CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1050 |
1.1076 |
0.0026 |
0.2% |
1.1159 |
| High |
1.1081 |
1.1136 |
0.0055 |
0.5% |
1.1159 |
| Low |
1.1050 |
1.1064 |
0.0014 |
0.1% |
1.1050 |
| Close |
1.1071 |
1.1136 |
0.0066 |
0.6% |
1.1136 |
| Range |
0.0031 |
0.0073 |
0.0042 |
133.9% |
0.0109 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.3% |
0.0000 |
| Volume |
31 |
27 |
-4 |
-12.9% |
214 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1305 |
1.1176 |
|
| R3 |
1.1257 |
1.1233 |
1.1156 |
|
| R2 |
1.1184 |
1.1184 |
1.1149 |
|
| R1 |
1.1160 |
1.1160 |
1.1143 |
1.1172 |
| PP |
1.1112 |
1.1112 |
1.1112 |
1.1118 |
| S1 |
1.1088 |
1.1088 |
1.1129 |
1.1100 |
| S2 |
1.1039 |
1.1039 |
1.1123 |
|
| S3 |
1.0967 |
1.1015 |
1.1116 |
|
| S4 |
1.0894 |
1.0943 |
1.1096 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1398 |
1.1196 |
|
| R3 |
1.1333 |
1.1289 |
1.1166 |
|
| R2 |
1.1224 |
1.1224 |
1.1156 |
|
| R1 |
1.1180 |
1.1180 |
1.1146 |
1.1148 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1099 |
| S1 |
1.1071 |
1.1071 |
1.1126 |
1.1039 |
| S2 |
1.1006 |
1.1006 |
1.1116 |
|
| S3 |
1.0897 |
1.0962 |
1.1106 |
|
| S4 |
1.0788 |
1.0853 |
1.1076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1159 |
1.1050 |
0.0109 |
1.0% |
0.0040 |
0.4% |
79% |
False |
False |
42 |
| 10 |
1.1268 |
1.1050 |
0.0218 |
2.0% |
0.0059 |
0.5% |
39% |
False |
False |
82 |
| 20 |
1.1382 |
1.1050 |
0.0332 |
3.0% |
0.0049 |
0.4% |
26% |
False |
False |
67 |
| 40 |
1.1382 |
1.0889 |
0.0493 |
4.4% |
0.0046 |
0.4% |
50% |
False |
False |
63 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0039 |
0.4% |
56% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1444 |
|
2.618 |
1.1326 |
|
1.618 |
1.1253 |
|
1.000 |
1.1209 |
|
0.618 |
1.1181 |
|
HIGH |
1.1136 |
|
0.618 |
1.1108 |
|
0.500 |
1.1100 |
|
0.382 |
1.1091 |
|
LOW |
1.1064 |
|
0.618 |
1.1019 |
|
1.000 |
1.0991 |
|
1.618 |
1.0946 |
|
2.618 |
1.0874 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1124 |
1.1122 |
| PP |
1.1112 |
1.1107 |
| S1 |
1.1100 |
1.1093 |
|