CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1096 |
1.1101 |
0.0005 |
0.0% |
1.1159 |
| High |
1.1138 |
1.1101 |
-0.0037 |
-0.3% |
1.1159 |
| Low |
1.1096 |
1.1068 |
-0.0028 |
-0.3% |
1.1050 |
| Close |
1.1133 |
1.1085 |
-0.0048 |
-0.4% |
1.1136 |
| Range |
0.0042 |
0.0033 |
-0.0009 |
-20.5% |
0.0109 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.3% |
0.0000 |
| Volume |
13 |
15 |
2 |
15.4% |
214 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1184 |
1.1167 |
1.1103 |
|
| R3 |
1.1151 |
1.1134 |
1.1094 |
|
| R2 |
1.1118 |
1.1118 |
1.1091 |
|
| R1 |
1.1101 |
1.1101 |
1.1088 |
1.1093 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1081 |
| S1 |
1.1068 |
1.1068 |
1.1082 |
1.1060 |
| S2 |
1.1052 |
1.1052 |
1.1079 |
|
| S3 |
1.1019 |
1.1035 |
1.1076 |
|
| S4 |
1.0986 |
1.1002 |
1.1067 |
|
|
| 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% |
0.0045 |
0.4% |
40% |
False |
False |
26 |
| 10 |
1.1268 |
1.1050 |
0.0218 |
2.0% |
0.0057 |
0.5% |
16% |
False |
False |
39 |
| 20 |
1.1382 |
1.1050 |
0.0332 |
3.0% |
0.0051 |
0.5% |
11% |
False |
False |
63 |
| 40 |
1.1382 |
1.0900 |
0.0482 |
4.3% |
0.0045 |
0.4% |
38% |
False |
False |
63 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0040 |
0.4% |
47% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1187 |
|
1.618 |
1.1154 |
|
1.000 |
1.1134 |
|
0.618 |
1.1121 |
|
HIGH |
1.1101 |
|
0.618 |
1.1088 |
|
0.500 |
1.1085 |
|
0.382 |
1.1081 |
|
LOW |
1.1068 |
|
0.618 |
1.1048 |
|
1.000 |
1.1035 |
|
1.618 |
1.1015 |
|
2.618 |
1.0982 |
|
4.250 |
1.0928 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1085 |
1.1101 |
| PP |
1.1085 |
1.1095 |
| S1 |
1.1085 |
1.1090 |
|