CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0718 |
1.0702 |
-0.0016 |
-0.1% |
1.0764 |
| High |
1.0778 |
1.0713 |
-0.0065 |
-0.6% |
1.0819 |
| Low |
1.0690 |
1.0656 |
-0.0034 |
-0.3% |
1.0675 |
| Close |
1.0727 |
1.0701 |
-0.0026 |
-0.2% |
1.0704 |
| Range |
0.0088 |
0.0057 |
-0.0031 |
-35.2% |
0.0144 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.2% |
0.0000 |
| Volume |
210,334 |
237,984 |
27,650 |
13.1% |
1,174,802 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0838 |
1.0732 |
|
| R3 |
1.0804 |
1.0781 |
1.0717 |
|
| R2 |
1.0747 |
1.0747 |
1.0711 |
|
| R1 |
1.0724 |
1.0724 |
1.0706 |
1.0707 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0682 |
| S1 |
1.0667 |
1.0667 |
1.0696 |
1.0650 |
| S2 |
1.0633 |
1.0633 |
1.0691 |
|
| S3 |
1.0576 |
1.0610 |
1.0685 |
|
| S4 |
1.0519 |
1.0553 |
1.0670 |
|
|
| 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 |
1.0778 |
1.0656 |
0.0122 |
1.1% |
0.0058 |
0.5% |
37% |
False |
True |
188,310 |
| 10 |
1.0819 |
1.0656 |
0.0163 |
1.5% |
0.0063 |
0.6% |
28% |
False |
True |
195,558 |
| 20 |
1.1003 |
1.0656 |
0.0347 |
3.2% |
0.0070 |
0.7% |
13% |
False |
True |
104,321 |
| 40 |
1.1225 |
1.0656 |
0.0569 |
5.3% |
0.0071 |
0.7% |
8% |
False |
True |
52,896 |
| 60 |
1.1357 |
1.0656 |
0.0701 |
6.5% |
0.0070 |
0.7% |
6% |
False |
True |
35,626 |
| 80 |
1.1357 |
1.0656 |
0.0701 |
6.5% |
0.0069 |
0.6% |
6% |
False |
True |
26,888 |
| 100 |
1.1357 |
1.0656 |
0.0701 |
6.5% |
0.0063 |
0.6% |
6% |
False |
True |
21,547 |
| 120 |
1.1357 |
1.0656 |
0.0701 |
6.5% |
0.0061 |
0.6% |
6% |
False |
True |
17,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0955 |
|
2.618 |
1.0862 |
|
1.618 |
1.0805 |
|
1.000 |
1.0770 |
|
0.618 |
1.0748 |
|
HIGH |
1.0713 |
|
0.618 |
1.0691 |
|
0.500 |
1.0685 |
|
0.382 |
1.0678 |
|
LOW |
1.0656 |
|
0.618 |
1.0621 |
|
1.000 |
1.0599 |
|
1.618 |
1.0564 |
|
2.618 |
1.0507 |
|
4.250 |
1.0414 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0696 |
1.0717 |
| PP |
1.0690 |
1.0712 |
| S1 |
1.0685 |
1.0706 |
|