CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0548 |
-0.0011 |
-0.1% |
1.0586 |
| High |
1.0587 |
1.0591 |
0.0004 |
0.0% |
1.0669 |
| Low |
1.0524 |
1.0544 |
0.0020 |
0.2% |
1.0524 |
| Close |
1.0540 |
1.0582 |
0.0043 |
0.4% |
1.0540 |
| Range |
0.0064 |
0.0048 |
-0.0016 |
-25.2% |
0.0145 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
188,480 |
156,878 |
-31,602 |
-16.8% |
940,496 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0696 |
1.0608 |
|
| R3 |
1.0667 |
1.0648 |
1.0595 |
|
| R2 |
1.0620 |
1.0620 |
1.0591 |
|
| R1 |
1.0601 |
1.0601 |
1.0586 |
1.0610 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0577 |
| S1 |
1.0553 |
1.0553 |
1.0578 |
1.0563 |
| S2 |
1.0525 |
1.0525 |
1.0573 |
|
| S3 |
1.0477 |
1.0506 |
1.0569 |
|
| S4 |
1.0430 |
1.0458 |
1.0556 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0921 |
1.0619 |
|
| R3 |
1.0867 |
1.0776 |
1.0579 |
|
| R2 |
1.0722 |
1.0722 |
1.0566 |
|
| R1 |
1.0631 |
1.0631 |
1.0553 |
1.0604 |
| PP |
1.0577 |
1.0577 |
1.0577 |
1.0564 |
| S1 |
1.0486 |
1.0486 |
1.0526 |
1.0459 |
| S2 |
1.0432 |
1.0432 |
1.0513 |
|
| S3 |
1.0287 |
1.0341 |
1.0500 |
|
| S4 |
1.0142 |
1.0196 |
1.0460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0669 |
1.0524 |
0.0145 |
1.4% |
0.0069 |
0.7% |
40% |
False |
False |
187,219 |
| 10 |
1.0669 |
1.0482 |
0.0187 |
1.8% |
0.0070 |
0.7% |
54% |
False |
False |
203,335 |
| 20 |
1.0778 |
1.0482 |
0.0296 |
2.8% |
0.0071 |
0.7% |
34% |
False |
False |
205,977 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
19% |
False |
False |
140,452 |
| 60 |
1.1225 |
1.0482 |
0.0743 |
7.0% |
0.0071 |
0.7% |
13% |
False |
False |
94,073 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
11% |
False |
False |
70,810 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0068 |
0.6% |
11% |
False |
False |
56,770 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0064 |
0.6% |
11% |
False |
False |
47,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0793 |
|
2.618 |
1.0715 |
|
1.618 |
1.0668 |
|
1.000 |
1.0639 |
|
0.618 |
1.0620 |
|
HIGH |
1.0591 |
|
0.618 |
1.0573 |
|
0.500 |
1.0567 |
|
0.382 |
1.0562 |
|
LOW |
1.0544 |
|
0.618 |
1.0514 |
|
1.000 |
1.0496 |
|
1.618 |
1.0467 |
|
2.618 |
1.0419 |
|
4.250 |
1.0342 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0596 |
| PP |
1.0572 |
1.0591 |
| S1 |
1.0567 |
1.0587 |
|