CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0707 |
1.0733 |
0.0026 |
0.2% |
1.0764 |
| High |
1.0741 |
1.0760 |
0.0019 |
0.2% |
1.0819 |
| Low |
1.0697 |
1.0716 |
0.0020 |
0.2% |
1.0675 |
| Close |
1.0720 |
1.0719 |
-0.0002 |
0.0% |
1.0704 |
| Range |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0144 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
114,813 |
145,568 |
30,755 |
26.8% |
1,174,802 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0862 |
1.0834 |
1.0742 |
|
| R3 |
1.0818 |
1.0790 |
1.0730 |
|
| R2 |
1.0775 |
1.0775 |
1.0726 |
|
| R1 |
1.0747 |
1.0747 |
1.0722 |
1.0739 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0728 |
| S1 |
1.0703 |
1.0703 |
1.0715 |
1.0696 |
| S2 |
1.0688 |
1.0688 |
1.0711 |
|
| S3 |
1.0644 |
1.0660 |
1.0707 |
|
| S4 |
1.0601 |
1.0616 |
1.0695 |
|
|
| 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 |
1.0812 |
1.0675 |
0.0137 |
1.3% |
0.0064 |
0.6% |
32% |
False |
False |
228,360 |
| 10 |
1.0819 |
1.0675 |
0.0144 |
1.3% |
0.0057 |
0.5% |
30% |
False |
False |
158,497 |
| 20 |
1.1003 |
1.0675 |
0.0328 |
3.1% |
0.0071 |
0.7% |
13% |
False |
False |
82,148 |
| 40 |
1.1225 |
1.0675 |
0.0550 |
5.1% |
0.0071 |
0.7% |
8% |
False |
False |
41,731 |
| 60 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0070 |
0.7% |
6% |
False |
False |
28,170 |
| 80 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0068 |
0.6% |
6% |
False |
False |
21,288 |
| 100 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0062 |
0.6% |
6% |
False |
False |
17,067 |
| 120 |
1.1357 |
1.0675 |
0.0682 |
6.4% |
0.0061 |
0.6% |
6% |
False |
False |
14,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0944 |
|
2.618 |
1.0873 |
|
1.618 |
1.0830 |
|
1.000 |
1.0803 |
|
0.618 |
1.0786 |
|
HIGH |
1.0760 |
|
0.618 |
1.0743 |
|
0.500 |
1.0738 |
|
0.382 |
1.0733 |
|
LOW |
1.0716 |
|
0.618 |
1.0689 |
|
1.000 |
1.0673 |
|
1.618 |
1.0646 |
|
2.618 |
1.0602 |
|
4.250 |
1.0531 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0738 |
1.0718 |
| PP |
1.0731 |
1.0718 |
| S1 |
1.0725 |
1.0718 |
|