CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1188 |
1.1145 |
-0.0043 |
-0.4% |
1.1183 |
| High |
1.1211 |
1.1170 |
-0.0041 |
-0.4% |
1.1211 |
| Low |
1.1158 |
1.1113 |
-0.0045 |
-0.4% |
1.1113 |
| Close |
1.1158 |
1.1119 |
-0.0040 |
-0.4% |
1.1119 |
| Range |
0.0053 |
0.0057 |
0.0004 |
7.6% |
0.0098 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.7% |
0.0000 |
| Volume |
16 |
5 |
-11 |
-68.8% |
173 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1267 |
1.1150 |
|
| R3 |
1.1247 |
1.1211 |
1.1134 |
|
| R2 |
1.1190 |
1.1190 |
1.1129 |
|
| R1 |
1.1154 |
1.1154 |
1.1124 |
1.1144 |
| PP |
1.1134 |
1.1134 |
1.1134 |
1.1129 |
| S1 |
1.1098 |
1.1098 |
1.1113 |
1.1088 |
| S2 |
1.1077 |
1.1077 |
1.1108 |
|
| S3 |
1.1021 |
1.1041 |
1.1103 |
|
| S4 |
1.0964 |
1.0985 |
1.1087 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1377 |
1.1172 |
|
| R3 |
1.1342 |
1.1279 |
1.1145 |
|
| R2 |
1.1245 |
1.1245 |
1.1136 |
|
| R1 |
1.1182 |
1.1182 |
1.1127 |
1.1165 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1139 |
| S1 |
1.1084 |
1.1084 |
1.1110 |
1.1067 |
| S2 |
1.1050 |
1.1050 |
1.1101 |
|
| S3 |
1.0952 |
1.0987 |
1.1092 |
|
| S4 |
1.0855 |
1.0889 |
1.1065 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1410 |
|
2.618 |
1.1317 |
|
1.618 |
1.1261 |
|
1.000 |
1.1226 |
|
0.618 |
1.1204 |
|
HIGH |
1.1170 |
|
0.618 |
1.1148 |
|
0.500 |
1.1141 |
|
0.382 |
1.1135 |
|
LOW |
1.1113 |
|
0.618 |
1.1078 |
|
1.000 |
1.1057 |
|
1.618 |
1.1022 |
|
2.618 |
1.0965 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1162 |
| PP |
1.1134 |
1.1147 |
| S1 |
1.1126 |
1.1133 |
|