CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0563 |
1.0605 |
0.0042 |
0.4% |
1.0548 |
| High |
1.0642 |
1.0629 |
-0.0013 |
-0.1% |
1.0642 |
| Low |
1.0553 |
1.0590 |
0.0037 |
0.3% |
1.0544 |
| Close |
1.0607 |
1.0617 |
0.0011 |
0.1% |
1.0617 |
| Range |
0.0089 |
0.0039 |
-0.0050 |
-55.9% |
0.0098 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
238,062 |
171,906 |
-66,156 |
-27.8% |
968,331 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0712 |
1.0638 |
|
| R3 |
1.0690 |
1.0673 |
1.0628 |
|
| R2 |
1.0651 |
1.0651 |
1.0624 |
|
| R1 |
1.0634 |
1.0634 |
1.0621 |
1.0642 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0616 |
| S1 |
1.0595 |
1.0595 |
1.0613 |
1.0603 |
| S2 |
1.0573 |
1.0573 |
1.0610 |
|
| S3 |
1.0534 |
1.0556 |
1.0606 |
|
| S4 |
1.0495 |
1.0517 |
1.0596 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0895 |
1.0854 |
1.0671 |
|
| R3 |
1.0797 |
1.0756 |
1.0644 |
|
| R2 |
1.0699 |
1.0699 |
1.0635 |
|
| R1 |
1.0658 |
1.0658 |
1.0626 |
1.0678 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0611 |
| S1 |
1.0560 |
1.0560 |
1.0608 |
1.0580 |
| S2 |
1.0503 |
1.0503 |
1.0599 |
|
| S3 |
1.0405 |
1.0462 |
1.0590 |
|
| S4 |
1.0307 |
1.0364 |
1.0563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0642 |
1.0544 |
0.0098 |
0.9% |
0.0062 |
0.6% |
75% |
False |
False |
193,666 |
| 10 |
1.0669 |
1.0524 |
0.0145 |
1.4% |
0.0066 |
0.6% |
64% |
False |
False |
190,882 |
| 20 |
1.0694 |
1.0482 |
0.0212 |
2.0% |
0.0072 |
0.7% |
64% |
False |
False |
208,639 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0071 |
0.7% |
26% |
False |
False |
160,539 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0069 |
0.7% |
21% |
False |
False |
107,529 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0071 |
0.7% |
15% |
False |
False |
80,928 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0069 |
0.7% |
15% |
False |
False |
64,879 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.2% |
0.0065 |
0.6% |
15% |
False |
False |
54,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0731 |
|
1.618 |
1.0692 |
|
1.000 |
1.0668 |
|
0.618 |
1.0653 |
|
HIGH |
1.0629 |
|
0.618 |
1.0614 |
|
0.500 |
1.0609 |
|
0.382 |
1.0604 |
|
LOW |
1.0590 |
|
0.618 |
1.0565 |
|
1.000 |
1.0551 |
|
1.618 |
1.0526 |
|
2.618 |
1.0487 |
|
4.250 |
1.0424 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0614 |
1.0610 |
| PP |
1.0612 |
1.0603 |
| S1 |
1.0609 |
1.0596 |
|