CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0695 |
1.0614 |
-0.0081 |
-0.8% |
1.0548 |
| High |
1.0722 |
1.0630 |
-0.0092 |
-0.9% |
1.0642 |
| Low |
1.0607 |
1.0589 |
-0.0019 |
-0.2% |
1.0544 |
| Close |
1.0613 |
1.0590 |
-0.0023 |
-0.2% |
1.0617 |
| Range |
0.0115 |
0.0042 |
-0.0073 |
-63.8% |
0.0098 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
243,411 |
186,477 |
-56,934 |
-23.4% |
968,331 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0700 |
1.0612 |
|
| R3 |
1.0686 |
1.0658 |
1.0601 |
|
| R2 |
1.0644 |
1.0644 |
1.0597 |
|
| R1 |
1.0617 |
1.0617 |
1.0593 |
1.0610 |
| PP |
1.0603 |
1.0603 |
1.0603 |
1.0599 |
| S1 |
1.0575 |
1.0575 |
1.0586 |
1.0568 |
| S2 |
1.0561 |
1.0561 |
1.0582 |
|
| S3 |
1.0520 |
1.0534 |
1.0578 |
|
| S4 |
1.0478 |
1.0492 |
1.0567 |
|
|
| 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 |
1.0722 |
1.0553 |
0.0169 |
1.6% |
0.0078 |
0.7% |
22% |
False |
False |
213,342 |
| 10 |
1.0722 |
1.0524 |
0.0198 |
1.9% |
0.0075 |
0.7% |
33% |
False |
False |
201,992 |
| 20 |
1.0722 |
1.0482 |
0.0240 |
2.3% |
0.0074 |
0.7% |
45% |
False |
False |
212,917 |
| 40 |
1.1003 |
1.0482 |
0.0521 |
4.9% |
0.0072 |
0.7% |
21% |
False |
False |
176,737 |
| 60 |
1.1128 |
1.0482 |
0.0646 |
6.1% |
0.0070 |
0.7% |
17% |
False |
False |
118,378 |
| 80 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0071 |
0.7% |
12% |
False |
False |
89,114 |
| 100 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0070 |
0.7% |
12% |
False |
False |
71,437 |
| 120 |
1.1357 |
1.0482 |
0.0875 |
8.3% |
0.0066 |
0.6% |
12% |
False |
False |
59,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0806 |
|
2.618 |
1.0739 |
|
1.618 |
1.0697 |
|
1.000 |
1.0672 |
|
0.618 |
1.0656 |
|
HIGH |
1.0630 |
|
0.618 |
1.0614 |
|
0.500 |
1.0609 |
|
0.382 |
1.0604 |
|
LOW |
1.0589 |
|
0.618 |
1.0563 |
|
1.000 |
1.0547 |
|
1.618 |
1.0521 |
|
2.618 |
1.0480 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0609 |
1.0655 |
| PP |
1.0603 |
1.0633 |
| S1 |
1.0596 |
1.0611 |
|