CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0631 |
1.0609 |
-0.0022 |
-0.2% |
1.0707 |
| High |
1.0648 |
1.0612 |
-0.0036 |
-0.3% |
1.0778 |
| Low |
1.0600 |
1.0526 |
-0.0074 |
-0.7% |
1.0653 |
| Close |
1.0604 |
1.0545 |
-0.0059 |
-0.6% |
1.0686 |
| Range |
0.0048 |
0.0086 |
0.0038 |
79.2% |
0.0125 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.9% |
0.0000 |
| Volume |
158,317 |
247,273 |
88,956 |
56.2% |
873,015 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0768 |
1.0592 |
|
| R3 |
1.0733 |
1.0682 |
1.0568 |
|
| R2 |
1.0647 |
1.0647 |
1.0560 |
|
| R1 |
1.0596 |
1.0596 |
1.0552 |
1.0578 |
| PP |
1.0561 |
1.0561 |
1.0561 |
1.0552 |
| S1 |
1.0510 |
1.0510 |
1.0537 |
1.0492 |
| S2 |
1.0475 |
1.0475 |
1.0529 |
|
| S3 |
1.0389 |
1.0424 |
1.0521 |
|
| S4 |
1.0303 |
1.0338 |
1.0497 |
|
|
| 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 |
1.0713 |
1.0526 |
0.0188 |
1.8% |
0.0066 |
0.6% |
10% |
False |
True |
194,698 |
| 10 |
1.0798 |
1.0526 |
0.0272 |
2.6% |
0.0068 |
0.6% |
7% |
False |
True |
193,100 |
| 20 |
1.1003 |
1.0526 |
0.0477 |
4.5% |
0.0070 |
0.7% |
4% |
False |
True |
140,557 |
| 40 |
1.1128 |
1.0526 |
0.0603 |
5.7% |
0.0069 |
0.6% |
3% |
False |
True |
71,108 |
| 60 |
1.1357 |
1.0526 |
0.0831 |
7.9% |
0.0071 |
0.7% |
2% |
False |
True |
47,847 |
| 80 |
1.1357 |
1.0526 |
0.0831 |
7.9% |
0.0069 |
0.7% |
2% |
False |
True |
36,067 |
| 100 |
1.1357 |
1.0526 |
0.0831 |
7.9% |
0.0064 |
0.6% |
2% |
False |
True |
28,891 |
| 120 |
1.1357 |
1.0526 |
0.0831 |
7.9% |
0.0061 |
0.6% |
2% |
False |
True |
24,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0977 |
|
2.618 |
1.0837 |
|
1.618 |
1.0751 |
|
1.000 |
1.0698 |
|
0.618 |
1.0665 |
|
HIGH |
1.0612 |
|
0.618 |
1.0579 |
|
0.500 |
1.0569 |
|
0.382 |
1.0558 |
|
LOW |
1.0526 |
|
0.618 |
1.0472 |
|
1.000 |
1.0440 |
|
1.618 |
1.0386 |
|
2.618 |
1.0300 |
|
4.250 |
1.0160 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0610 |
| PP |
1.0561 |
1.0588 |
| S1 |
1.0553 |
1.0566 |
|