |
1.0269 |
1.0325 |
1.0585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0773 |
1.0633 |
0.0140 |
1.3% |
0.0069 |
0.6% |
21% |
False |
False |
315,318 |
| 10 |
1.0890 |
1.0633 |
0.0257 |
2.4% |
0.0070 |
0.7% |
11% |
False |
False |
271,075 |
| 20 |
1.0956 |
1.0633 |
0.0323 |
3.0% |
0.0072 |
0.7% |
9% |
False |
False |
230,517 |
| 40 |
1.1178 |
1.0633 |
0.0545 |
5.1% |
0.0074 |
0.7% |
5% |
False |
False |
205,390 |
| 60 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0075 |
0.7% |
4% |
False |
False |
199,249 |
| 80 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0074 |
0.7% |
4% |
False |
False |
173,351 |
| 100 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0074 |
0.7% |
4% |
False |
False |
139,014 |
| 120 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0073 |
0.7% |
4% |
False |
False |
115,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0920 |
|
2.618 |
1.0831 |
|
1.618 |
1.0776 |
|
1.000 |
1.0743 |
|
0.618 |
1.0722 |
|
HIGH |
1.0688 |
|
0.618 |
1.0667 |
|
0.500 |
1.0661 |
|
0.382 |
1.0654 |
|
LOW |
1.0634 |
|
0.618 |
1.0600 |
|
1.000 |
1.0579 |
|
1.618 |
1.0545 |
|
2.618 |
1.0491 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0661 |
1.0700 |
| PP |
1.0661 |
1.0687 |
| S1 |
1.0661 |
1.0674 |
|