CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0960 |
0.0023 |
0.2% |
1.1015 |
| High |
1.0974 |
1.0992 |
0.0019 |
0.2% |
1.1026 |
| Low |
1.0934 |
1.0895 |
-0.0039 |
-0.4% |
1.0908 |
| Close |
1.0961 |
1.0914 |
-0.0047 |
-0.4% |
1.0941 |
| Range |
0.0040 |
0.0098 |
0.0058 |
143.8% |
0.0118 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1,168 |
1,701 |
533 |
45.6% |
6,627 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1167 |
1.0967 |
|
| R3 |
1.1128 |
1.1070 |
1.0940 |
|
| R2 |
1.1031 |
1.1031 |
1.0931 |
|
| R1 |
1.0972 |
1.0972 |
1.0922 |
1.0953 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0924 |
| S1 |
1.0875 |
1.0875 |
1.0905 |
1.0855 |
| S2 |
1.0836 |
1.0836 |
1.0896 |
|
| S3 |
1.0738 |
1.0777 |
1.0887 |
|
| S4 |
1.0641 |
1.0680 |
1.0860 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1311 |
1.1243 |
1.1005 |
|
| R3 |
1.1193 |
1.1126 |
1.0973 |
|
| R2 |
1.1076 |
1.1076 |
1.0962 |
|
| R1 |
1.1008 |
1.1008 |
1.0951 |
1.0983 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0946 |
| S1 |
1.0891 |
1.0891 |
1.0930 |
1.0866 |
| S2 |
1.0841 |
1.0841 |
1.0919 |
|
| S3 |
1.0723 |
1.0773 |
1.0908 |
|
| S4 |
1.0606 |
1.0656 |
1.0876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0995 |
1.0895 |
0.0101 |
0.9% |
0.0061 |
0.6% |
19% |
False |
True |
1,337 |
| 10 |
1.1128 |
1.0895 |
0.0234 |
2.1% |
0.0063 |
0.6% |
8% |
False |
True |
1,393 |
| 20 |
1.1225 |
1.0895 |
0.0331 |
3.0% |
0.0072 |
0.7% |
6% |
False |
True |
1,352 |
| 40 |
1.1357 |
1.0895 |
0.0462 |
4.2% |
0.0071 |
0.6% |
4% |
False |
True |
1,211 |
| 60 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0068 |
0.6% |
26% |
False |
False |
1,025 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0061 |
0.6% |
26% |
False |
False |
817 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0060 |
0.5% |
26% |
False |
False |
665 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0059 |
0.5% |
36% |
False |
False |
568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1406 |
|
2.618 |
1.1247 |
|
1.618 |
1.1150 |
|
1.000 |
1.1090 |
|
0.618 |
1.1052 |
|
HIGH |
1.0992 |
|
0.618 |
1.0955 |
|
0.500 |
1.0943 |
|
0.382 |
1.0932 |
|
LOW |
1.0895 |
|
0.618 |
1.0834 |
|
1.000 |
1.0797 |
|
1.618 |
1.0737 |
|
2.618 |
1.0639 |
|
4.250 |
1.0480 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0943 |
| PP |
1.0933 |
1.0933 |
| S1 |
1.0923 |
1.0923 |
|