CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0876 |
-0.0011 |
-0.1% |
1.0910 |
| High |
1.0886 |
1.0876 |
-0.0011 |
-0.1% |
1.0910 |
| Low |
1.0877 |
1.0774 |
-0.0104 |
-1.0% |
1.0851 |
| Close |
1.0877 |
1.0774 |
-0.0104 |
-1.0% |
1.0852 |
| Range |
0.0009 |
0.0102 |
0.0093 |
1,033.3% |
0.0059 |
| ATR |
0.0044 |
0.0048 |
0.0004 |
9.7% |
0.0000 |
| Volume |
10 |
21 |
11 |
110.0% |
467 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1114 |
1.1046 |
1.0830 |
|
| R3 |
1.1012 |
1.0944 |
1.0802 |
|
| R2 |
1.0910 |
1.0910 |
1.0792 |
|
| R1 |
1.0842 |
1.0842 |
1.0783 |
1.0825 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0799 |
| S1 |
1.0740 |
1.0740 |
1.0764 |
1.0723 |
| S2 |
1.0706 |
1.0706 |
1.0755 |
|
| S3 |
1.0604 |
1.0638 |
1.0745 |
|
| S4 |
1.0502 |
1.0536 |
1.0717 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1008 |
1.0884 |
|
| R3 |
1.0988 |
1.0949 |
1.0868 |
|
| R2 |
1.0929 |
1.0929 |
1.0863 |
|
| R1 |
1.0891 |
1.0891 |
1.0857 |
1.0881 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0866 |
| S1 |
1.0832 |
1.0832 |
1.0847 |
1.0822 |
| S2 |
1.0812 |
1.0812 |
1.0841 |
|
| S3 |
1.0754 |
1.0774 |
1.0836 |
|
| S4 |
1.0695 |
1.0715 |
1.0820 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1309 |
|
2.618 |
1.1143 |
|
1.618 |
1.1041 |
|
1.000 |
1.0978 |
|
0.618 |
1.0939 |
|
HIGH |
1.0876 |
|
0.618 |
1.0837 |
|
0.500 |
1.0825 |
|
0.382 |
1.0812 |
|
LOW |
1.0774 |
|
0.618 |
1.0710 |
|
1.000 |
1.0672 |
|
1.618 |
1.0608 |
|
2.618 |
1.0506 |
|
4.250 |
1.0340 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0825 |
1.0841 |
| PP |
1.0808 |
1.0819 |
| S1 |
1.0791 |
1.0796 |
|