CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1023 |
1.1019 |
-0.0004 |
0.0% |
1.1096 |
| High |
1.1023 |
1.1049 |
0.0026 |
0.2% |
1.1158 |
| Low |
1.1023 |
1.0999 |
-0.0025 |
-0.2% |
1.1068 |
| Close |
1.1023 |
1.0999 |
-0.0025 |
-0.2% |
1.1073 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0090 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
12 |
6 |
-6 |
-50.0% |
79 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1165 |
1.1132 |
1.1026 |
|
| R3 |
1.1115 |
1.1082 |
1.1012 |
|
| R2 |
1.1065 |
1.1065 |
1.1008 |
|
| R1 |
1.1032 |
1.1032 |
1.1003 |
1.1024 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1011 |
| S1 |
1.0982 |
1.0982 |
1.0994 |
1.0974 |
| S2 |
1.0965 |
1.0965 |
1.0989 |
|
| S3 |
1.0915 |
1.0932 |
1.0985 |
|
| S4 |
1.0865 |
1.0882 |
1.0971 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1368 |
1.1310 |
1.1122 |
|
| R3 |
1.1278 |
1.1220 |
1.1097 |
|
| R2 |
1.1189 |
1.1189 |
1.1089 |
|
| R1 |
1.1131 |
1.1131 |
1.1081 |
1.1115 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1092 |
| S1 |
1.1041 |
1.1041 |
1.1064 |
1.1026 |
| S2 |
1.1010 |
1.1010 |
1.1056 |
|
| S3 |
1.0920 |
1.0952 |
1.1048 |
|
| S4 |
1.0831 |
1.0862 |
1.1023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1158 |
1.0999 |
0.0159 |
1.4% |
0.0040 |
0.4% |
0% |
False |
True |
14 |
| 10 |
1.1158 |
1.0999 |
0.0159 |
1.4% |
0.0039 |
0.4% |
0% |
False |
True |
18 |
| 20 |
1.1295 |
1.0999 |
0.0297 |
2.7% |
0.0047 |
0.4% |
0% |
False |
True |
48 |
| 40 |
1.1382 |
1.0980 |
0.0402 |
3.7% |
0.0043 |
0.4% |
5% |
False |
False |
56 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0039 |
0.4% |
32% |
False |
False |
50 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
32% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1179 |
|
1.618 |
1.1129 |
|
1.000 |
1.1099 |
|
0.618 |
1.1079 |
|
HIGH |
1.1049 |
|
0.618 |
1.1029 |
|
0.500 |
1.1024 |
|
0.382 |
1.1018 |
|
LOW |
1.0999 |
|
0.618 |
1.0968 |
|
1.000 |
1.0949 |
|
1.618 |
1.0918 |
|
2.618 |
1.0868 |
|
4.250 |
1.0786 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1024 |
| PP |
1.1015 |
1.1015 |
| S1 |
1.1007 |
1.1007 |
|