CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.1020 |
0.0027 |
0.2% |
1.1042 |
| High |
1.0995 |
1.1020 |
0.0025 |
0.2% |
1.1049 |
| Low |
1.0970 |
1.1016 |
0.0046 |
0.4% |
1.0970 |
| Close |
1.0995 |
1.1016 |
0.0021 |
0.2% |
1.0995 |
| Range |
0.0025 |
0.0004 |
-0.0022 |
-86.0% |
0.0079 |
| ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
29 |
73 |
44 |
151.7% |
83 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1025 |
1.1018 |
|
| R3 |
1.1024 |
1.1022 |
1.1017 |
|
| R2 |
1.1021 |
1.1021 |
1.1017 |
|
| R1 |
1.1018 |
1.1018 |
1.1016 |
1.1018 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1017 |
| S1 |
1.1015 |
1.1015 |
1.1016 |
1.1014 |
| S2 |
1.1014 |
1.1014 |
1.1015 |
|
| S3 |
1.1010 |
1.1011 |
1.1015 |
|
| S4 |
1.1007 |
1.1008 |
1.1014 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1196 |
1.1038 |
|
| R3 |
1.1162 |
1.1118 |
1.1017 |
|
| R2 |
1.1083 |
1.1083 |
1.1009 |
|
| R1 |
1.1039 |
1.1039 |
1.1002 |
1.1022 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0996 |
| S1 |
1.0961 |
1.0961 |
1.0988 |
1.0943 |
| S2 |
1.0926 |
1.0926 |
1.0981 |
|
| S3 |
1.0848 |
1.0882 |
1.0973 |
|
| S4 |
1.0769 |
1.0804 |
1.0952 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1049 |
1.0970 |
0.0079 |
0.7% |
0.0023 |
0.2% |
59% |
False |
False |
24 |
| 10 |
1.1158 |
1.0970 |
0.0188 |
1.7% |
0.0031 |
0.3% |
25% |
False |
False |
22 |
| 20 |
1.1268 |
1.0970 |
0.0298 |
2.7% |
0.0044 |
0.4% |
15% |
False |
False |
51 |
| 40 |
1.1382 |
1.0970 |
0.0412 |
3.7% |
0.0040 |
0.4% |
11% |
False |
False |
50 |
| 60 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0040 |
0.4% |
35% |
False |
False |
49 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0037 |
0.3% |
35% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1034 |
|
2.618 |
1.1029 |
|
1.618 |
1.1025 |
|
1.000 |
1.1023 |
|
0.618 |
1.1022 |
|
HIGH |
1.1020 |
|
0.618 |
1.1018 |
|
0.500 |
1.1018 |
|
0.382 |
1.1017 |
|
LOW |
1.1016 |
|
0.618 |
1.1014 |
|
1.000 |
1.1013 |
|
1.618 |
1.1010 |
|
2.618 |
1.1007 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1018 |
1.1009 |
| PP |
1.1017 |
1.1002 |
| S1 |
1.1017 |
1.0995 |
|