CME Euro FX (E) Future December 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 |
1.0776 |
1.0685 |
-0.0092 |
-0.8% |
1.0764 |
| High |
1.0798 |
1.0731 |
-0.0067 |
-0.6% |
1.0819 |
| Low |
1.0675 |
1.0676 |
0.0001 |
0.0% |
1.0675 |
| Close |
1.0678 |
1.0704 |
0.0026 |
0.2% |
1.0704 |
| Range |
0.0123 |
0.0055 |
-0.0068 |
-55.1% |
0.0144 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
253,943 |
232,852 |
-21,091 |
-8.3% |
1,174,802 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0868 |
1.0841 |
1.0734 |
|
| R3 |
1.0813 |
1.0786 |
1.0719 |
|
| R2 |
1.0758 |
1.0758 |
1.0714 |
|
| R1 |
1.0731 |
1.0731 |
1.0709 |
1.0745 |
| PP |
1.0703 |
1.0703 |
1.0703 |
1.0710 |
| S1 |
1.0676 |
1.0676 |
1.0698 |
1.0690 |
| S2 |
1.0648 |
1.0648 |
1.0693 |
|
| S3 |
1.0593 |
1.0621 |
1.0688 |
|
| S4 |
1.0538 |
1.0566 |
1.0673 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1078 |
1.0783 |
|
| R3 |
1.1021 |
1.0934 |
1.0743 |
|
| R2 |
1.0877 |
1.0877 |
1.0730 |
|
| R1 |
1.0790 |
1.0790 |
1.0717 |
1.0761 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0718 |
| S1 |
1.0646 |
1.0646 |
1.0690 |
1.0617 |
| S2 |
1.0589 |
1.0589 |
1.0677 |
|
| S3 |
1.0445 |
1.0502 |
1.0664 |
|
| S4 |
1.0301 |
1.0358 |
1.0624 |
|
|
| 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% |
0.0069 |
0.6% |
20% |
False |
False |
234,960 |
| 10 |
1.0938 |
1.0675 |
0.0263 |
2.5% |
0.0070 |
0.7% |
11% |
False |
False |
135,053 |
| 20 |
1.1003 |
1.0675 |
0.0328 |
3.1% |
0.0071 |
0.7% |
9% |
False |
False |
69,260 |
| 40 |
1.1225 |
1.0675 |
0.0550 |
5.1% |
0.0071 |
0.7% |
5% |
False |
False |
35,288 |
| 60 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0071 |
0.7% |
4% |
False |
False |
23,855 |
| 80 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0067 |
0.6% |
4% |
False |
False |
18,034 |
| 100 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0063 |
0.6% |
4% |
False |
False |
14,464 |
| 120 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0061 |
0.6% |
4% |
False |
False |
12,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0964 |
|
2.618 |
1.0874 |
|
1.618 |
1.0819 |
|
1.000 |
1.0786 |
|
0.618 |
1.0764 |
|
HIGH |
1.0731 |
|
0.618 |
1.0709 |
|
0.500 |
1.0703 |
|
0.382 |
1.0697 |
|
LOW |
1.0676 |
|
0.618 |
1.0642 |
|
1.000 |
1.0621 |
|
1.618 |
1.0587 |
|
2.618 |
1.0532 |
|
4.250 |
1.0442 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0703 |
1.0743 |
| PP |
1.0703 |
1.0730 |
| S1 |
1.0703 |
1.0717 |
|