CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0540 |
1.0581 |
0.0041 |
0.4% |
1.0602 |
| High |
1.0584 |
1.0632 |
0.0049 |
0.5% |
1.0632 |
| Low |
1.0532 |
1.0514 |
-0.0018 |
-0.2% |
1.0482 |
| Close |
1.0583 |
1.0625 |
0.0042 |
0.4% |
1.0625 |
| Range |
0.0052 |
0.0118 |
0.0066 |
126.9% |
0.0150 |
| ATR |
0.0070 |
0.0074 |
0.0003 |
4.8% |
0.0000 |
| Volume |
178,463 |
283,031 |
104,568 |
58.6% |
1,171,638 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0902 |
1.0689 |
|
| R3 |
1.0826 |
1.0784 |
1.0657 |
|
| R2 |
1.0708 |
1.0708 |
1.0646 |
|
| R1 |
1.0666 |
1.0666 |
1.0635 |
1.0687 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0601 |
| S1 |
1.0548 |
1.0548 |
1.0614 |
1.0569 |
| S2 |
1.0472 |
1.0472 |
1.0603 |
|
| S3 |
1.0354 |
1.0430 |
1.0592 |
|
| S4 |
1.0236 |
1.0312 |
1.0560 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0977 |
1.0707 |
|
| R3 |
1.0880 |
1.0827 |
1.0666 |
|
| R2 |
1.0730 |
1.0730 |
1.0652 |
|
| R1 |
1.0677 |
1.0677 |
1.0638 |
1.0703 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0593 |
| S1 |
1.0527 |
1.0527 |
1.0611 |
1.0553 |
| S2 |
1.0430 |
1.0430 |
1.0597 |
|
| S3 |
1.0280 |
1.0377 |
1.0583 |
|
| S4 |
1.0130 |
1.0227 |
1.0542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0632 |
1.0482 |
0.0150 |
1.4% |
0.0083 |
0.8% |
95% |
True |
False |
234,327 |
| 10 |
1.0694 |
1.0482 |
0.0212 |
2.0% |
0.0078 |
0.7% |
67% |
False |
False |
226,397 |
| 20 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0071 |
0.7% |
42% |
False |
False |
215,589 |
| 40 |
1.1072 |
1.0482 |
0.0590 |
5.5% |
0.0070 |
0.7% |
24% |
False |
False |
113,231 |
| 60 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
16% |
False |
False |
75,930 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0072 |
0.7% |
16% |
False |
False |
57,187 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0066 |
0.6% |
16% |
False |
False |
45,802 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0064 |
0.6% |
16% |
False |
False |
38,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1134 |
|
2.618 |
1.0941 |
|
1.618 |
1.0823 |
|
1.000 |
1.0750 |
|
0.618 |
1.0705 |
|
HIGH |
1.0632 |
|
0.618 |
1.0587 |
|
0.500 |
1.0573 |
|
0.382 |
1.0559 |
|
LOW |
1.0514 |
|
0.618 |
1.0441 |
|
1.000 |
1.0396 |
|
1.618 |
1.0323 |
|
2.618 |
1.0205 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0602 |
| PP |
1.0590 |
1.0580 |
| S1 |
1.0573 |
1.0558 |
|