CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0813 |
0.0014 |
0.1% |
1.0899 |
| High |
1.0828 |
1.0845 |
0.0017 |
0.2% |
1.0909 |
| Low |
1.0800 |
1.0813 |
0.0014 |
0.1% |
1.0774 |
| Close |
1.0815 |
1.0813 |
-0.0002 |
0.0% |
1.0798 |
| Range |
0.0029 |
0.0032 |
0.0004 |
12.3% |
0.0136 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
41 |
85 |
44 |
107.3% |
148 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0898 |
1.0831 |
|
| R3 |
1.0888 |
1.0866 |
1.0822 |
|
| R2 |
1.0856 |
1.0856 |
1.0819 |
|
| R1 |
1.0834 |
1.0834 |
1.0816 |
1.0829 |
| PP |
1.0824 |
1.0824 |
1.0824 |
1.0821 |
| S1 |
1.0802 |
1.0802 |
1.0810 |
1.0797 |
| S2 |
1.0792 |
1.0792 |
1.0807 |
|
| S3 |
1.0760 |
1.0770 |
1.0804 |
|
| S4 |
1.0728 |
1.0738 |
1.0795 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1151 |
1.0872 |
|
| R3 |
1.1098 |
1.1015 |
1.0835 |
|
| R2 |
1.0962 |
1.0962 |
1.0822 |
|
| R1 |
1.0880 |
1.0880 |
1.0810 |
1.0853 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0813 |
| S1 |
1.0744 |
1.0744 |
1.0785 |
1.0718 |
| S2 |
1.0691 |
1.0691 |
1.0773 |
|
| S3 |
1.0556 |
1.0609 |
1.0760 |
|
| S4 |
1.0420 |
1.0473 |
1.0723 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0929 |
|
1.618 |
1.0897 |
|
1.000 |
1.0877 |
|
0.618 |
1.0865 |
|
HIGH |
1.0845 |
|
0.618 |
1.0833 |
|
0.500 |
1.0829 |
|
0.382 |
1.0825 |
|
LOW |
1.0813 |
|
0.618 |
1.0793 |
|
1.000 |
1.0781 |
|
1.618 |
1.0761 |
|
2.618 |
1.0729 |
|
4.250 |
1.0677 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0829 |
1.0819 |
| PP |
1.0824 |
1.0817 |
| S1 |
1.0818 |
1.0815 |
|