CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1024 |
1.0978 |
-0.0047 |
-0.4% |
1.1045 |
| High |
1.1033 |
1.1017 |
-0.0017 |
-0.1% |
1.1073 |
| Low |
1.0951 |
1.0973 |
0.0023 |
0.2% |
1.0935 |
| Close |
1.0981 |
1.0996 |
0.0016 |
0.1% |
1.1032 |
| Range |
0.0083 |
0.0044 |
-0.0039 |
-47.3% |
0.0138 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
167,280 |
120,915 |
-46,365 |
-27.7% |
877,903 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1104 |
1.1020 |
|
| R3 |
1.1082 |
1.1061 |
1.1008 |
|
| R2 |
1.1039 |
1.1039 |
1.1004 |
|
| R1 |
1.1017 |
1.1017 |
1.1000 |
1.1028 |
| PP |
1.0995 |
1.0995 |
1.0995 |
1.1001 |
| S1 |
1.0974 |
1.0974 |
1.0992 |
1.0985 |
| S2 |
1.0952 |
1.0952 |
1.0988 |
|
| S3 |
1.0908 |
1.0930 |
1.0984 |
|
| S4 |
1.0865 |
1.0887 |
1.0972 |
|
|
| 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% |
0.0068 |
0.6% |
47% |
False |
False |
163,846 |
| 10 |
1.1177 |
1.0935 |
0.0242 |
2.2% |
0.0083 |
0.8% |
25% |
False |
False |
190,160 |
| 20 |
1.1311 |
1.0935 |
0.0376 |
3.4% |
0.0076 |
0.7% |
16% |
False |
False |
186,819 |
| 40 |
1.1311 |
1.0816 |
0.0495 |
4.5% |
0.0078 |
0.7% |
36% |
False |
False |
194,249 |
| 60 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
48% |
False |
False |
137,565 |
| 80 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0073 |
0.7% |
48% |
False |
False |
103,506 |
| 100 |
1.1311 |
1.0703 |
0.0608 |
5.5% |
0.0075 |
0.7% |
48% |
False |
False |
82,981 |
| 120 |
1.1311 |
1.0624 |
0.0687 |
6.2% |
0.0074 |
0.7% |
54% |
False |
False |
69,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1201 |
|
2.618 |
1.1130 |
|
1.618 |
1.1087 |
|
1.000 |
1.1060 |
|
0.618 |
1.1043 |
|
HIGH |
1.1017 |
|
0.618 |
1.1000 |
|
0.500 |
1.0995 |
|
0.382 |
1.0990 |
|
LOW |
1.0973 |
|
0.618 |
1.0946 |
|
1.000 |
1.0930 |
|
1.618 |
1.0903 |
|
2.618 |
1.0859 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0996 |
1.0995 |
| PP |
1.0995 |
1.0995 |
| S1 |
1.0995 |
1.0994 |
|