CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0808 |
0.0006 |
0.1% |
1.0830 |
| High |
1.0819 |
1.0812 |
-0.0008 |
-0.1% |
1.0864 |
| Low |
1.0755 |
1.0759 |
0.0005 |
0.0% |
1.0738 |
| Close |
1.0781 |
1.0780 |
-0.0001 |
0.0% |
1.0748 |
| Range |
0.0065 |
0.0053 |
-0.0012 |
-18.6% |
0.0126 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
194,119 |
394,624 |
200,505 |
103.3% |
170,277 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0913 |
1.0809 |
|
| R3 |
1.0889 |
1.0861 |
1.0794 |
|
| R2 |
1.0836 |
1.0836 |
1.0790 |
|
| R1 |
1.0808 |
1.0808 |
1.0785 |
1.0796 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0777 |
| S1 |
1.0756 |
1.0756 |
1.0775 |
1.0743 |
| S2 |
1.0731 |
1.0731 |
1.0770 |
|
| S3 |
1.0679 |
1.0703 |
1.0766 |
|
| S4 |
1.0626 |
1.0651 |
1.0751 |
|
|
| 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% |
0.0053 |
0.5% |
52% |
False |
False |
156,421 |
| 10 |
1.1003 |
1.0738 |
0.0265 |
2.5% |
0.0071 |
0.7% |
16% |
False |
False |
88,015 |
| 20 |
1.1003 |
1.0738 |
0.0265 |
2.5% |
0.0068 |
0.6% |
16% |
False |
False |
45,038 |
| 40 |
1.1321 |
1.0738 |
0.0583 |
5.4% |
0.0071 |
0.7% |
7% |
False |
False |
23,225 |
| 60 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0070 |
0.7% |
7% |
False |
False |
15,755 |
| 80 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0066 |
0.6% |
7% |
False |
False |
11,949 |
| 100 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0063 |
0.6% |
7% |
False |
False |
9,598 |
| 120 |
1.1357 |
1.0738 |
0.0619 |
5.7% |
0.0061 |
0.6% |
7% |
False |
False |
8,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1035 |
|
2.618 |
1.0949 |
|
1.618 |
1.0896 |
|
1.000 |
1.0864 |
|
0.618 |
1.0844 |
|
HIGH |
1.0812 |
|
0.618 |
1.0791 |
|
0.500 |
1.0785 |
|
0.382 |
1.0779 |
|
LOW |
1.0759 |
|
0.618 |
1.0727 |
|
1.000 |
1.0707 |
|
1.618 |
1.0674 |
|
2.618 |
1.0622 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0787 |
| PP |
1.0784 |
1.0785 |
| S1 |
1.0782 |
1.0782 |
|