CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1046 |
0.0044 |
0.4% |
1.1020 |
| High |
1.1040 |
1.1046 |
0.0006 |
0.1% |
1.1024 |
| Low |
1.1002 |
1.0955 |
-0.0047 |
-0.4% |
1.0884 |
| Close |
1.1036 |
1.0957 |
-0.0079 |
-0.7% |
1.0926 |
| Range |
0.0038 |
0.0091 |
0.0053 |
139.5% |
0.0140 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
6.4% |
0.0000 |
| Volume |
870 |
76 |
-794 |
-91.3% |
347 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1199 |
1.1007 |
|
| R3 |
1.1168 |
1.1108 |
1.0982 |
|
| R2 |
1.1077 |
1.1077 |
1.0974 |
|
| R1 |
1.1017 |
1.1017 |
1.0965 |
1.1002 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0978 |
| S1 |
1.0926 |
1.0926 |
1.0949 |
1.0911 |
| S2 |
1.0895 |
1.0895 |
1.0940 |
|
| S3 |
1.0804 |
1.0835 |
1.0932 |
|
| S4 |
1.0713 |
1.0744 |
1.0907 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1365 |
1.1285 |
1.1003 |
|
| R3 |
1.1225 |
1.1145 |
1.0965 |
|
| R2 |
1.1085 |
1.1085 |
1.0952 |
|
| R1 |
1.1005 |
1.1005 |
1.0939 |
1.0975 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0930 |
| S1 |
1.0865 |
1.0865 |
1.0913 |
1.0835 |
| S2 |
1.0805 |
1.0805 |
1.0900 |
|
| S3 |
1.0665 |
1.0725 |
1.0888 |
|
| S4 |
1.0525 |
1.0585 |
1.0849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1046 |
1.0884 |
0.0162 |
1.5% |
0.0047 |
0.4% |
45% |
True |
False |
419 |
| 10 |
1.1046 |
1.0884 |
0.0162 |
1.5% |
0.0044 |
0.4% |
45% |
True |
False |
243 |
| 20 |
1.1158 |
1.0884 |
0.0274 |
2.5% |
0.0042 |
0.4% |
27% |
False |
False |
129 |
| 40 |
1.1382 |
1.0884 |
0.0498 |
4.5% |
0.0045 |
0.4% |
15% |
False |
False |
100 |
| 60 |
1.1382 |
1.0856 |
0.0526 |
4.8% |
0.0044 |
0.4% |
19% |
False |
False |
84 |
| 80 |
1.1382 |
1.0822 |
0.0560 |
5.1% |
0.0039 |
0.4% |
24% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1284 |
|
1.618 |
1.1193 |
|
1.000 |
1.1137 |
|
0.618 |
1.1102 |
|
HIGH |
1.1046 |
|
0.618 |
1.1011 |
|
0.500 |
1.1001 |
|
0.382 |
1.0990 |
|
LOW |
1.0955 |
|
0.618 |
1.0899 |
|
1.000 |
1.0864 |
|
1.618 |
1.0808 |
|
2.618 |
1.0717 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.0994 |
| PP |
1.0986 |
1.0982 |
| S1 |
1.0972 |
1.0969 |
|