CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0730 |
0.0033 |
0.3% |
1.0778 |
| High |
1.0723 |
1.0731 |
0.0009 |
0.1% |
1.0839 |
| Low |
1.0697 |
1.0699 |
0.0002 |
0.0% |
1.0697 |
| Close |
1.0723 |
1.0730 |
0.0008 |
0.1% |
1.0730 |
| Range |
0.0026 |
0.0033 |
0.0007 |
27.5% |
0.0142 |
| ATR |
|
|
|
|
|
| Volume |
201 |
0 |
-201 |
-100.0% |
390 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0806 |
1.0748 |
|
| R3 |
1.0785 |
1.0774 |
1.0739 |
|
| R2 |
1.0752 |
1.0752 |
1.0736 |
|
| R1 |
1.0741 |
1.0741 |
1.0733 |
1.0746 |
| PP |
1.0720 |
1.0720 |
1.0720 |
1.0722 |
| S1 |
1.0709 |
1.0709 |
1.0727 |
1.0714 |
| S2 |
1.0687 |
1.0687 |
1.0724 |
|
| S3 |
1.0655 |
1.0676 |
1.0721 |
|
| S4 |
1.0622 |
1.0644 |
1.0712 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1180 |
1.1096 |
1.0808 |
|
| R3 |
1.1038 |
1.0955 |
1.0769 |
|
| R2 |
1.0897 |
1.0897 |
1.0756 |
|
| R1 |
1.0813 |
1.0813 |
1.0743 |
1.0784 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0741 |
| S1 |
1.0672 |
1.0672 |
1.0717 |
1.0643 |
| S2 |
1.0614 |
1.0614 |
1.0704 |
|
| S3 |
1.0472 |
1.0530 |
1.0691 |
|
| S4 |
1.0331 |
1.0389 |
1.0652 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0869 |
|
2.618 |
1.0816 |
|
1.618 |
1.0784 |
|
1.000 |
1.0764 |
|
0.618 |
1.0751 |
|
HIGH |
1.0731 |
|
0.618 |
1.0719 |
|
0.500 |
1.0715 |
|
0.382 |
1.0711 |
|
LOW |
1.0699 |
|
0.618 |
1.0678 |
|
1.000 |
1.0666 |
|
1.618 |
1.0646 |
|
2.618 |
1.0613 |
|
4.250 |
1.0560 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0725 |
1.0725 |
| PP |
1.0720 |
1.0719 |
| S1 |
1.0715 |
1.0714 |
|