CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0665 |
1.0635 |
-0.0031 |
-0.3% |
1.0599 |
| High |
1.0676 |
1.0635 |
-0.0041 |
-0.4% |
1.0688 |
| Low |
1.0637 |
1.0595 |
-0.0042 |
-0.4% |
1.0594 |
| Close |
1.0637 |
1.0630 |
-0.0008 |
-0.1% |
1.0665 |
| Range |
0.0039 |
0.0040 |
0.0001 |
2.6% |
0.0094 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
475 |
1,538 |
1,063 |
223.8% |
5,503 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0740 |
1.0725 |
1.0652 |
|
| R3 |
1.0700 |
1.0685 |
1.0641 |
|
| R2 |
1.0660 |
1.0660 |
1.0637 |
|
| R1 |
1.0645 |
1.0645 |
1.0633 |
1.0632 |
| PP |
1.0620 |
1.0620 |
1.0620 |
1.0614 |
| S1 |
1.0605 |
1.0605 |
1.0626 |
1.0592 |
| S2 |
1.0580 |
1.0580 |
1.0622 |
|
| S3 |
1.0540 |
1.0565 |
1.0619 |
|
| S4 |
1.0500 |
1.0525 |
1.0608 |
|
|
| 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 |
1.0595 |
0.0168 |
1.6% |
0.0065 |
0.6% |
21% |
False |
True |
820 |
| 10 |
1.0763 |
1.0573 |
0.0190 |
1.8% |
0.0064 |
0.6% |
30% |
False |
False |
1,143 |
| 20 |
1.0763 |
1.0534 |
0.0230 |
2.2% |
0.0068 |
0.6% |
42% |
False |
False |
1,292 |
| 40 |
1.1046 |
1.0534 |
0.0513 |
4.8% |
0.0064 |
0.6% |
19% |
False |
False |
1,010 |
| 60 |
1.1158 |
1.0534 |
0.0624 |
5.9% |
0.0056 |
0.5% |
15% |
False |
False |
716 |
| 80 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0054 |
0.5% |
11% |
False |
False |
555 |
| 100 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0051 |
0.5% |
11% |
False |
False |
454 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
8.0% |
0.0047 |
0.4% |
11% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0805 |
|
2.618 |
1.0740 |
|
1.618 |
1.0700 |
|
1.000 |
1.0675 |
|
0.618 |
1.0660 |
|
HIGH |
1.0635 |
|
0.618 |
1.0620 |
|
0.500 |
1.0615 |
|
0.382 |
1.0610 |
|
LOW |
1.0595 |
|
0.618 |
1.0570 |
|
1.000 |
1.0555 |
|
1.618 |
1.0530 |
|
2.618 |
1.0490 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0625 |
1.0679 |
| PP |
1.0620 |
1.0663 |
| S1 |
1.0615 |
1.0646 |
|