CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1074 |
-0.0010 |
-0.1% |
1.1100 |
| High |
1.1084 |
1.1079 |
-0.0005 |
0.0% |
1.1117 |
| Low |
1.1038 |
1.1000 |
-0.0038 |
-0.3% |
1.0986 |
| Close |
1.1078 |
1.1030 |
-0.0049 |
-0.4% |
1.1081 |
| Range |
0.0046 |
0.0079 |
0.0033 |
72.5% |
0.0131 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
735 |
537 |
-198 |
-26.9% |
6,098 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1229 |
1.1073 |
|
| R3 |
1.1193 |
1.1151 |
1.1051 |
|
| R2 |
1.1115 |
1.1115 |
1.1044 |
|
| R1 |
1.1072 |
1.1072 |
1.1037 |
1.1054 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1027 |
| S1 |
1.0994 |
1.0994 |
1.1022 |
1.0976 |
| S2 |
1.0958 |
1.0958 |
1.1015 |
|
| S3 |
1.0879 |
1.0915 |
1.1008 |
|
| S4 |
1.0801 |
1.0837 |
1.0986 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1399 |
1.1153 |
|
| R3 |
1.1323 |
1.1268 |
1.1117 |
|
| R2 |
1.1192 |
1.1192 |
1.1105 |
|
| R1 |
1.1137 |
1.1137 |
1.1093 |
1.1099 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1043 |
| S1 |
1.1006 |
1.1006 |
1.1069 |
1.0968 |
| S2 |
1.0930 |
1.0930 |
1.1057 |
|
| S3 |
1.0799 |
1.0875 |
1.1045 |
|
| S4 |
1.0668 |
1.0744 |
1.1009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1114 |
1.0986 |
0.0128 |
1.2% |
0.0075 |
0.7% |
34% |
False |
False |
1,063 |
| 10 |
1.1225 |
1.0986 |
0.0239 |
2.2% |
0.0081 |
0.7% |
18% |
False |
False |
1,311 |
| 20 |
1.1357 |
1.0986 |
0.0371 |
3.4% |
0.0076 |
0.7% |
12% |
False |
False |
1,381 |
| 40 |
1.1357 |
1.0842 |
0.0515 |
4.7% |
0.0072 |
0.7% |
37% |
False |
False |
1,147 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0063 |
0.6% |
45% |
False |
False |
821 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0061 |
0.5% |
45% |
False |
False |
651 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.4% |
0.0059 |
0.5% |
45% |
False |
False |
528 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.3% |
0.0056 |
0.5% |
53% |
False |
False |
457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1412 |
|
2.618 |
1.1284 |
|
1.618 |
1.1206 |
|
1.000 |
1.1157 |
|
0.618 |
1.1127 |
|
HIGH |
1.1079 |
|
0.618 |
1.1049 |
|
0.500 |
1.1039 |
|
0.382 |
1.1030 |
|
LOW |
1.1000 |
|
0.618 |
1.0951 |
|
1.000 |
1.0922 |
|
1.618 |
1.0873 |
|
2.618 |
1.0794 |
|
4.250 |
1.0666 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1039 |
1.1057 |
| PP |
1.1036 |
1.1048 |
| S1 |
1.1033 |
1.1039 |
|