CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0650 |
0.0015 |
0.1% |
1.0602 |
| High |
1.0665 |
1.0669 |
0.0004 |
0.0% |
1.0632 |
| Low |
1.0611 |
1.0555 |
-0.0057 |
-0.5% |
1.0482 |
| Close |
1.0637 |
1.0555 |
-0.0082 |
-0.8% |
1.0625 |
| Range |
0.0054 |
0.0114 |
0.0060 |
111.1% |
0.0150 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.2% |
0.0000 |
| Volume |
193,019 |
206,371 |
13,352 |
6.9% |
1,171,638 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0859 |
1.0618 |
|
| R3 |
1.0821 |
1.0745 |
1.0586 |
|
| R2 |
1.0707 |
1.0707 |
1.0576 |
|
| R1 |
1.0631 |
1.0631 |
1.0565 |
1.0612 |
| PP |
1.0593 |
1.0593 |
1.0593 |
1.0583 |
| S1 |
1.0517 |
1.0517 |
1.0545 |
1.0498 |
| S2 |
1.0479 |
1.0479 |
1.0534 |
|
| S3 |
1.0365 |
1.0403 |
1.0524 |
|
| S4 |
1.0251 |
1.0289 |
1.0492 |
|
|
| 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 |
1.0669 |
1.0514 |
0.0155 |
1.5% |
0.0081 |
0.8% |
27% |
True |
False |
207,009 |
| 10 |
1.0669 |
1.0482 |
0.0187 |
1.8% |
0.0076 |
0.7% |
39% |
True |
False |
217,085 |
| 20 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0070 |
0.7% |
25% |
False |
False |
206,092 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
14% |
False |
False |
131,896 |
| 60 |
1.1309 |
1.0482 |
0.0827 |
7.8% |
0.0072 |
0.7% |
9% |
False |
False |
88,375 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
8% |
False |
False |
66,508 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0067 |
0.6% |
8% |
False |
False |
53,317 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0064 |
0.6% |
8% |
False |
False |
44,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.0967 |
|
1.618 |
1.0853 |
|
1.000 |
1.0783 |
|
0.618 |
1.0739 |
|
HIGH |
1.0669 |
|
0.618 |
1.0625 |
|
0.500 |
1.0612 |
|
0.382 |
1.0598 |
|
LOW |
1.0555 |
|
0.618 |
1.0484 |
|
1.000 |
1.0441 |
|
1.618 |
1.0370 |
|
2.618 |
1.0256 |
|
4.250 |
1.0070 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0612 |
1.0612 |
| PP |
1.0593 |
1.0593 |
| S1 |
1.0574 |
1.0574 |
|