CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1117 |
1.1050 |
-0.0067 |
-0.6% |
1.1263 |
| High |
1.1117 |
1.1081 |
-0.0036 |
-0.3% |
1.1268 |
| Low |
1.1072 |
1.1050 |
-0.0022 |
-0.2% |
1.1077 |
| Close |
1.1072 |
1.1071 |
-0.0001 |
0.0% |
1.1156 |
| Range |
0.0046 |
0.0031 |
-0.0015 |
-31.9% |
0.0192 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
48 |
31 |
-17 |
-35.4% |
612 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1146 |
1.1088 |
|
| R3 |
1.1129 |
1.1115 |
1.1079 |
|
| R2 |
1.1098 |
1.1098 |
1.1076 |
|
| R1 |
1.1084 |
1.1084 |
1.1073 |
1.1091 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1071 |
| S1 |
1.1053 |
1.1053 |
1.1068 |
1.1060 |
| S2 |
1.1036 |
1.1036 |
1.1065 |
|
| S3 |
1.1005 |
1.1022 |
1.1062 |
|
| S4 |
1.0974 |
1.0991 |
1.1053 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1640 |
1.1261 |
|
| R3 |
1.1550 |
1.1449 |
1.1209 |
|
| R2 |
1.1358 |
1.1358 |
1.1191 |
|
| R1 |
1.1257 |
1.1257 |
1.1174 |
1.1212 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1144 |
| S1 |
1.1066 |
1.1066 |
1.1138 |
1.1021 |
| S2 |
1.0975 |
1.0975 |
1.1121 |
|
| S3 |
1.0784 |
1.0874 |
1.1103 |
|
| S4 |
1.0592 |
1.0683 |
1.1051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1168 |
1.1050 |
0.0118 |
1.1% |
0.0043 |
0.4% |
17% |
False |
True |
46 |
| 10 |
1.1276 |
1.1050 |
0.0226 |
2.0% |
0.0054 |
0.5% |
9% |
False |
True |
79 |
| 20 |
1.1382 |
1.1050 |
0.0332 |
3.0% |
0.0049 |
0.4% |
6% |
False |
False |
70 |
| 40 |
1.1382 |
1.0856 |
0.0526 |
4.7% |
0.0044 |
0.4% |
41% |
False |
False |
62 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0038 |
0.3% |
44% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1162 |
|
1.618 |
1.1131 |
|
1.000 |
1.1112 |
|
0.618 |
1.1100 |
|
HIGH |
1.1081 |
|
0.618 |
1.1069 |
|
0.500 |
1.1066 |
|
0.382 |
1.1062 |
|
LOW |
1.1050 |
|
0.618 |
1.1031 |
|
1.000 |
1.1019 |
|
1.618 |
1.1000 |
|
2.618 |
1.0969 |
|
4.250 |
1.0918 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1069 |
1.1084 |
| PP |
1.1067 |
1.1079 |
| S1 |
1.1066 |
1.1075 |
|