CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0562 |
1.0548 |
-0.0015 |
-0.1% |
1.0739 |
| High |
1.0576 |
1.0615 |
0.0039 |
0.4% |
1.0742 |
| Low |
1.0534 |
1.0537 |
0.0003 |
0.0% |
1.0578 |
| Close |
1.0559 |
1.0586 |
0.0027 |
0.3% |
1.0663 |
| Range |
0.0043 |
0.0079 |
0.0036 |
84.7% |
0.0164 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
| Volume |
1,288 |
2,325 |
1,037 |
80.5% |
4,351 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0779 |
1.0629 |
|
| R3 |
1.0736 |
1.0700 |
1.0607 |
|
| R2 |
1.0658 |
1.0658 |
1.0600 |
|
| R1 |
1.0622 |
1.0622 |
1.0593 |
1.0640 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0588 |
| S1 |
1.0543 |
1.0543 |
1.0578 |
1.0561 |
| S2 |
1.0501 |
1.0501 |
1.0571 |
|
| S3 |
1.0422 |
1.0465 |
1.0564 |
|
| S4 |
1.0344 |
1.0386 |
1.0542 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1072 |
1.0753 |
|
| R3 |
1.0989 |
1.0908 |
1.0708 |
|
| R2 |
1.0825 |
1.0825 |
1.0693 |
|
| R1 |
1.0744 |
1.0744 |
1.0678 |
1.0702 |
| PP |
1.0661 |
1.0661 |
1.0661 |
1.0640 |
| S1 |
1.0580 |
1.0580 |
1.0647 |
1.0538 |
| S2 |
1.0497 |
1.0497 |
1.0632 |
|
| S3 |
1.0333 |
1.0416 |
1.0617 |
|
| S4 |
1.0169 |
1.0252 |
1.0572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0702 |
1.0534 |
0.0169 |
1.6% |
0.0075 |
0.7% |
31% |
False |
False |
1,352 |
| 10 |
1.0762 |
1.0534 |
0.0229 |
2.2% |
0.0069 |
0.6% |
23% |
False |
False |
1,042 |
| 20 |
1.0865 |
1.0534 |
0.0332 |
3.1% |
0.0060 |
0.6% |
16% |
False |
False |
1,031 |
| 40 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0053 |
0.5% |
8% |
False |
False |
586 |
| 60 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0052 |
0.5% |
6% |
False |
False |
412 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0049 |
0.5% |
6% |
False |
False |
324 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0045 |
0.4% |
6% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0949 |
|
2.618 |
1.0821 |
|
1.618 |
1.0742 |
|
1.000 |
1.0694 |
|
0.618 |
1.0664 |
|
HIGH |
1.0615 |
|
0.618 |
1.0585 |
|
0.500 |
1.0576 |
|
0.382 |
1.0566 |
|
LOW |
1.0537 |
|
0.618 |
1.0488 |
|
1.000 |
1.0458 |
|
1.618 |
1.0409 |
|
2.618 |
1.0331 |
|
4.250 |
1.0203 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0582 |
1.0604 |
| PP |
1.0579 |
1.0598 |
| S1 |
1.0576 |
1.0592 |
|