CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1101 |
1.1095 |
-0.0006 |
-0.1% |
1.1159 |
| High |
1.1101 |
1.1109 |
0.0008 |
0.1% |
1.1159 |
| Low |
1.1068 |
1.1095 |
0.0027 |
0.2% |
1.1050 |
| Close |
1.1085 |
1.1100 |
0.0015 |
0.1% |
1.1136 |
| Range |
0.0033 |
0.0014 |
-0.0020 |
-59.1% |
0.0109 |
| ATR |
0.0056 |
0.0053 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
15 |
29 |
14 |
93.3% |
214 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1134 |
1.1107 |
|
| R3 |
1.1128 |
1.1121 |
1.1104 |
|
| R2 |
1.1115 |
1.1115 |
1.1102 |
|
| R1 |
1.1107 |
1.1107 |
1.1101 |
1.1111 |
| PP |
1.1101 |
1.1101 |
1.1101 |
1.1103 |
| S1 |
1.1094 |
1.1094 |
1.1099 |
1.1098 |
| S2 |
1.1088 |
1.1088 |
1.1098 |
|
| S3 |
1.1074 |
1.1080 |
1.1096 |
|
| S4 |
1.1061 |
1.1067 |
1.1093 |
|
|
| 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% |
0.0038 |
0.3% |
57% |
False |
False |
23 |
| 10 |
1.1268 |
1.1050 |
0.0218 |
2.0% |
0.0054 |
0.5% |
23% |
False |
False |
36 |
| 20 |
1.1382 |
1.1050 |
0.0332 |
3.0% |
0.0046 |
0.4% |
15% |
False |
False |
59 |
| 40 |
1.1382 |
1.0945 |
0.0437 |
3.9% |
0.0045 |
0.4% |
36% |
False |
False |
63 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0039 |
0.3% |
50% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1166 |
|
2.618 |
1.1144 |
|
1.618 |
1.1130 |
|
1.000 |
1.1122 |
|
0.618 |
1.1117 |
|
HIGH |
1.1109 |
|
0.618 |
1.1103 |
|
0.500 |
1.1102 |
|
0.382 |
1.1100 |
|
LOW |
1.1095 |
|
0.618 |
1.1087 |
|
1.000 |
1.1082 |
|
1.618 |
1.1073 |
|
2.618 |
1.1060 |
|
4.250 |
1.1038 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1102 |
1.1103 |
| PP |
1.1101 |
1.1102 |
| S1 |
1.1101 |
1.1101 |
|