CME Euro FX (E) Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0852 |
-0.0019 |
-0.2% |
1.0937 |
| High |
1.0902 |
1.0881 |
-0.0021 |
-0.2% |
1.0992 |
| Low |
1.0827 |
1.0852 |
0.0026 |
0.2% |
1.0827 |
| Close |
1.0868 |
1.0871 |
0.0004 |
0.0% |
1.0868 |
| Range |
0.0075 |
0.0029 |
-0.0046 |
-61.3% |
0.0166 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
2,442 |
1,526 |
-916 |
-37.5% |
10,436 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0942 |
1.0887 |
|
| R3 |
1.0926 |
1.0913 |
1.0879 |
|
| R2 |
1.0897 |
1.0897 |
1.0876 |
|
| R1 |
1.0884 |
1.0884 |
1.0874 |
1.0891 |
| PP |
1.0868 |
1.0868 |
1.0868 |
1.0871 |
| S1 |
1.0855 |
1.0855 |
1.0868 |
1.0862 |
| S2 |
1.0839 |
1.0839 |
1.0866 |
|
| S3 |
1.0810 |
1.0826 |
1.0863 |
|
| S4 |
1.0781 |
1.0797 |
1.0855 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1392 |
1.1295 |
1.0959 |
|
| R3 |
1.1226 |
1.1130 |
1.0913 |
|
| R2 |
1.1061 |
1.1061 |
1.0898 |
|
| R1 |
1.0964 |
1.0964 |
1.0883 |
1.0930 |
| PP |
1.0895 |
1.0895 |
1.0895 |
1.0878 |
| S1 |
1.0799 |
1.0799 |
1.0852 |
1.0764 |
| S2 |
1.0730 |
1.0730 |
1.0837 |
|
| S3 |
1.0564 |
1.0633 |
1.0822 |
|
| S4 |
1.0399 |
1.0468 |
1.0776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0992 |
1.0827 |
0.0166 |
1.5% |
0.0068 |
0.6% |
27% |
False |
False |
2,158 |
| 10 |
1.1017 |
1.0827 |
0.0190 |
1.7% |
0.0060 |
0.6% |
23% |
False |
False |
1,679 |
| 20 |
1.1128 |
1.0827 |
0.0302 |
2.8% |
0.0064 |
0.6% |
15% |
False |
False |
1,456 |
| 40 |
1.1357 |
1.0827 |
0.0530 |
4.9% |
0.0069 |
0.6% |
8% |
False |
False |
1,379 |
| 60 |
1.1357 |
1.0784 |
0.0573 |
5.3% |
0.0068 |
0.6% |
15% |
False |
False |
1,161 |
| 80 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0062 |
0.6% |
19% |
False |
False |
922 |
| 100 |
1.1357 |
1.0758 |
0.0599 |
5.5% |
0.0059 |
0.5% |
19% |
False |
False |
755 |
| 120 |
1.1357 |
1.0661 |
0.0696 |
6.4% |
0.0060 |
0.5% |
30% |
False |
False |
639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1004 |
|
2.618 |
1.0957 |
|
1.618 |
1.0928 |
|
1.000 |
1.0910 |
|
0.618 |
1.0899 |
|
HIGH |
1.0881 |
|
0.618 |
1.0870 |
|
0.500 |
1.0867 |
|
0.382 |
1.0863 |
|
LOW |
1.0852 |
|
0.618 |
1.0834 |
|
1.000 |
1.0823 |
|
1.618 |
1.0805 |
|
2.618 |
1.0776 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0881 |
| PP |
1.0868 |
1.0878 |
| S1 |
1.0867 |
1.0874 |
|