CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0581 |
1.0586 |
0.0005 |
0.0% |
1.0602 |
| High |
1.0632 |
1.0606 |
-0.0027 |
-0.2% |
1.0632 |
| Low |
1.0514 |
1.0551 |
0.0037 |
0.4% |
1.0482 |
| Close |
1.0625 |
1.0596 |
-0.0029 |
-0.3% |
1.0625 |
| Range |
0.0118 |
0.0055 |
-0.0064 |
-53.8% |
0.0150 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
283,031 |
161,279 |
-121,752 |
-43.0% |
1,171,638 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0726 |
1.0625 |
|
| R3 |
1.0693 |
1.0672 |
1.0610 |
|
| R2 |
1.0639 |
1.0639 |
1.0605 |
|
| R1 |
1.0617 |
1.0617 |
1.0600 |
1.0628 |
| PP |
1.0584 |
1.0584 |
1.0584 |
1.0589 |
| S1 |
1.0563 |
1.0563 |
1.0591 |
1.0573 |
| S2 |
1.0530 |
1.0530 |
1.0586 |
|
| S3 |
1.0475 |
1.0508 |
1.0581 |
|
| S4 |
1.0421 |
1.0454 |
1.0566 |
|
|
| 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% |
0.0070 |
0.7% |
76% |
False |
False |
219,452 |
| 10 |
1.0653 |
1.0482 |
0.0171 |
1.6% |
0.0075 |
0.7% |
67% |
False |
False |
225,965 |
| 20 |
1.0819 |
1.0482 |
0.0337 |
3.2% |
0.0071 |
0.7% |
34% |
False |
False |
218,690 |
| 40 |
1.1026 |
1.0482 |
0.0544 |
5.1% |
0.0070 |
0.7% |
21% |
False |
False |
117,215 |
| 60 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
13% |
False |
False |
78,600 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
13% |
False |
False |
59,169 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0066 |
0.6% |
13% |
False |
False |
47,411 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0064 |
0.6% |
13% |
False |
False |
39,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0837 |
|
2.618 |
1.0748 |
|
1.618 |
1.0694 |
|
1.000 |
1.0660 |
|
0.618 |
1.0639 |
|
HIGH |
1.0606 |
|
0.618 |
1.0585 |
|
0.500 |
1.0578 |
|
0.382 |
1.0572 |
|
LOW |
1.0551 |
|
0.618 |
1.0517 |
|
1.000 |
1.0497 |
|
1.618 |
1.0463 |
|
2.618 |
1.0408 |
|
4.250 |
1.0319 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0590 |
1.0588 |
| PP |
1.0584 |
1.0581 |
| S1 |
1.0578 |
1.0573 |
|