CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0764 |
1.0802 |
0.0038 |
0.3% |
1.0830 |
| High |
1.0810 |
1.0819 |
0.0010 |
0.1% |
1.0864 |
| Low |
1.0758 |
1.0755 |
-0.0004 |
0.0% |
1.0738 |
| Close |
1.0795 |
1.0781 |
-0.0015 |
-0.1% |
1.0748 |
| Range |
0.0052 |
0.0065 |
0.0013 |
25.2% |
0.0126 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
99,264 |
194,119 |
94,855 |
95.6% |
170,277 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0978 |
1.0944 |
1.0816 |
|
| R3 |
1.0914 |
1.0879 |
1.0798 |
|
| R2 |
1.0849 |
1.0849 |
1.0792 |
|
| R1 |
1.0815 |
1.0815 |
1.0786 |
1.0800 |
| PP |
1.0785 |
1.0785 |
1.0785 |
1.0777 |
| S1 |
1.0750 |
1.0750 |
1.0775 |
1.0735 |
| S2 |
1.0720 |
1.0720 |
1.0769 |
|
| S3 |
1.0656 |
1.0686 |
1.0763 |
|
| S4 |
1.0591 |
1.0621 |
1.0745 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1079 |
1.0817 |
|
| R3 |
1.1034 |
1.0954 |
1.0783 |
|
| R2 |
1.0909 |
1.0909 |
1.0771 |
|
| R1 |
1.0828 |
1.0828 |
1.0760 |
1.0806 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0772 |
| S1 |
1.0703 |
1.0703 |
1.0736 |
1.0680 |
| S2 |
1.0658 |
1.0658 |
1.0725 |
|
| S3 |
1.0532 |
1.0577 |
1.0713 |
|
| S4 |
1.0407 |
1.0452 |
1.0679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0819 |
1.0738 |
0.0081 |
0.8% |
0.0051 |
0.5% |
52% |
True |
False |
88,634 |
| 10 |
1.1003 |
1.0738 |
0.0265 |
2.5% |
0.0076 |
0.7% |
16% |
False |
False |
49,036 |
| 20 |
1.1017 |
1.0738 |
0.0279 |
2.6% |
0.0068 |
0.6% |
15% |
False |
False |
25,357 |
| 40 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0072 |
0.7% |
7% |
False |
False |
13,383 |
| 60 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0070 |
0.7% |
7% |
False |
False |
9,188 |
| 80 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0066 |
0.6% |
7% |
False |
False |
7,017 |
| 100 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0062 |
0.6% |
7% |
False |
False |
5,652 |
| 120 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0061 |
0.6% |
7% |
False |
False |
4,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1093 |
|
2.618 |
1.0988 |
|
1.618 |
1.0923 |
|
1.000 |
1.0884 |
|
0.618 |
1.0859 |
|
HIGH |
1.0819 |
|
0.618 |
1.0794 |
|
0.500 |
1.0787 |
|
0.382 |
1.0779 |
|
LOW |
1.0755 |
|
0.618 |
1.0715 |
|
1.000 |
1.0690 |
|
1.618 |
1.0650 |
|
2.618 |
1.0586 |
|
4.250 |
1.0480 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0787 |
1.0782 |
| PP |
1.0785 |
1.0782 |
| S1 |
1.0783 |
1.0781 |
|