CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0664 |
1.0742 |
0.0078 |
0.7% |
1.0599 |
| High |
1.0750 |
1.0763 |
0.0014 |
0.1% |
1.0688 |
| Low |
1.0647 |
1.0656 |
0.0009 |
0.1% |
1.0594 |
| Close |
1.0747 |
1.0661 |
-0.0087 |
-0.8% |
1.0665 |
| Range |
0.0103 |
0.0107 |
0.0005 |
4.4% |
0.0094 |
| ATR |
0.0068 |
0.0070 |
0.0003 |
4.2% |
0.0000 |
| Volume |
732 |
698 |
-34 |
-4.6% |
5,503 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0944 |
1.0719 |
|
| R3 |
1.0907 |
1.0837 |
1.0690 |
|
| R2 |
1.0800 |
1.0800 |
1.0680 |
|
| R1 |
1.0730 |
1.0730 |
1.0670 |
1.0712 |
| PP |
1.0693 |
1.0693 |
1.0693 |
1.0684 |
| S1 |
1.0623 |
1.0623 |
1.0651 |
1.0605 |
| S2 |
1.0586 |
1.0586 |
1.0641 |
|
| S3 |
1.0479 |
1.0516 |
1.0631 |
|
| S4 |
1.0372 |
1.0409 |
1.0602 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0892 |
1.0717 |
|
| R3 |
1.0837 |
1.0798 |
1.0691 |
|
| R2 |
1.0743 |
1.0743 |
1.0682 |
|
| R1 |
1.0704 |
1.0704 |
1.0674 |
1.0723 |
| PP |
1.0649 |
1.0649 |
1.0649 |
1.0658 |
| S1 |
1.0610 |
1.0610 |
1.0656 |
1.0629 |
| S2 |
1.0555 |
1.0555 |
1.0648 |
|
| S3 |
1.0461 |
1.0516 |
1.0639 |
|
| S4 |
1.0367 |
1.0422 |
1.0613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0763 |
1.0599 |
0.0165 |
1.5% |
0.0079 |
0.7% |
38% |
True |
False |
826 |
| 10 |
1.0763 |
1.0573 |
0.0190 |
1.8% |
0.0072 |
0.7% |
46% |
True |
False |
1,426 |
| 20 |
1.0763 |
1.0534 |
0.0230 |
2.2% |
0.0072 |
0.7% |
55% |
True |
False |
1,262 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0065 |
0.6% |
25% |
False |
False |
1,009 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0056 |
0.5% |
20% |
False |
False |
684 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0054 |
0.5% |
15% |
False |
False |
532 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0051 |
0.5% |
15% |
False |
False |
435 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0047 |
0.4% |
15% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1218 |
|
2.618 |
1.1043 |
|
1.618 |
1.0936 |
|
1.000 |
1.0870 |
|
0.618 |
1.0829 |
|
HIGH |
1.0763 |
|
0.618 |
1.0722 |
|
0.500 |
1.0710 |
|
0.382 |
1.0697 |
|
LOW |
1.0656 |
|
0.618 |
1.0590 |
|
1.000 |
1.0549 |
|
1.618 |
1.0483 |
|
2.618 |
1.0376 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0710 |
1.0701 |
| PP |
1.0693 |
1.0687 |
| S1 |
1.0677 |
1.0674 |
|