CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1096 |
0.0020 |
0.2% |
1.1159 |
| High |
1.1136 |
1.1138 |
0.0002 |
0.0% |
1.1159 |
| Low |
1.1064 |
1.1096 |
0.0033 |
0.3% |
1.1050 |
| Close |
1.1136 |
1.1133 |
-0.0003 |
0.0% |
1.1136 |
| Range |
0.0073 |
0.0042 |
-0.0031 |
-42.8% |
0.0109 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
27 |
13 |
-14 |
-51.9% |
214 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1231 |
1.1156 |
|
| R3 |
1.1205 |
1.1190 |
1.1144 |
|
| R2 |
1.1164 |
1.1164 |
1.1141 |
|
| R1 |
1.1148 |
1.1148 |
1.1137 |
1.1156 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1126 |
| S1 |
1.1107 |
1.1107 |
1.1129 |
1.1115 |
| S2 |
1.1081 |
1.1081 |
1.1125 |
|
| S3 |
1.1039 |
1.1065 |
1.1122 |
|
| S4 |
1.0998 |
1.1024 |
1.1110 |
|
|
| 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 |
1.1138 |
1.1050 |
0.0088 |
0.8% |
0.0042 |
0.4% |
95% |
True |
False |
36 |
| 10 |
1.1268 |
1.1050 |
0.0218 |
2.0% |
0.0057 |
0.5% |
38% |
False |
False |
80 |
| 20 |
1.1382 |
1.1050 |
0.0332 |
3.0% |
0.0050 |
0.5% |
25% |
False |
False |
64 |
| 40 |
1.1382 |
1.0900 |
0.0482 |
4.3% |
0.0045 |
0.4% |
48% |
False |
False |
62 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0040 |
0.4% |
56% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1246 |
|
1.618 |
1.1205 |
|
1.000 |
1.1179 |
|
0.618 |
1.1163 |
|
HIGH |
1.1138 |
|
0.618 |
1.1122 |
|
0.500 |
1.1117 |
|
0.382 |
1.1112 |
|
LOW |
1.1096 |
|
0.618 |
1.1070 |
|
1.000 |
1.1055 |
|
1.618 |
1.1029 |
|
2.618 |
1.0987 |
|
4.250 |
1.0920 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1128 |
1.1120 |
| PP |
1.1122 |
1.1107 |
| S1 |
1.1117 |
1.1094 |
|