CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1095 |
1.1102 |
0.0007 |
0.1% |
1.1159 |
| High |
1.1109 |
1.1158 |
0.0049 |
0.4% |
1.1159 |
| Low |
1.1095 |
1.1102 |
0.0007 |
0.1% |
1.1050 |
| Close |
1.1100 |
1.1113 |
0.0013 |
0.1% |
1.1136 |
| Range |
0.0014 |
0.0056 |
0.0042 |
311.1% |
0.0109 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
29 |
17 |
-12 |
-41.4% |
214 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1257 |
1.1144 |
|
| R3 |
1.1235 |
1.1202 |
1.1128 |
|
| R2 |
1.1180 |
1.1180 |
1.1123 |
|
| R1 |
1.1146 |
1.1146 |
1.1118 |
1.1163 |
| PP |
1.1124 |
1.1124 |
1.1124 |
1.1133 |
| S1 |
1.1091 |
1.1091 |
1.1108 |
1.1108 |
| S2 |
1.1069 |
1.1069 |
1.1103 |
|
| S3 |
1.1013 |
1.1035 |
1.1098 |
|
| S4 |
1.0958 |
1.0980 |
1.1082 |
|
|
| 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 |
1.1158 |
1.1064 |
0.0094 |
0.8% |
0.0043 |
0.4% |
53% |
True |
False |
20 |
| 10 |
1.1168 |
1.1050 |
0.0118 |
1.1% |
0.0043 |
0.4% |
53% |
False |
False |
33 |
| 20 |
1.1382 |
1.1050 |
0.0332 |
3.0% |
0.0046 |
0.4% |
19% |
False |
False |
57 |
| 40 |
1.1382 |
1.0945 |
0.0437 |
3.9% |
0.0046 |
0.4% |
38% |
False |
False |
63 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.0% |
0.0039 |
0.4% |
52% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1393 |
|
2.618 |
1.1303 |
|
1.618 |
1.1247 |
|
1.000 |
1.1213 |
|
0.618 |
1.1192 |
|
HIGH |
1.1158 |
|
0.618 |
1.1136 |
|
0.500 |
1.1130 |
|
0.382 |
1.1123 |
|
LOW |
1.1102 |
|
0.618 |
1.1068 |
|
1.000 |
1.1047 |
|
1.618 |
1.1012 |
|
2.618 |
1.0957 |
|
4.250 |
1.0866 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1130 |
1.1113 |
| PP |
1.1124 |
1.1113 |
| S1 |
1.1119 |
1.1113 |
|