CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0702 |
1.0685 |
-0.0017 |
-0.2% |
1.0707 |
| High |
1.0711 |
1.0694 |
-0.0018 |
-0.2% |
1.0778 |
| Low |
1.0653 |
1.0613 |
-0.0040 |
-0.4% |
1.0653 |
| Close |
1.0686 |
1.0625 |
-0.0061 |
-0.6% |
1.0686 |
| Range |
0.0058 |
0.0081 |
0.0023 |
38.8% |
0.0125 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.3% |
0.0000 |
| Volume |
164,316 |
165,600 |
1,284 |
0.8% |
873,015 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0885 |
1.0836 |
1.0669 |
|
| R3 |
1.0805 |
1.0755 |
1.0647 |
|
| R2 |
1.0724 |
1.0724 |
1.0640 |
|
| R1 |
1.0675 |
1.0675 |
1.0632 |
1.0659 |
| PP |
1.0644 |
1.0644 |
1.0644 |
1.0636 |
| S1 |
1.0594 |
1.0594 |
1.0618 |
1.0579 |
| S2 |
1.0563 |
1.0563 |
1.0610 |
|
| S3 |
1.0483 |
1.0514 |
1.0603 |
|
| S4 |
1.0402 |
1.0433 |
1.0581 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1008 |
1.0755 |
|
| R3 |
1.0956 |
1.0883 |
1.0720 |
|
| R2 |
1.0831 |
1.0831 |
1.0709 |
|
| R1 |
1.0758 |
1.0758 |
1.0697 |
1.0732 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0693 |
| S1 |
1.0633 |
1.0633 |
1.0675 |
1.0607 |
| S2 |
1.0581 |
1.0581 |
1.0663 |
|
| S3 |
1.0456 |
1.0508 |
1.0652 |
|
| S4 |
1.0331 |
1.0383 |
1.0617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0778 |
1.0613 |
0.0165 |
1.6% |
0.0065 |
0.6% |
7% |
False |
True |
184,760 |
| 10 |
1.0819 |
1.0613 |
0.0206 |
1.9% |
0.0067 |
0.6% |
6% |
False |
True |
211,415 |
| 20 |
1.1003 |
1.0613 |
0.0390 |
3.7% |
0.0070 |
0.7% |
3% |
False |
True |
120,596 |
| 40 |
1.1128 |
1.0613 |
0.0515 |
4.8% |
0.0067 |
0.6% |
2% |
False |
True |
61,019 |
| 60 |
1.1357 |
1.0613 |
0.0744 |
7.0% |
0.0071 |
0.7% |
2% |
False |
True |
41,109 |
| 80 |
1.1357 |
1.0613 |
0.0744 |
7.0% |
0.0069 |
0.6% |
2% |
False |
True |
31,002 |
| 100 |
1.1357 |
1.0613 |
0.0744 |
7.0% |
0.0064 |
0.6% |
2% |
False |
True |
24,842 |
| 120 |
1.1357 |
1.0613 |
0.0744 |
7.0% |
0.0061 |
0.6% |
2% |
False |
True |
20,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1036 |
|
2.618 |
1.0904 |
|
1.618 |
1.0824 |
|
1.000 |
1.0774 |
|
0.618 |
1.0743 |
|
HIGH |
1.0694 |
|
0.618 |
1.0663 |
|
0.500 |
1.0653 |
|
0.382 |
1.0644 |
|
LOW |
1.0613 |
|
0.618 |
1.0563 |
|
1.000 |
1.0533 |
|
1.618 |
1.0483 |
|
2.618 |
1.0402 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0653 |
1.0663 |
| PP |
1.0644 |
1.0650 |
| S1 |
1.0634 |
1.0638 |
|