CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0664 |
0.0019 |
0.2% |
1.0718 |
| High |
1.0688 |
1.0677 |
-0.0011 |
-0.1% |
1.0773 |
| Low |
1.0634 |
1.0656 |
0.0022 |
0.2% |
1.0633 |
| Close |
1.0662 |
1.0666 |
0.0005 |
0.0% |
1.0662 |
| Range |
0.0055 |
0.0022 |
-0.0033 |
-60.6% |
0.0140 |
| ATR |
0.0073 |
0.0069 |
-0.0004 |
-5.0% |
0.0000 |
| Volume |
81,682 |
2,549 |
-79,133 |
-96.9% |
1,576,591 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0720 |
1.0678 |
|
| R3 |
1.0709 |
1.0698 |
1.0672 |
|
| R2 |
1.0688 |
1.0688 |
1.0670 |
|
| R1 |
1.0677 |
1.0677 |
1.0668 |
1.0682 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0669 |
| S1 |
1.0655 |
1.0655 |
1.0664 |
1.0661 |
| S2 |
1.0645 |
1.0645 |
1.0662 |
|
| S3 |
1.0623 |
1.0634 |
1.0660 |
|
| S4 |
1.0602 |
1.0612 |
1.0654 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1025 |
1.0739 |
|
| R3 |
1.0969 |
1.0885 |
1.0700 |
|
| R2 |
1.0829 |
1.0829 |
1.0687 |
|
| R1 |
1.0745 |
1.0745 |
1.0674 |
1.0717 |
| PP |
1.0689 |
1.0689 |
1.0689 |
1.0675 |
| S1 |
1.0605 |
1.0605 |
1.0649 |
1.0577 |
| S2 |
1.0549 |
1.0549 |
1.0636 |
|
| S3 |
1.0409 |
1.0465 |
1.0623 |
|
| S4 |
1.0269 |
1.0325 |
1.0585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0773 |
1.0633 |
0.0140 |
1.3% |
0.0063 |
0.6% |
24% |
False |
False |
271,043 |
| 10 |
1.0816 |
1.0633 |
0.0183 |
1.7% |
0.0061 |
0.6% |
18% |
False |
False |
249,118 |
| 20 |
1.0956 |
1.0633 |
0.0323 |
3.0% |
0.0071 |
0.7% |
10% |
False |
False |
223,433 |
| 40 |
1.1178 |
1.0633 |
0.0545 |
5.1% |
0.0074 |
0.7% |
6% |
False |
False |
202,089 |
| 60 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0074 |
0.7% |
5% |
False |
False |
196,547 |
| 80 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0073 |
0.7% |
5% |
False |
False |
173,344 |
| 100 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0073 |
0.7% |
5% |
False |
False |
139,028 |
| 120 |
1.1311 |
1.0633 |
0.0678 |
6.4% |
0.0073 |
0.7% |
5% |
False |
False |
115,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0768 |
|
2.618 |
1.0733 |
|
1.618 |
1.0712 |
|
1.000 |
1.0699 |
|
0.618 |
1.0690 |
|
HIGH |
1.0677 |
|
0.618 |
1.0669 |
|
0.500 |
1.0666 |
|
0.382 |
1.0664 |
|
LOW |
1.0656 |
|
0.618 |
1.0642 |
|
1.000 |
1.0634 |
|
1.618 |
1.0621 |
|
2.618 |
1.0599 |
|
4.250 |
1.0564 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0666 |
1.0693 |
| PP |
1.0666 |
1.0684 |
| S1 |
1.0666 |
1.0675 |
|