CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0876 |
0.0020 |
0.2% |
1.0910 |
| High |
1.0856 |
1.0876 |
0.0020 |
0.2% |
1.0910 |
| Low |
1.0851 |
1.0852 |
0.0001 |
0.0% |
1.0851 |
| Close |
1.0851 |
1.0852 |
0.0001 |
0.0% |
1.0852 |
| Range |
0.0005 |
0.0024 |
0.0019 |
380.0% |
0.0059 |
| ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
31 |
1 |
-30 |
-96.8% |
467 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0916 |
1.0865 |
|
| R3 |
1.0908 |
1.0892 |
1.0859 |
|
| R2 |
1.0884 |
1.0884 |
1.0856 |
|
| R1 |
1.0868 |
1.0868 |
1.0854 |
1.0864 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0858 |
| S1 |
1.0844 |
1.0844 |
1.0850 |
1.0840 |
| S2 |
1.0836 |
1.0836 |
1.0848 |
|
| S3 |
1.0812 |
1.0820 |
1.0845 |
|
| S4 |
1.0788 |
1.0796 |
1.0839 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1008 |
1.0884 |
|
| R3 |
1.0988 |
1.0949 |
1.0868 |
|
| R2 |
1.0929 |
1.0929 |
1.0863 |
|
| R1 |
1.0891 |
1.0891 |
1.0857 |
1.0881 |
| PP |
1.0871 |
1.0871 |
1.0871 |
1.0866 |
| S1 |
1.0832 |
1.0832 |
1.0847 |
1.0822 |
| S2 |
1.0812 |
1.0812 |
1.0841 |
|
| S3 |
1.0754 |
1.0774 |
1.0836 |
|
| S4 |
1.0695 |
1.0715 |
1.0820 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0939 |
|
1.618 |
1.0915 |
|
1.000 |
1.0900 |
|
0.618 |
1.0891 |
|
HIGH |
1.0876 |
|
0.618 |
1.0867 |
|
0.500 |
1.0864 |
|
0.382 |
1.0861 |
|
LOW |
1.0852 |
|
0.618 |
1.0837 |
|
1.000 |
1.0828 |
|
1.618 |
1.0813 |
|
2.618 |
1.0789 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0878 |
| PP |
1.0860 |
1.0869 |
| S1 |
1.0856 |
1.0861 |
|