CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.1033 |
0.0061 |
0.6% |
1.1045 |
| High |
1.1065 |
1.1037 |
-0.0028 |
-0.3% |
1.1073 |
| Low |
1.0952 |
1.0988 |
0.0036 |
0.3% |
1.0935 |
| Close |
1.1032 |
1.1029 |
-0.0003 |
0.0% |
1.1032 |
| Range |
0.0113 |
0.0050 |
-0.0064 |
-56.2% |
0.0138 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
208,330 |
153,739 |
-54,591 |
-26.2% |
877,903 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1147 |
1.1056 |
|
| R3 |
1.1117 |
1.1098 |
1.1043 |
|
| R2 |
1.1067 |
1.1067 |
1.1038 |
|
| R1 |
1.1048 |
1.1048 |
1.1034 |
1.1033 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1010 |
| S1 |
1.0999 |
1.0999 |
1.1024 |
1.0984 |
| S2 |
1.0968 |
1.0968 |
1.1020 |
|
| S3 |
1.0919 |
1.0949 |
1.1015 |
|
| S4 |
1.0869 |
1.0900 |
1.1002 |
|
|
| 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 |
1.1065 |
1.0935 |
0.0130 |
1.2% |
0.0073 |
0.7% |
72% |
False |
False |
176,849 |
| 10 |
1.1177 |
1.0935 |
0.0242 |
2.2% |
0.0084 |
0.8% |
39% |
False |
False |
197,137 |
| 20 |
1.1311 |
1.0935 |
0.0376 |
3.4% |
0.0079 |
0.7% |
25% |
False |
False |
191,950 |
| 40 |
1.1311 |
1.0792 |
0.0519 |
4.7% |
0.0077 |
0.7% |
46% |
False |
False |
193,736 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
54% |
False |
False |
132,790 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
54% |
False |
False |
99,928 |
| 100 |
1.1311 |
1.0678 |
0.0633 |
5.7% |
0.0075 |
0.7% |
56% |
False |
False |
80,150 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0074 |
0.7% |
59% |
False |
False |
66,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1247 |
|
2.618 |
1.1167 |
|
1.618 |
1.1117 |
|
1.000 |
1.1087 |
|
0.618 |
1.1068 |
|
HIGH |
1.1037 |
|
0.618 |
1.1018 |
|
0.500 |
1.1012 |
|
0.382 |
1.1006 |
|
LOW |
1.0988 |
|
0.618 |
1.0957 |
|
1.000 |
1.0938 |
|
1.618 |
1.0907 |
|
2.618 |
1.0858 |
|
4.250 |
1.0777 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1023 |
1.1019 |
| PP |
1.1018 |
1.1010 |
| S1 |
1.1012 |
1.1000 |
|