CME Euro FX (E) Future June 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 |
1.0584 |
1.0631 |
0.0047 |
0.4% |
1.0771 |
| High |
1.0604 |
1.0646 |
0.0042 |
0.4% |
1.0771 |
| Low |
1.0581 |
1.0630 |
0.0049 |
0.5% |
1.0637 |
| Close |
1.0604 |
1.0630 |
0.0026 |
0.2% |
1.0709 |
| Range |
0.0023 |
0.0016 |
-0.0007 |
-30.4% |
0.0134 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
138 |
298 |
160 |
115.9% |
350 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0683 |
1.0673 |
1.0639 |
|
| R3 |
1.0667 |
1.0657 |
1.0634 |
|
| R2 |
1.0651 |
1.0651 |
1.0633 |
|
| R1 |
1.0641 |
1.0641 |
1.0631 |
1.0638 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0634 |
| S1 |
1.0625 |
1.0625 |
1.0629 |
1.0622 |
| S2 |
1.0619 |
1.0619 |
1.0627 |
|
| S3 |
1.0603 |
1.0609 |
1.0626 |
|
| S4 |
1.0587 |
1.0593 |
1.0621 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1042 |
1.0783 |
|
| R3 |
1.0974 |
1.0908 |
1.0746 |
|
| R2 |
1.0840 |
1.0840 |
1.0734 |
|
| R1 |
1.0774 |
1.0774 |
1.0721 |
1.0740 |
| PP |
1.0706 |
1.0706 |
1.0706 |
1.0689 |
| S1 |
1.0640 |
1.0640 |
1.0697 |
1.0606 |
| S2 |
1.0572 |
1.0572 |
1.0684 |
|
| S3 |
1.0438 |
1.0506 |
1.0672 |
|
| S4 |
1.0304 |
1.0372 |
1.0635 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0714 |
|
2.618 |
1.0688 |
|
1.618 |
1.0672 |
|
1.000 |
1.0662 |
|
0.618 |
1.0656 |
|
HIGH |
1.0646 |
|
0.618 |
1.0640 |
|
0.500 |
1.0638 |
|
0.382 |
1.0636 |
|
LOW |
1.0630 |
|
0.618 |
1.0620 |
|
1.000 |
1.0614 |
|
1.618 |
1.0604 |
|
2.618 |
1.0588 |
|
4.250 |
1.0562 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0625 |
| PP |
1.0635 |
1.0620 |
| S1 |
1.0633 |
1.0616 |
|