CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0808 |
1.0776 |
-0.0032 |
-0.3% |
1.0830 |
| High |
1.0812 |
1.0798 |
-0.0014 |
-0.1% |
1.0864 |
| Low |
1.0759 |
1.0675 |
-0.0084 |
-0.8% |
1.0738 |
| Close |
1.0780 |
1.0678 |
-0.0102 |
-0.9% |
1.0748 |
| Range |
0.0053 |
0.0123 |
0.0070 |
133.3% |
0.0126 |
| ATR |
0.0069 |
0.0072 |
0.0004 |
5.6% |
0.0000 |
| Volume |
394,624 |
253,943 |
-140,681 |
-35.6% |
170,277 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1004 |
1.0745 |
|
| R3 |
1.0962 |
1.0881 |
1.0712 |
|
| R2 |
1.0839 |
1.0839 |
1.0700 |
|
| R1 |
1.0759 |
1.0759 |
1.0689 |
1.0738 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0706 |
| S1 |
1.0636 |
1.0636 |
1.0667 |
1.0615 |
| S2 |
1.0594 |
1.0594 |
1.0656 |
|
| S3 |
1.0472 |
1.0514 |
1.0644 |
|
| S4 |
1.0349 |
1.0391 |
1.0611 |
|
|
| 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 |
1.0675 |
0.0144 |
1.3% |
0.0068 |
0.6% |
2% |
False |
True |
202,805 |
| 10 |
1.0994 |
1.0675 |
0.0319 |
3.0% |
0.0074 |
0.7% |
1% |
False |
True |
112,570 |
| 20 |
1.1003 |
1.0675 |
0.0328 |
3.1% |
0.0071 |
0.7% |
1% |
False |
True |
57,699 |
| 40 |
1.1309 |
1.0675 |
0.0634 |
5.9% |
0.0073 |
0.7% |
0% |
False |
True |
29,516 |
| 60 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0072 |
0.7% |
0% |
False |
True |
19,980 |
| 80 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0066 |
0.6% |
0% |
False |
True |
15,123 |
| 100 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0063 |
0.6% |
0% |
False |
True |
12,136 |
| 120 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0061 |
0.6% |
0% |
False |
True |
10,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1318 |
|
2.618 |
1.1118 |
|
1.618 |
1.0996 |
|
1.000 |
1.0920 |
|
0.618 |
1.0873 |
|
HIGH |
1.0798 |
|
0.618 |
1.0751 |
|
0.500 |
1.0736 |
|
0.382 |
1.0722 |
|
LOW |
1.0675 |
|
0.618 |
1.0599 |
|
1.000 |
1.0553 |
|
1.618 |
1.0477 |
|
2.618 |
1.0354 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0747 |
| PP |
1.0717 |
1.0724 |
| S1 |
1.0697 |
1.0701 |
|