CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1024 |
-0.0009 |
-0.1% |
1.1045 |
| High |
1.1037 |
1.1033 |
-0.0004 |
0.0% |
1.1073 |
| Low |
1.0988 |
1.0951 |
-0.0037 |
-0.3% |
1.0935 |
| Close |
1.1029 |
1.0981 |
-0.0049 |
-0.4% |
1.1032 |
| Range |
0.0050 |
0.0083 |
0.0033 |
66.7% |
0.0138 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.4% |
0.0000 |
| Volume |
153,739 |
167,280 |
13,541 |
8.8% |
877,903 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1236 |
1.1191 |
1.1026 |
|
| R3 |
1.1153 |
1.1108 |
1.1003 |
|
| R2 |
1.1071 |
1.1071 |
1.0996 |
|
| R1 |
1.1026 |
1.1026 |
1.0988 |
1.1007 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0979 |
| S1 |
1.0943 |
1.0943 |
1.0973 |
1.0924 |
| S2 |
1.0906 |
1.0906 |
1.0965 |
|
| S3 |
1.0823 |
1.0861 |
1.0958 |
|
| S4 |
1.0741 |
1.0778 |
1.0935 |
|
|
| 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% |
0.0079 |
0.7% |
35% |
False |
False |
179,180 |
| 10 |
1.1177 |
1.0935 |
0.0242 |
2.2% |
0.0086 |
0.8% |
19% |
False |
False |
195,562 |
| 20 |
1.1311 |
1.0935 |
0.0376 |
3.4% |
0.0081 |
0.7% |
12% |
False |
False |
192,700 |
| 40 |
1.1311 |
1.0792 |
0.0519 |
4.7% |
0.0078 |
0.7% |
36% |
False |
False |
196,042 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
46% |
False |
False |
135,561 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0074 |
0.7% |
46% |
False |
False |
102,011 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0075 |
0.7% |
46% |
False |
False |
81,794 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.3% |
0.0074 |
0.7% |
52% |
False |
False |
68,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1384 |
|
2.618 |
1.1249 |
|
1.618 |
1.1166 |
|
1.000 |
1.1116 |
|
0.618 |
1.1084 |
|
HIGH |
1.1033 |
|
0.618 |
1.1001 |
|
0.500 |
1.0992 |
|
0.382 |
1.0982 |
|
LOW |
1.0951 |
|
0.618 |
1.0900 |
|
1.000 |
1.0868 |
|
1.618 |
1.0817 |
|
2.618 |
1.0735 |
|
4.250 |
1.0600 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.1008 |
| PP |
1.0988 |
1.0999 |
| S1 |
1.0984 |
1.0990 |
|