CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0964 |
-0.0009 |
-0.1% |
1.1084 |
| High |
1.1017 |
1.0995 |
-0.0022 |
-0.2% |
1.1128 |
| Low |
1.0962 |
1.0936 |
-0.0026 |
-0.2% |
1.1000 |
| Close |
1.0970 |
1.0945 |
-0.0025 |
-0.2% |
1.1018 |
| Range |
0.0055 |
0.0059 |
0.0005 |
8.3% |
0.0128 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,008 |
721 |
-287 |
-28.5% |
5,708 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1136 |
1.1099 |
1.0977 |
|
| R3 |
1.1077 |
1.1040 |
1.0961 |
|
| R2 |
1.1018 |
1.1018 |
1.0955 |
|
| R1 |
1.0981 |
1.0981 |
1.0950 |
1.0970 |
| PP |
1.0959 |
1.0959 |
1.0959 |
1.0953 |
| S1 |
1.0922 |
1.0922 |
1.0939 |
1.0911 |
| S2 |
1.0900 |
1.0900 |
1.0934 |
|
| S3 |
1.0841 |
1.0863 |
1.0928 |
|
| S4 |
1.0782 |
1.0804 |
1.0912 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1353 |
1.1088 |
|
| R3 |
1.1305 |
1.1225 |
1.1053 |
|
| R2 |
1.1177 |
1.1177 |
1.1041 |
|
| R1 |
1.1097 |
1.1097 |
1.1029 |
1.1073 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1036 |
| S1 |
1.0969 |
1.0969 |
1.1006 |
1.0945 |
| S2 |
1.0921 |
1.0921 |
1.0994 |
|
| S3 |
1.0793 |
1.0841 |
1.0982 |
|
| S4 |
1.0665 |
1.0713 |
1.0947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1128 |
1.0936 |
0.0192 |
1.8% |
0.0069 |
0.6% |
4% |
False |
True |
1,412 |
| 10 |
1.1128 |
1.0936 |
0.0192 |
1.8% |
0.0066 |
0.6% |
4% |
False |
True |
1,218 |
| 20 |
1.1309 |
1.0936 |
0.0373 |
3.4% |
0.0074 |
0.7% |
2% |
False |
True |
1,333 |
| 40 |
1.1357 |
1.0920 |
0.0437 |
4.0% |
0.0072 |
0.7% |
6% |
False |
False |
1,120 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0065 |
0.6% |
31% |
False |
False |
931 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
31% |
False |
False |
746 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0059 |
0.5% |
31% |
False |
False |
607 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0058 |
0.5% |
41% |
False |
False |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.1149 |
|
1.618 |
1.1090 |
|
1.000 |
1.1054 |
|
0.618 |
1.1031 |
|
HIGH |
1.0995 |
|
0.618 |
1.0972 |
|
0.500 |
1.0966 |
|
0.382 |
1.0959 |
|
LOW |
1.0936 |
|
0.618 |
1.0900 |
|
1.000 |
1.0877 |
|
1.618 |
1.0841 |
|
2.618 |
1.0782 |
|
4.250 |
1.0685 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0966 |
1.0981 |
| PP |
1.0959 |
1.0969 |
| S1 |
1.0952 |
1.0957 |
|