CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0586 |
1.0599 |
0.0013 |
0.1% |
1.0602 |
| High |
1.0606 |
1.0651 |
0.0046 |
0.4% |
1.0632 |
| Low |
1.0551 |
1.0585 |
0.0034 |
0.3% |
1.0482 |
| Close |
1.0596 |
1.0630 |
0.0035 |
0.3% |
1.0625 |
| Range |
0.0055 |
0.0066 |
0.0012 |
21.1% |
0.0150 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
161,279 |
191,347 |
30,068 |
18.6% |
1,171,638 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0820 |
1.0791 |
1.0666 |
|
| R3 |
1.0754 |
1.0725 |
1.0648 |
|
| R2 |
1.0688 |
1.0688 |
1.0642 |
|
| R1 |
1.0659 |
1.0659 |
1.0636 |
1.0674 |
| PP |
1.0622 |
1.0622 |
1.0622 |
1.0629 |
| S1 |
1.0593 |
1.0593 |
1.0624 |
1.0608 |
| S2 |
1.0556 |
1.0556 |
1.0618 |
|
| S3 |
1.0490 |
1.0527 |
1.0612 |
|
| S4 |
1.0424 |
1.0461 |
1.0594 |
|
|
| 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 |
1.0651 |
1.0484 |
0.0167 |
1.6% |
0.0075 |
0.7% |
87% |
True |
False |
209,697 |
| 10 |
1.0653 |
1.0482 |
0.0171 |
1.6% |
0.0077 |
0.7% |
87% |
False |
False |
229,268 |
| 20 |
1.0812 |
1.0482 |
0.0330 |
3.1% |
0.0071 |
0.7% |
45% |
False |
False |
218,551 |
| 40 |
1.1017 |
1.0482 |
0.0535 |
5.0% |
0.0070 |
0.7% |
28% |
False |
False |
121,954 |
| 60 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
17% |
False |
False |
81,773 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0070 |
0.7% |
17% |
False |
False |
61,529 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0067 |
0.6% |
17% |
False |
False |
49,324 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0064 |
0.6% |
17% |
False |
False |
41,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0932 |
|
2.618 |
1.0824 |
|
1.618 |
1.0758 |
|
1.000 |
1.0717 |
|
0.618 |
1.0692 |
|
HIGH |
1.0651 |
|
0.618 |
1.0626 |
|
0.500 |
1.0618 |
|
0.382 |
1.0610 |
|
LOW |
1.0585 |
|
0.618 |
1.0544 |
|
1.000 |
1.0519 |
|
1.618 |
1.0478 |
|
2.618 |
1.0412 |
|
4.250 |
1.0305 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0614 |
| PP |
1.0622 |
1.0598 |
| S1 |
1.0618 |
1.0583 |
|