CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0498 |
1.0540 |
0.0042 |
0.4% |
1.0685 |
| High |
1.0566 |
1.0584 |
0.0018 |
0.2% |
1.0694 |
| Low |
1.0484 |
1.0532 |
0.0048 |
0.5% |
1.0526 |
| Close |
1.0537 |
1.0583 |
0.0046 |
0.4% |
1.0613 |
| Range |
0.0082 |
0.0052 |
-0.0030 |
-36.6% |
0.0168 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
234,369 |
178,463 |
-55,906 |
-23.9% |
1,092,333 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0722 |
1.0704 |
1.0611 |
|
| R3 |
1.0670 |
1.0652 |
1.0597 |
|
| R2 |
1.0618 |
1.0618 |
1.0592 |
|
| R1 |
1.0600 |
1.0600 |
1.0587 |
1.0609 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0570 |
| S1 |
1.0548 |
1.0548 |
1.0578 |
1.0557 |
| S2 |
1.0514 |
1.0514 |
1.0573 |
|
| S3 |
1.0462 |
1.0496 |
1.0568 |
|
| S4 |
1.0410 |
1.0444 |
1.0554 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1032 |
1.0705 |
|
| R3 |
1.0947 |
1.0864 |
1.0659 |
|
| R2 |
1.0779 |
1.0779 |
1.0643 |
|
| R1 |
1.0696 |
1.0696 |
1.0628 |
1.0653 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0589 |
| S1 |
1.0528 |
1.0528 |
1.0597 |
1.0485 |
| S2 |
1.0443 |
1.0443 |
1.0582 |
|
| S3 |
1.0275 |
1.0360 |
1.0566 |
|
| S4 |
1.0107 |
1.0192 |
1.0520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0653 |
1.0482 |
0.0171 |
1.6% |
0.0071 |
0.7% |
59% |
False |
False |
227,161 |
| 10 |
1.0711 |
1.0482 |
0.0229 |
2.2% |
0.0072 |
0.7% |
44% |
False |
False |
214,525 |
| 20 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0067 |
0.6% |
30% |
False |
False |
205,041 |
| 40 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0069 |
0.7% |
16% |
False |
False |
106,196 |
| 60 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0070 |
0.7% |
11% |
False |
False |
71,238 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
11% |
False |
False |
53,666 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0065 |
0.6% |
11% |
False |
False |
42,974 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0063 |
0.6% |
11% |
False |
False |
35,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0805 |
|
2.618 |
1.0720 |
|
1.618 |
1.0668 |
|
1.000 |
1.0636 |
|
0.618 |
1.0616 |
|
HIGH |
1.0584 |
|
0.618 |
1.0564 |
|
0.500 |
1.0558 |
|
0.382 |
1.0551 |
|
LOW |
1.0532 |
|
0.618 |
1.0499 |
|
1.000 |
1.0480 |
|
1.618 |
1.0447 |
|
2.618 |
1.0395 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0574 |
1.0566 |
| PP |
1.0566 |
1.0549 |
| S1 |
1.0558 |
1.0533 |
|