CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0963 |
1.0972 |
0.0010 |
0.1% |
1.1045 |
| High |
1.0986 |
1.1065 |
0.0079 |
0.7% |
1.1073 |
| Low |
1.0935 |
1.0952 |
0.0017 |
0.2% |
1.0935 |
| Close |
1.0966 |
1.1032 |
0.0066 |
0.6% |
1.1032 |
| Range |
0.0051 |
0.0113 |
0.0062 |
121.6% |
0.0138 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
3.2% |
0.0000 |
| Volume |
168,969 |
208,330 |
39,361 |
23.3% |
877,903 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1355 |
1.1307 |
1.1094 |
|
| R3 |
1.1242 |
1.1194 |
1.1063 |
|
| R2 |
1.1129 |
1.1129 |
1.1053 |
|
| R1 |
1.1081 |
1.1081 |
1.1042 |
1.1105 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1029 |
| S1 |
1.0968 |
1.0968 |
1.1022 |
1.0992 |
| S2 |
1.0903 |
1.0903 |
1.1011 |
|
| S3 |
1.0790 |
1.0855 |
1.1001 |
|
| S4 |
1.0677 |
1.0742 |
1.0970 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1366 |
1.1108 |
|
| R3 |
1.1288 |
1.1229 |
1.1070 |
|
| R2 |
1.1151 |
1.1151 |
1.1057 |
|
| R1 |
1.1091 |
1.1091 |
1.1045 |
1.1052 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.0994 |
| S1 |
1.0954 |
1.0954 |
1.1019 |
1.0915 |
| S2 |
1.0876 |
1.0876 |
1.1007 |
|
| S3 |
1.0738 |
1.0816 |
1.0994 |
|
| S4 |
1.0601 |
1.0679 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1073 |
1.0935 |
0.0138 |
1.2% |
0.0074 |
0.7% |
71% |
False |
False |
175,580 |
| 10 |
1.1178 |
1.0935 |
0.0243 |
2.2% |
0.0088 |
0.8% |
40% |
False |
False |
201,504 |
| 20 |
1.1311 |
1.0935 |
0.0376 |
3.4% |
0.0079 |
0.7% |
26% |
False |
False |
191,718 |
| 40 |
1.1311 |
1.0756 |
0.0555 |
5.0% |
0.0078 |
0.7% |
50% |
False |
False |
190,990 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
54% |
False |
False |
130,247 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0075 |
0.7% |
54% |
False |
False |
98,015 |
| 100 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0076 |
0.7% |
59% |
False |
False |
78,641 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0074 |
0.7% |
59% |
False |
False |
65,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1545 |
|
2.618 |
1.1361 |
|
1.618 |
1.1248 |
|
1.000 |
1.1178 |
|
0.618 |
1.1135 |
|
HIGH |
1.1065 |
|
0.618 |
1.1022 |
|
0.500 |
1.1009 |
|
0.382 |
1.0995 |
|
LOW |
1.0952 |
|
0.618 |
1.0882 |
|
1.000 |
1.0839 |
|
1.618 |
1.0769 |
|
2.618 |
1.0656 |
|
4.250 |
1.0472 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1021 |
| PP |
1.1016 |
1.1011 |
| S1 |
1.1009 |
1.1000 |
|