CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0635 |
0.0037 |
0.3% |
1.0602 |
| High |
1.0651 |
1.0665 |
0.0014 |
0.1% |
1.0632 |
| Low |
1.0585 |
1.0611 |
0.0026 |
0.2% |
1.0482 |
| Close |
1.0630 |
1.0637 |
0.0007 |
0.1% |
1.0625 |
| Range |
0.0066 |
0.0054 |
-0.0012 |
-18.2% |
0.0150 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
191,347 |
193,019 |
1,672 |
0.9% |
1,171,638 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0772 |
1.0667 |
|
| R3 |
1.0746 |
1.0718 |
1.0652 |
|
| R2 |
1.0692 |
1.0692 |
1.0647 |
|
| R1 |
1.0664 |
1.0664 |
1.0642 |
1.0678 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0645 |
| S1 |
1.0610 |
1.0610 |
1.0632 |
1.0624 |
| S2 |
1.0584 |
1.0584 |
1.0627 |
|
| S3 |
1.0530 |
1.0556 |
1.0622 |
|
| S4 |
1.0476 |
1.0502 |
1.0607 |
|
|
| 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 |
1.0665 |
1.0514 |
0.0151 |
1.4% |
0.0069 |
0.6% |
81% |
True |
False |
201,427 |
| 10 |
1.0665 |
1.0482 |
0.0183 |
1.7% |
0.0074 |
0.7% |
85% |
True |
False |
223,842 |
| 20 |
1.0798 |
1.0482 |
0.0316 |
3.0% |
0.0071 |
0.7% |
49% |
False |
False |
208,471 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0070 |
0.7% |
30% |
False |
False |
126,754 |
| 60 |
1.1321 |
1.0482 |
0.0839 |
7.9% |
0.0071 |
0.7% |
18% |
False |
False |
84,973 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
18% |
False |
False |
63,934 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0067 |
0.6% |
18% |
False |
False |
51,253 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0064 |
0.6% |
18% |
False |
False |
42,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0895 |
|
2.618 |
1.0806 |
|
1.618 |
1.0752 |
|
1.000 |
1.0719 |
|
0.618 |
1.0698 |
|
HIGH |
1.0665 |
|
0.618 |
1.0644 |
|
0.500 |
1.0638 |
|
0.382 |
1.0632 |
|
LOW |
1.0611 |
|
0.618 |
1.0578 |
|
1.000 |
1.0557 |
|
1.618 |
1.0524 |
|
2.618 |
1.0470 |
|
4.250 |
1.0382 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0627 |
| PP |
1.0638 |
1.0618 |
| S1 |
1.0637 |
1.0608 |
|